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Trade: NEO/USDT/120/KCL/MIDPRICE/4109

Strategy
NEO/USDT/120/KCL/MIDPRICE/4109
Pair
NEO_USDT
Interval
2h
Score
367061
Daily Profit
0.199684
Profit Factor
1.595489
Profitability
46.448087
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 11:18
Expiration Time
2025-12-15 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416007.6011 324411.8325 91595.7686 286072.8553 66054.2206 220018.6347
Total P&L (%) 416.0076 324.4118 91.5958 286.0729 66.0542 220.0186
Avg Daily Profit (%) 0.1997 0.1557 0.044 0.0649 0.0243 0.0559
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83005 -86962 -63314 -405490 -459827 -210316
Profit Factor 1.5955 1.6971 1.3928 1.0929 1.0307 1.2371
Total Trades 183 91 92 183 91 92
Winning Trades 85 43 42 85 43 42
Losing Trades 98 48 50 98 48 50
Profitability (%) 46.4481 47.2527 45.6522 46.4481 47.2527 45.6522
Ratio Avg Win / Avg Loss 1.8395 1.8944 1.6581 1.2601 1.1506 1.4727
Largest Winning Trade 215497 215497 43379 293276 293276 103700
Largest Losing Trade -28974 -28974 -22340 -159154 -159154 -57954
Avg Bars in Trades 132 232 34 132 232 34
Avg Bars in Winners 181 311 48 181 311 48
Avg Bars in Losers 90 161 22 90 161 22
Bars Traded 24313 21155 3158 24313 21155 3158
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367061 326835 -134422 -225031 -348715 -120639
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579233600000,
    "first_datapoint_time": 1580731200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306695521,
    "expiration_time": 1765778400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            416007.6010802023,
            324411.8325138913,
            91595.7685663112,
            286072.8552708383,
            66054.2205773248,
            220018.6346935132
        ],
        [
            416.007601,
            324.411833,
            91.595769,
            286.072855,
            66.054221,
            220.018635
        ],
        [
            0.199684,
            0.155718,
            0.043966,
            0.064862,
            0.024346,
            0.05585
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83005,
            -86962,
            -63314,
            -405490,
            -459827,
            -210316
        ],
        [
            1.595489,
            1.697072,
            1.392768,
            1.092948,
            1.030727,
            1.237077
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            46.448087,
            47.252747,
            45.652174,
            46.448087,
            47.252747,
            45.652174
        ],
        [
            1.839505,
            1.894406,
            1.658057,
            1.260104,
            1.150579,
            1.47271
        ],
        [
            215497,
            215497,
            43379,
            293276,
            293276,
            103700
        ],
        [
            -28974,
            -28974,
            -22340,
            -159154,
            -159154,
            -57954
        ],
        [
            132,
            232,
            34,
            132,
            232,
            34
        ],
        [
            181,
            311,
            48,
            181,
            311,
            48
        ],
        [
            90,
            161,
            22,
            90,
            161,
            22
        ],
        [
            24313,
            21155,
            3158,
            24313,
            21155,
            3158
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367061,
            326835,
            -134422,
            -225031,
            -348715,
            -120639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579233600000,
    "first_datapoint_time": 1580731200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306695521,
    "expiration_time": 1765778400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)