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Trade: NEO/USDT/120/SSF/LINREG/3438

Strategy
NEO/USDT/120/SSF/LINREG/3438
Pair
NEO_USDT
Interval
2h
Score
396710
Daily Profit
0.315574
Profit Factor
2.166443
Profitability
40.880503
Streak
15.029522
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 19:42
Expiration Time
2025-12-20 17:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657366.0592 429465.4495 227900.6098 5998835.9082 1812863.8408 4185972.0675
Total P&L (%) 657.3661 429.4654 227.9006 5998.8359 1812.8638 4185.9721
Avg Daily Profit (%) 0.3156 0.2062 0.1094 0.1975 0.1418 0.1806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54900 -79125 -86323 -4149024 -1538600 -3098237
Profit Factor 2.1664 2.423 1.8706 1.5251 1.3349 1.6963
Total Trades 159 79 80 159 79 80
Winning Trades 65 30 35 65 30 35
Losing Trades 94 49 45 94 49 45
Profitability (%) 40.8805 37.9747 43.75 40.8805 37.9747 43.75
Ratio Avg Win / Avg Loss 3.133 3.9576 2.4051 2.2055 2.1803 2.181
Largest Winning Trade 135672 135672 48974 2187177 1975066 2187177
Largest Losing Trade -34120 -21739 -34120 -2276066 -781193 -2276066
Avg Bars in Trades 154 152 156 154 152 156
Avg Bars in Winners 266 267 266 266 267 266
Avg Bars in Losers 77 82 71 77 82 71
Bars Traded 24590 12043 12547 24590 12043 12547
Profit Streak 15.0295 0 23.5295 15.0295 0 23.5295
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396710 -19344 -64724 304552 -33582 -10257
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1581012000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759768950679,
    "expiration_time": 1766245622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 180,
            "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": [
        [
            657366.0592371026,
            429465.4494787005,
            227900.6097584023,
            5998835.908229635,
            1812863.8407562221,
            4185972.0674734125
        ],
        [
            657.366059,
            429.465449,
            227.90061,
            5998.835908,
            1812.863841,
            4185.972067
        ],
        [
            0.315574,
            0.206168,
            0.109406,
            0.197532,
            0.141775,
            0.180566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54900,
            -79125,
            -86323,
            -4149024,
            -1538600,
            -3098237
        ],
        [
            2.166443,
            2.423042,
            1.870611,
            1.525074,
            1.334885,
            1.696344
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            94,
            49,
            45,
            94,
            49,
            45
        ],
        [
            40.880503,
            37.974684,
            43.75,
            40.880503,
            37.974684,
            43.75
        ],
        [
            3.133009,
            3.957635,
            2.405071,
            2.205491,
            2.180312,
            2.181014
        ],
        [
            135672,
            135672,
            48974,
            2187177,
            1975066,
            2187177
        ],
        [
            -34120,
            -21739,
            -34120,
            -2276066,
            -781193,
            -2276066
        ],
        [
            154,
            152,
            156,
            154,
            152,
            156
        ],
        [
            266,
            267,
            266,
            266,
            267,
            266
        ],
        [
            77,
            82,
            71,
            77,
            82,
            71
        ],
        [
            24590,
            12043,
            12547,
            24590,
            12043,
            12547
        ],
        [
            15.029522,
            0,
            23.529522,
            15.029522,
            0,
            23.529522
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396710,
            -19344,
            -64724,
            304552,
            -33582,
            -10257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1581012000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759768950679,
    "expiration_time": 1766245622400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 180,
            "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)