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Trade: NEO/USDT/120/T3/SSF/4219

Strategy
NEO/USDT/120/T3/SSF/4219
Pair
NEO_USDT
Interval
2h
Score
426279
Daily Profit
0.271063
Profit Factor
1.656666
Profitability
47.752809
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-30 09:05
Expiration Time
2025-12-14 05:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 564555.881 420106.8379 144449.0431 1361798.4574 840593.3464 521205.111
Total P&L (%) 564.5559 420.1068 144.449 1361.7985 840.5933 521.2051
Avg Daily Profit (%) 0.2711 0.2017 0.0694 0.1289 0.1077 0.0877
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176898 -162021 -59920 -1775535 -1451959 -713619
Profit Factor 1.6567 1.9255 1.356 1.1895 1.2174 1.1569
Total Trades 178 89 89 178 89 89
Winning Trades 85 38 47 85 38 47
Losing Trades 93 51 42 93 51 42
Profitability (%) 47.7528 42.6966 52.809 47.7528 42.6966 52.809
Ratio Avg Win / Avg Loss 1.8126 2.5842 1.2117 1.3014 1.6339 1.0339
Largest Winning Trade 94189 94189 47983 739812 739812 478652
Largest Losing Trade -31925 -31925 -29782 -454427 -454427 -415864
Avg Bars in Trades 139 146 131 139 146 131
Avg Bars in Winners 192 217 172 192 217 172
Avg Bars in Losers 90 93 86 90 93 86
Bars Traded 24765 13028 11737 24765 13028 11737
Profit Streak 0 0 37.3373 0 0 37.3373
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426279 292881 -99314 -32595 -51292 -122700
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579190400000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212346330,
    "expiration_time": 1765682985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 89,
            "offset": 0,
            "a": 0.54227
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            564555.881001962,
            420106.8378865717,
            144449.0431153904,
            1361798.457364495,
            840593.3463715492,
            521205.1109929456
        ],
        [
            564.555881,
            420.106838,
            144.449043,
            1361.798457,
            840.593346,
            521.205111
        ],
        [
            0.271063,
            0.201708,
            0.069355,
            0.128867,
            0.107672,
            0.087735
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176898,
            -162021,
            -59920,
            -1775535,
            -1451959,
            -713619
        ],
        [
            1.656666,
            1.92547,
            1.355969,
            1.189491,
            1.217445,
            1.156949
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            93,
            51,
            42,
            93,
            51,
            42
        ],
        [
            47.752809,
            42.696629,
            52.808989,
            47.752809,
            42.696629,
            52.808989
        ],
        [
            1.812588,
            2.584183,
            1.211717,
            1.301443,
            1.633939,
            1.03387
        ],
        [
            94189,
            94189,
            47983,
            739812,
            739812,
            478652
        ],
        [
            -31925,
            -31925,
            -29782,
            -454427,
            -454427,
            -415864
        ],
        [
            139,
            146,
            131,
            139,
            146,
            131
        ],
        [
            192,
            217,
            172,
            192,
            217,
            172
        ],
        [
            90,
            93,
            86,
            90,
            93,
            86
        ],
        [
            24765,
            13028,
            11737,
            24765,
            13028,
            11737
        ],
        [
            0,
            0,
            37.337342,
            0,
            0,
            37.337342
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426279,
            292881,
            -99314,
            -32595,
            -51292,
            -122700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579190400000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759212346330,
    "expiration_time": 1765682985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 89,
            "offset": 0,
            "a": 0.54227
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    }
}

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)