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Trade: NEO/USDT/120/VWMA/ALMA/4341

Strategy
NEO/USDT/120/VWMA/ALMA/4341
Pair
NEO_USDT
Interval
2h
Score
379936
Daily Profit
0.236098
Profit Factor
1.309977
Profitability
47.120419
Streak
13.258445
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-03 21:12
Expiration Time
2025-12-17 19:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491713.371 400479.5002 91233.8708 279151.8317 -1056479.462 1335631.2937
Total P&L (%) 491.7134 400.4795 91.2339 279.1518 -1056.4795 1335.6313
Avg Daily Profit (%) 0.2361 0.1923 0.0438 0.064 0 0.128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -242302 -121417 -188783 -8786267 -4825406 -5642242
Profit Factor 1.31 1.4794 1.1215 1.0086 0.9379 1.0855
Total Trades 573 286 287 573 286 287
Winning Trades 270 131 139 270 131 139
Losing Trades 303 155 148 303 155 148
Profitability (%) 47.1204 45.8042 48.4321 47.1204 45.8042 48.4321
Ratio Avg Win / Avg Loss 1.4701 1.7505 1.1941 1.1318 1.1097 1.1558
Largest Winning Trade 184736 184736 46355 2340539 1608634 2340539
Largest Losing Trade -36272 -28233 -36272 -1621223 -890890 -1621223
Avg Bars in Trades 43 40 46 43 40 46
Avg Bars in Winners 54 48 59 54 48 59
Avg Bars in Losers 33 33 33 33 33 33
Bars Traded 24815 11456 13359 24815 11456 13359
Profit Streak 13.2584 0 14.7584 13.2584 0 14.7584
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379936 329591 -220360 -316089 -579802 -147238
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579507200000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759515129670,
    "expiration_time": 1765992326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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": [
        [
            491713.3710061883,
            400479.5002323643,
            91233.8707738238,
            279151.831696945,
            -1056479.4620488584,
            1335631.2937458078
        ],
        [
            491.713371,
            400.4795,
            91.233871,
            279.151832,
            -1056.479462,
            1335.631294
        ],
        [
            0.236098,
            0.192291,
            0.043806,
            0.064014,
            0,
            0.128004
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -242302,
            -121417,
            -188783,
            -8786267,
            -4825406,
            -5642242
        ],
        [
            1.309977,
            1.479424,
            1.121491,
            1.008557,
            0.937872,
            1.085529
        ],
        [
            573,
            286,
            287,
            573,
            286,
            287
        ],
        [
            270,
            131,
            139,
            270,
            131,
            139
        ],
        [
            303,
            155,
            148,
            303,
            155,
            148
        ],
        [
            47.120419,
            45.804196,
            48.432056,
            47.120419,
            45.804196,
            48.432056
        ],
        [
            1.470085,
            1.750463,
            1.194105,
            1.131826,
            1.109696,
            1.155816
        ],
        [
            184736,
            184736,
            46355,
            2340539,
            1608634,
            2340539
        ],
        [
            -36272,
            -28233,
            -36272,
            -1621223,
            -890890,
            -1621223
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            54,
            48,
            59,
            54,
            48,
            59
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            24815,
            11456,
            13359,
            24815,
            11456,
            13359
        ],
        [
            13.258445,
            0,
            14.758445,
            13.258445,
            0,
            14.758445
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379936,
            329591,
            -220360,
            -316089,
            -579802,
            -147238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579507200000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759514400000,
    "evaluation_time": 1759515129670,
    "expiration_time": 1765992326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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)