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Trade: NEO/USDT/120/PWMA/KCU/2500

Strategy
NEO/USDT/120/PWMA/KCU/2500
Pair
NEO_USDT
Interval
2h
Score
320082
Daily Profit
0.215578
Profit Factor
1.330010
Profitability
43.438914
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 07:56
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 448941.9184 340288.9842 108652.9342 507726.1708 259113.6913 248612.4795
Total P&L (%) 448.9419 340.289 108.6529 507.7262 259.1137 248.6125
Avg Daily Profit (%) 0.2156 0.1634 0.0522 0.0867 0.0614 0.06
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189565 -155132 -85511 -3551024 -2604783 -1096357
Profit Factor 1.33 1.4473 1.1812 1.0368 1.0343 1.0399
Total Trades 442 221 221 442 221 221
Winning Trades 192 90 102 192 90 102
Losing Trades 250 131 119 250 131 119
Profitability (%) 43.4389 40.724 46.1538 43.4389 40.724 46.1538
Ratio Avg Win / Avg Loss 1.7318 2.1066 1.3781 1.3501 1.5055 1.2132
Largest Winning Trade 89053 89053 43620 1248141 1248141 497734
Largest Losing Trade -27030 -27030 -25141 -579375 -579375 -369547
Avg Bars in Trades 56 76 36 56 76 36
Avg Bars in Winners 76 110 47 76 110 47
Avg Bars in Losers 40 52 27 40 52 27
Bars Traded 24837 16796 8041 24837 16796 8041
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 320082 230296 -145334 -257036 -295586 -290356

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": 1579521600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758862566333,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            448941.9184067384,
            340288.9841727717,
            108652.9342339669,
            507726.1707929986,
            259113.6912612505,
            248612.4795317464
        ],
        [
            448.941918,
            340.288984,
            108.652934,
            507.726171,
            259.113691,
            248.61248
        ],
        [
            0.215578,
            0.163404,
            0.052174,
            0.086691,
            0.06141,
            0.059984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189565,
            -155132,
            -85511,
            -3551024,
            -2604783,
            -1096357
        ],
        [
            1.33001,
            1.447287,
            1.181208,
            1.036849,
            1.034329,
            1.039903
        ],
        [
            442,
            221,
            221,
            442,
            221,
            221
        ],
        [
            192,
            90,
            102,
            192,
            90,
            102
        ],
        [
            250,
            131,
            119,
            250,
            131,
            119
        ],
        [
            43.438914,
            40.723982,
            46.153846,
            43.438914,
            40.723982,
            46.153846
        ],
        [
            1.731784,
            2.106607,
            1.378076,
            1.350064,
            1.505523,
            1.21322
        ],
        [
            89053,
            89053,
            43620,
            1248141,
            1248141,
            497734
        ],
        [
            -27030,
            -27030,
            -25141,
            -579375,
            -579375,
            -369547
        ],
        [
            56,
            76,
            36,
            56,
            76,
            36
        ],
        [
            76,
            110,
            47,
            76,
            110,
            47
        ],
        [
            40,
            52,
            27,
            40,
            52,
            27
        ],
        [
            24837,
            16796,
            8041,
            24837,
            16796,
            8041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320082,
            230296,
            -145334,
            -257036,
            -295586,
            -290356
        ]
    ]
}
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": 1579521600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758862566333,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 71,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)