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Trade: NEO/USDT/240/FWMA/KCU/4047

Strategy
NEO/USDT/240/FWMA/KCU/4047
Pair
NEO_USDT
Interval
4h
Score
549494
Daily Profit
0.254224
Profit Factor
1.686550
Profitability
75.645756
Streak
49.781441
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-28 01:45
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635347.86 490981.4316 144366.4285 1495538.9055 -1663417.0262 3158955.9317
Total P&L (%) 635.3479 490.9814 144.3664 1495.5389 -1663.417 3158.9559
Avg Daily Profit (%) 0.2542 0.1965 0.0578 0.1109 0 0.1395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129542 -143445 -37687 -8062458 -9210938 -554353
Profit Factor 1.6866 1.6437 1.8873 1.0657 0.9197 2.5398
Total Trades 271 135 136 271 135 136
Winning Trades 205 101 104 205 101 104
Losing Trades 66 34 32 66 34 32
Profitability (%) 75.6458 74.8148 76.4706 75.6458 74.8148 76.4706
Ratio Avg Win / Avg Loss 0.543 0.5533 0.5807 0.3431 0.3096 0.7815
Largest Winning Trade 55886 55886 15377 2331573 2331573 907084
Largest Losing Trade -69750 -69750 -24358 -6106475 -6106475 -440003
Avg Bars in Trades 53 103 4 53 103 4
Avg Bars in Winners 25 48 3 25 48 3
Avg Bars in Losers 142 267 9 142 267 9
Bars Traded 14612 13982 630 14612 13982 630
Profit Streak 49.7814 49.7814 77.6148 49.7814 49.7814 77.6148
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549494 455064 -109721 -188136 -576063 33744
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545465600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013116535,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            635347.8600148868,
            490981.4315634842,
            144366.4284514025,
            1495538.9054819182,
            -1663417.0262052307,
            3158955.9316871474
        ],
        [
            635.34786,
            490.981432,
            144.366428,
            1495.538905,
            -1663.417026,
            3158.955932
        ],
        [
            0.254224,
            0.196458,
            0.057766,
            0.11089,
            0,
            0.139503
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129542,
            -143445,
            -37687,
            -8062458,
            -9210938,
            -554353
        ],
        [
            1.68655,
            1.643726,
            1.8873,
            1.065681,
            0.919712,
            2.539791
        ],
        [
            271,
            135,
            136,
            271,
            135,
            136
        ],
        [
            205,
            101,
            104,
            205,
            101,
            104
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            75.645756,
            74.814815,
            76.470588,
            75.645756,
            74.814815,
            76.470588
        ],
        [
            0.542987,
            0.553333,
            0.580708,
            0.343097,
            0.309606,
            0.781474
        ],
        [
            55886,
            55886,
            15377,
            2331573,
            2331573,
            907084
        ],
        [
            -69750,
            -69750,
            -24358,
            -6106475,
            -6106475,
            -440003
        ],
        [
            53,
            103,
            4,
            53,
            103,
            4
        ],
        [
            25,
            48,
            3,
            25,
            48,
            3
        ],
        [
            142,
            267,
            9,
            142,
            267,
            9
        ],
        [
            14612,
            13982,
            630,
            14612,
            13982,
            630
        ],
        [
            49.781441,
            49.781441,
            77.614775,
            49.781441,
            49.781441,
            77.614775
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549494,
            455064,
            -109721,
            -188136,
            -576063,
            33744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545465600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013116535,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)