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Trade: NEO/USDT/120/MIDPOINT/SWMA/8980

Strategy
NEO/USDT/120/MIDPOINT/SWMA/8980
Pair
NEO_USDT
Interval
2h
Score
338942
Daily Profit
0.214505
Profit Factor
1.473411
Profitability
45.414847
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 20:27
Expiration Time
2025-12-25 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 446884.1616 349321.1993 97562.9623 386558.7231 263758.8082 122799.9149
Total P&L (%) 446.8842 349.3212 97.563 386.5587 263.7588 122.7999
Avg Daily Profit (%) 0.2145 0.1677 0.0468 0.076 0.062 0.0385
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119561 -130988 -70453 -996923 -949646 -674916
Profit Factor 1.4734 1.7479 1.2046 1.0731 1.0982 1.0471
Total Trades 229 114 115 229 114 115
Winning Trades 104 50 54 104 50 54
Losing Trades 125 64 61 125 64 61
Profitability (%) 45.4148 43.8596 46.9565 45.4148 43.8596 46.9565
Ratio Avg Win / Avg Loss 1.7709 2.2373 1.3607 1.2898 1.4058 1.1829
Largest Winning Trade 154028 154028 51177 527980 527980 293406
Largest Losing Trade -32322 -32104 -32322 -359715 -315244 -359715
Avg Bars in Trades 107 91 122 107 91 122
Avg Bars in Winners 141 122 159 141 122 159
Avg Bars in Losers 78 67 90 78 67 90
Bars Traded 24602 10474 14128 24602 10474 14128
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 338942 288702 -132297 -232233 -225231 -311631
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580133600000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203651590,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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": [
        [
            446884.161629706,
            349321.1993423062,
            97562.9622874,
            386558.7231056314,
            263758.8082347779,
            122799.9148708528
        ],
        [
            446.884162,
            349.321199,
            97.562962,
            386.558723,
            263.758808,
            122.799915
        ],
        [
            0.214505,
            0.167674,
            0.04683,
            0.075974,
            0.062003,
            0.03846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119561,
            -130988,
            -70453,
            -996923,
            -949646,
            -674916
        ],
        [
            1.473411,
            1.74789,
            1.204582,
            1.073078,
            1.098246,
            1.04714
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            104,
            50,
            54,
            104,
            50,
            54
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            45.414847,
            43.859649,
            46.956522,
            45.414847,
            43.859649,
            46.956522
        ],
        [
            1.770927,
            2.237299,
            1.360731,
            1.289757,
            1.405755,
            1.18288
        ],
        [
            154028,
            154028,
            51177,
            527980,
            527980,
            293406
        ],
        [
            -32322,
            -32104,
            -32322,
            -359715,
            -315244,
            -359715
        ],
        [
            107,
            91,
            122,
            107,
            91,
            122
        ],
        [
            141,
            122,
            159,
            141,
            122,
            159
        ],
        [
            78,
            67,
            90,
            78,
            67,
            90
        ],
        [
            24602,
            10474,
            14128,
            24602,
            10474,
            14128
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338942,
            288702,
            -132297,
            -232233,
            -225231,
            -311631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580133600000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203651590,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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)