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Trade: NEO/USDT/120/SMA/JMA/8377

Strategy
NEO/USDT/120/SMA/JMA/8377
Pair
NEO_USDT
Interval
2h
Score
356289
Daily Profit
0.247708
Profit Factor
1.804282
Profitability
43.971631
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 22:24
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 515851.2333 356765.2368 159085.9965 1459435.3727 775292.4079 684142.9648
Total P&L (%) 515.8512 356.7652 159.086 1459.4354 775.2924 684.143
Avg Daily Profit (%) 0.2477 0.1713 0.0764 0.132 0.1042 0.0989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71977 -91493 -63921 -1721311 -1458873 -1582159
Profit Factor 1.8043 2.0783 1.5123 1.1412 1.1492 1.133
Total Trades 141 71 70 141 71 70
Winning Trades 62 25 37 62 25 37
Losing Trades 79 46 33 79 46 33
Profitability (%) 43.9716 35.2113 52.8571 43.9716 35.2113 52.8571
Ratio Avg Win / Avg Loss 2.299 3.8241 1.3488 1.4541 2.1146 1.0105
Largest Winning Trade 101263 101263 50104 882807 882807 737251
Largest Losing Trade -45762 -19896 -45762 -1074786 -288108 -1074786
Avg Bars in Trades 175 169 181 175 169 181
Avg Bars in Winners 280 309 261 280 309 261
Avg Bars in Losers 92 93 91 92 93 91
Bars Traded 24727 12042 12685 24727 12042 12685
Profit Streak 0 0 12.5588 0 0 12.5588
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356289 -81382 -182764 -83623 -201404 -227870

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": 1580342400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758914683210,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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": [
        [
            515851.2333403958,
            356765.2368424499,
            159085.9964979463,
            1459435.3726788259,
            775292.4078984153,
            684142.9647804103
        ],
        [
            515.851233,
            356.765237,
            159.085996,
            1459.435373,
            775.292408,
            684.142965
        ],
        [
            0.247708,
            0.171316,
            0.076392,
            0.131991,
            0.104227,
            0.098941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71977,
            -91493,
            -63921,
            -1721311,
            -1458873,
            -1582159
        ],
        [
            1.804282,
            2.078322,
            1.512307,
            1.14116,
            1.149219,
            1.133018
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            43.971631,
            35.211268,
            52.857143,
            43.971631,
            35.211268,
            52.857143
        ],
        [
            2.299005,
            3.824113,
            1.348814,
            1.454058,
            2.114563,
            1.010529
        ],
        [
            101263,
            101263,
            50104,
            882807,
            882807,
            737251
        ],
        [
            -45762,
            -19896,
            -45762,
            -1074786,
            -288108,
            -1074786
        ],
        [
            175,
            169,
            181,
            175,
            169,
            181
        ],
        [
            280,
            309,
            261,
            280,
            309,
            261
        ],
        [
            92,
            93,
            91,
            92,
            93,
            91
        ],
        [
            24727,
            12042,
            12685,
            24727,
            12042,
            12685
        ],
        [
            0,
            0,
            12.558833,
            0,
            0,
            12.558833
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356289,
            -81382,
            -182764,
            -83623,
            -201404,
            -227870
        ]
    ]
}
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": 1580342400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758914683210,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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)