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Trade: NEO/USDT/120/VWMA/WMA/6485

Strategy
NEO/USDT/120/VWMA/WMA/6485
Pair
NEO_USDT
Interval
2h
Score
303854
Daily Profit
0.153907
Profit Factor
1.360719
Profitability
49.700599
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 20:27
Expiration Time
2025-12-25 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320639.919 283386.2435 37253.6755 4109.2888 99635.6872 -95526.3984
Total P&L (%) 320.6399 283.3862 37.2537 4.1093 99.6357 -95.5264
Avg Daily Profit (%) 0.1539 0.136 0.0179 0.0019 0.0332 -0.149
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105120 -83421 -164272 -133425 -115712 -202343
Profit Factor 1.3607 1.7663 1.0718 1.0039 1.2325 0.8498
Total Trades 167 83 84 167 83 84
Winning Trades 83 43 40 83 43 40
Losing Trades 84 40 44 84 40 44
Profitability (%) 49.7006 51.8072 47.619 49.7006 51.8072 47.619
Ratio Avg Win / Avg Loss 1.3771 1.643 1.1789 1.016 1.1465 0.9347
Largest Winning Trade 188451 188451 52308 61200 61200 52308
Largest Losing Trade -58547 -27326 -58547 -78225 -53107 -78225
Avg Bars in Trades 147 106 187 147 106 187
Avg Bars in Winners 178 127 233 178 127 233
Avg Bars in Losers 117 85 146 117 85 146
Bars Traded 24626 8866 15761 24626 8866 15761
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303854 -8186 -314264 -571528 -148980 -582033
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580133600000,
    "first_datapoint_time": 1581789600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203655582,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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": [
        [
            320639.9189817291,
            283386.2435108481,
            37253.6754708811,
            4109.2888195774,
            99635.6871892054,
            -95526.3983696281
        ],
        [
            320.639919,
            283.386244,
            37.253675,
            4.109289,
            99.635687,
            -95.526398
        ],
        [
            0.153907,
            0.136026,
            0.017882,
            0.001933,
            0.033189,
            -0.149024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105120,
            -83421,
            -164272,
            -133425,
            -115712,
            -202343
        ],
        [
            1.360719,
            1.766263,
            1.071771,
            1.003861,
            1.232504,
            0.849756
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            83,
            43,
            40,
            83,
            43,
            40
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            49.700599,
            51.807229,
            47.619048,
            49.700599,
            51.807229,
            47.619048
        ],
        [
            1.377113,
            1.643035,
            1.178948,
            1.015956,
            1.146516,
            0.934731
        ],
        [
            188451,
            188451,
            52308,
            61200,
            61200,
            52308
        ],
        [
            -58547,
            -27326,
            -58547,
            -78225,
            -53107,
            -78225
        ],
        [
            147,
            106,
            187,
            147,
            106,
            187
        ],
        [
            178,
            127,
            233,
            178,
            127,
            233
        ],
        [
            117,
            85,
            146,
            117,
            85,
            146
        ],
        [
            24626,
            8866,
            15761,
            24626,
            8866,
            15761
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303854,
            -8186,
            -314264,
            -571528,
            -148980,
            -582033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580133600000,
    "first_datapoint_time": 1581789600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203655582,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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)