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Trade: NEO/USDT/120/VWMA/HMA/5998

Strategy
NEO/USDT/120/VWMA/HMA/5998
Pair
NEO_USDT
Interval
2h
Score
309214
Daily Profit
0.181126
Profit Factor
1.380266
Profitability
44.052863
Streak
17.306593
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-10-05 04:21
Expiration Time
2025-12-19 01:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377285.1381 288623.5481 88661.59 234579.3756 231420.2641 3159.1115
Total P&L (%) 377.2851 288.6235 88.6616 234.5794 231.4203 3.1591
Avg Daily Profit (%) 0.1811 0.1386 0.0426 0.058 0.0575 0.0015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202735 -173337 -87707 -1137817 -944540 -508533
Profit Factor 1.3803 1.5817 1.1787 1.0585 1.1133 1.0016
Total Trades 227 113 114 227 113 114
Winning Trades 100 49 51 100 49 51
Losing Trades 127 64 63 127 64 63
Profitability (%) 44.0529 43.3628 44.7368 44.0529 43.3628 44.7368
Ratio Avg Win / Avg Loss 1.7529 2.0659 1.4561 1.3442 1.4541 1.2373
Largest Winning Trade 81650 81650 49758 499238 499238 296801
Largest Losing Trade -34665 -32593 -34665 -259526 -188513 -259526
Avg Bars in Trades 108 102 114 108 102 114
Avg Bars in Winners 159 148 169 159 148 169
Avg Bars in Losers 68 67 69 68 67 69
Bars Traded 24603 11573 13030 24603 11573 13030
Profit Streak 17.3066 0 42.8899 17.3066 0 42.8899
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309214 -7976 -161272 -272255 -214789 -576667
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627289609,
    "expiration_time": 1766101363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "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": [
        [
            377285.1381412056,
            288623.5481482855,
            88661.5899929202,
            234579.3755838157,
            231420.2641035789,
            3159.1114802366
        ],
        [
            377.285138,
            288.623548,
            88.66159,
            234.579376,
            231.420264,
            3.159111
        ],
        [
            0.181126,
            0.138561,
            0.042564,
            0.057996,
            0.05754,
            0.001493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202735,
            -173337,
            -87707,
            -1137817,
            -944540,
            -508533
        ],
        [
            1.380266,
            1.581742,
            1.178745,
            1.05846,
            1.113326,
            1.001603
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            100,
            49,
            51,
            100,
            49,
            51
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            44.052863,
            43.362832,
            44.736842,
            44.052863,
            43.362832,
            44.736842
        ],
        [
            1.752938,
            2.065949,
            1.456096,
            1.344244,
            1.45414,
            1.237274
        ],
        [
            81650,
            81650,
            49758,
            499238,
            499238,
            296801
        ],
        [
            -34665,
            -32593,
            -34665,
            -259526,
            -188513,
            -259526
        ],
        [
            108,
            102,
            114,
            108,
            102,
            114
        ],
        [
            159,
            148,
            169,
            159,
            148,
            169
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            24603,
            11573,
            13030,
            24603,
            11573,
            13030
        ],
        [
            17.306593,
            0,
            42.889926,
            17.306593,
            0,
            42.889926
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309214,
            -7976,
            -161272,
            -272255,
            -214789,
            -576667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1579586400000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759627289609,
    "expiration_time": 1766101363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 152,
            "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)