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Trade: NEO/USDT/120/VWAP/KCU/9617

Strategy
NEO/USDT/120/VWAP/KCU/9617
Pair
NEO_USDT
Interval
2h
Score
537606
Daily Profit
0.247666
Profit Factor
1.712735
Profitability
76.470588
Streak
37.997224
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 02:56
Expiration Time
2025-12-14 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515970.1528 370166.0705 145804.0823 826699.6751 -632501.7107 1459201.3857
Total P&L (%) 515.9702 370.1661 145.8041 826.6997 -632.5017 1459.2014
Avg Daily Profit (%) 0.2477 0.1777 0.07 0.1069 0 0.1319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102815 -131230 -34805 -3788540 -4429596 -488331
Profit Factor 1.7127 1.6705 1.8485 1.0671 0.9377 1.6682
Total Trades 221 110 111 221 110 111
Winning Trades 169 86 83 169 86 83
Losing Trades 52 24 28 52 24 28
Profitability (%) 76.4706 78.1818 74.7748 76.4706 78.1818 74.7748
Ratio Avg Win / Avg Loss 0.527 0.4662 0.6236 0.3283 0.2617 0.5628
Largest Winning Trade 46938 46938 15960 1019291 1019291 524185
Largest Losing Trade -70161 -70161 -34805 -2806403 -2806403 -449505
Avg Bars in Trades 109 209 11 109 209 11
Avg Bars in Winners 36 63 7 36 63 7
Avg Bars in Losers 349 729 23 349 729 23
Bars Traded 24277 22991 1286 24277 22991 1286
Profit Streak 37.9972 37.9972 79.9972 37.9972 37.9972 79.9972
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537606 433139 -93745 -192231 -576563 -11082
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579118400000,
    "first_datapoint_time": 1580011200000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759190160149,
    "expiration_time": 1765663200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            515970.1528097299,
            370166.070482293,
            145804.0823274366,
            826699.6750615056,
            -632501.7106817386,
            1459201.3857432448
        ],
        [
            515.970153,
            370.16607,
            145.804082,
            826.699675,
            -632.501711,
            1459.201386
        ],
        [
            0.247666,
            0.17768,
            0.069986,
            0.106927,
            0,
            0.131932
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102815,
            -131230,
            -34805,
            -3788540,
            -4429596,
            -488331
        ],
        [
            1.712735,
            1.670486,
            1.848472,
            1.067057,
            0.937651,
            1.668188
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            169,
            86,
            83,
            169,
            86,
            83
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            76.470588,
            78.181818,
            74.774775,
            76.470588,
            78.181818,
            74.774775
        ],
        [
            0.526995,
            0.466182,
            0.623581,
            0.328325,
            0.26167,
            0.562762
        ],
        [
            46938,
            46938,
            15960,
            1019291,
            1019291,
            524185
        ],
        [
            -70161,
            -70161,
            -34805,
            -2806403,
            -2806403,
            -449505
        ],
        [
            109,
            209,
            11,
            109,
            209,
            11
        ],
        [
            36,
            63,
            7,
            36,
            63,
            7
        ],
        [
            349,
            729,
            23,
            349,
            729,
            23
        ],
        [
            24277,
            22991,
            1286,
            24277,
            22991,
            1286
        ],
        [
            37.997224,
            37.997224,
            79.997224,
            37.997224,
            37.997224,
            79.997224
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537606,
            433139,
            -93745,
            -192231,
            -576563,
            -11082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579118400000,
    "first_datapoint_time": 1580011200000,
    "last_datapoint_time": 1759183200000,
    "evaluation_time": 1759190160149,
    "expiration_time": 1765663200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)