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Trade: NEO/USDT/120/MIDPOINT/JMA/7910

Strategy
NEO/USDT/120/MIDPOINT/JMA/7910
Pair
NEO_USDT
Interval
2h
Score
393509
Daily Profit
0.203308
Profit Factor
1.277064
Profitability
52.613240
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-12 19:43
Expiration Time
2025-12-26 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 423558.5648 278326.5678 145231.997 481029.0046 -157988.655 639017.6596
Total P&L (%) 423.5586 278.3266 145.232 481.029 -157.9887 639.0177
Avg Daily Profit (%) 0.2033 0.1336 0.0697 0.0845 0 0.0961
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184720 -176126 -81862 -1963823 -2055907 -1048311
Profit Factor 1.2771 1.3551 1.195 1.0309 0.9805 1.0859
Total Trades 574 287 287 574 287 287
Winning Trades 302 137 165 302 137 165
Losing Trades 272 150 122 272 150 122
Profitability (%) 52.6132 47.7352 57.4913 52.6132 47.7352 57.4913
Ratio Avg Win / Avg Loss 1.1502 1.4837 0.8835 0.9285 1.0736 0.8029
Largest Winning Trade 81104 81104 42972 577644 577644 354826
Largest Losing Trade -37927 -25572 -37927 -558436 -558436 -500719
Avg Bars in Trades 43 39 46 43 39 46
Avg Bars in Winners 44 40 47 44 40 47
Avg Bars in Losers 42 38 46 42 38 46
Bars Traded 24739 11265 13474 24739 11265 13474
Profit Streak 0 0 10.03 0 0 10.03
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393509 -14191 -104584 -264969 -579046 -188975
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580220000000,
    "first_datapoint_time": 1581192000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287392003,
    "expiration_time": 1766764800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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": [
        [
            423558.5648313359,
            278326.567807719,
            145231.9970236174,
            481029.0046032533,
            -157988.6549761875,
            639017.6595794369
        ],
        [
            423.558565,
            278.326568,
            145.231997,
            481.029005,
            -157.988655,
            639.01766
        ],
        [
            0.203308,
            0.133597,
            0.069711,
            0.084498,
            0,
            0.096054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184720,
            -176126,
            -81862,
            -1963823,
            -2055907,
            -1048311
        ],
        [
            1.277064,
            1.355107,
            1.194953,
            1.030935,
            0.980525,
            1.085924
        ],
        [
            574,
            287,
            287,
            574,
            287,
            287
        ],
        [
            302,
            137,
            165,
            302,
            137,
            165
        ],
        [
            272,
            150,
            122,
            272,
            150,
            122
        ],
        [
            52.61324,
            47.735192,
            57.491289,
            52.61324,
            47.735192,
            57.491289
        ],
        [
            1.150203,
            1.483694,
            0.883541,
            0.928525,
            1.073568,
            0.802926
        ],
        [
            81104,
            81104,
            42972,
            577644,
            577644,
            354826
        ],
        [
            -37927,
            -25572,
            -37927,
            -558436,
            -558436,
            -500719
        ],
        [
            43,
            39,
            46,
            43,
            39,
            46
        ],
        [
            44,
            40,
            47,
            44,
            40,
            47
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            24739,
            11265,
            13474,
            24739,
            11265,
            13474
        ],
        [
            0,
            0,
            10.03,
            0,
            0,
            10.03
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393509,
            -14191,
            -104584,
            -264969,
            -579046,
            -188975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580220000000,
    "first_datapoint_time": 1581192000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760287392003,
    "expiration_time": 1766764800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "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)