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Trade: NEO/USDT/240/DCM/HMA/7109

Strategy
NEO/USDT/240/DCM/HMA/7109
Pair
NEO_USDT
Interval
4h
Score
305697
Daily Profit
0.156365
Profit Factor
1.404823
Profitability
47.517730
Streak
0.000000
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-30 23:39
Expiration Time
2025-12-14 19:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391172.8414 386913.1933 4259.6481 -11304.8748 7230.8954 -18535.7703
Total P&L (%) 391.1728 386.9132 4.2596 -11.3049 7.2309 -18.5358
Avg Daily Profit (%) 0.1564 0.1547 0.0017 -0.0048 0.0028 -0.0082
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159220 -122387 -114246 -322873 -308228 -163726
Profit Factor 1.4048 1.8261 1.0086 0.9914 1.0107 0.9709
Total Trades 141 71 70 141 71 70
Winning Trades 67 34 33 67 34 33
Losing Trades 74 37 37 74 37 37
Profitability (%) 47.5177 47.8873 47.1429 47.5177 47.8873 47.1429
Ratio Avg Win / Avg Loss 1.5516 1.9872 1.1308 1.095 1.0999 1.0886
Largest Winning Trade 201268 201268 46921 144522 144522 111338
Largest Losing Trade -56483 -26091 -56483 -101221 -65208 -101221
Avg Bars in Trades 103 86 121 103 86 121
Avg Bars in Winners 113 81 145 113 81 145
Avg Bars in Losers 95 89 100 95 89 100
Bars Traded 14651 6115 8536 14651 6115 8536
Profit Streak 0 0 37.8609 0 0 37.8609
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305697 -77081 -662454 -579703 -651375 -674135
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15010,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545796800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759264781488,
    "expiration_time": 1765732320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 174,
            "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": [
        [
            391172.8413643063,
            386913.1932846312,
            4259.6480796754,
            -11304.8748480513,
            7230.8954449921,
            -18535.7702930433
        ],
        [
            391.172841,
            386.913193,
            4.259648,
            -11.304875,
            7.230895,
            -18.53577
        ],
        [
            0.156365,
            0.154662,
            0.001703,
            -0.004795,
            0.002791,
            -0.008194
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159220,
            -122387,
            -114246,
            -322873,
            -308228,
            -163726
        ],
        [
            1.404823,
            1.826069,
            1.008555,
            0.991375,
            1.010722,
            0.97087
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            47.51773,
            47.887324,
            47.142857,
            47.51773,
            47.887324,
            47.142857
        ],
        [
            1.551596,
            1.987192,
            1.130804,
            1.094951,
            1.099903,
            1.088551
        ],
        [
            201268,
            201268,
            46921,
            144522,
            144522,
            111338
        ],
        [
            -56483,
            -26091,
            -56483,
            -101221,
            -65208,
            -101221
        ],
        [
            103,
            86,
            121,
            103,
            86,
            121
        ],
        [
            113,
            81,
            145,
            113,
            81,
            145
        ],
        [
            95,
            89,
            100,
            95,
            89,
            100
        ],
        [
            14651,
            6115,
            8536,
            14651,
            6115,
            8536
        ],
        [
            0,
            0,
            37.860897,
            0,
            0,
            37.860897
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305697,
            -77081,
            -662454,
            -579703,
            -651375,
            -674135
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15010,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545796800000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759264781488,
    "expiration_time": 1765732320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 174,
            "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)