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Trade: NEO/USDT/120/MIDPRICE/WMA/1167

Strategy
NEO/USDT/120/MIDPRICE/WMA/1167
Pair
NEO_USDT
Interval
2h
Score
383983
Daily Profit
0.304799
Profit Factor
1.601172
Profitability
43.071161
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 02:06
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634744.3037 497157.058 137587.2457 932684.0623 938725.7294 -6041.6672
Total P&L (%) 634.7443 497.1571 137.5872 932.6841 938.7257 -6.0417
Avg Daily Profit (%) 0.3048 0.2387 0.0661 0.1122 0.1125 -0.003
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118684 -99434 -84318 -2129960 -1817976 -1670852
Profit Factor 1.6012 1.8746 1.2823 1.0651 1.1188 0.9991
Total Trades 267 134 133 267 134 133
Winning Trades 115 54 61 115 54 61
Losing Trades 152 80 72 152 80 72
Profitability (%) 43.0712 40.2985 45.8647 43.0712 40.2985 45.8647
Ratio Avg Win / Avg Loss 2.1163 2.7773 1.5135 1.4077 1.6576 1.1792
Largest Winning Trade 173933 173933 52336 1192629 1192629 604061
Largest Losing Trade -40790 -37487 -40790 -915057 -704125 -915057
Avg Bars in Trades 92 82 103 92 82 103
Avg Bars in Winners 140 129 150 140 129 150
Avg Bars in Losers 56 49 63 56 49 63
Bars Traded 24746 11012 13734 24746 11012 13734
Profit Streak 0 0 8.2963 0 0 8.2963
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383983 271396 -104766 -193071 -135102 -580248

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758928001444,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 39,
            "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": [
        [
            634744.3036988082,
            497157.0579658103,
            137587.2457329976,
            932684.0622582551,
            938725.7294113723,
            -6041.6671531176
        ],
        [
            634.744304,
            497.157058,
            137.587246,
            932.684062,
            938.725729,
            -6.041667
        ],
        [
            0.304799,
            0.238731,
            0.066068,
            0.112176,
            0.112456,
            -0.002992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118684,
            -99434,
            -84318,
            -2129960,
            -1817976,
            -1670852
        ],
        [
            1.601172,
            1.874647,
            1.282268,
            1.065068,
            1.118849,
            0.999061
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            115,
            54,
            61,
            115,
            54,
            61
        ],
        [
            152,
            80,
            72,
            152,
            80,
            72
        ],
        [
            43.071161,
            40.298507,
            45.864662,
            43.071161,
            40.298507,
            45.864662
        ],
        [
            2.116332,
            2.777255,
            1.513496,
            1.407742,
            1.657555,
            1.17922
        ],
        [
            173933,
            173933,
            52336,
            1192629,
            1192629,
            604061
        ],
        [
            -40790,
            -37487,
            -40790,
            -915057,
            -704125,
            -915057
        ],
        [
            92,
            82,
            103,
            92,
            82,
            103
        ],
        [
            140,
            129,
            150,
            140,
            129,
            150
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            24746,
            11012,
            13734,
            24746,
            11012,
            13734
        ],
        [
            0,
            0,
            8.296313,
            0,
            0,
            8.296313
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383983,
            271396,
            -104766,
            -193071,
            -135102,
            -580248
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579881600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758928001444,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 39,
            "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)