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Trade: NEO/USDT/240/MIDPOINT/WMA/7871

Strategy
NEO/USDT/240/MIDPOINT/WMA/7871
Pair
NEO_USDT
Interval
4h
Score
397298
Daily Profit
0.171398
Profit Factor
1.689720
Profitability
51.633987
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 19:13
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 505633.318 428352.5666 77280.7514 323150.105 332176.6707 -9026.5657
Total P&L (%) 505.6333 428.3526 77.2808 323.1501 332.1767 -9.0266
Avg Daily Profit (%) 0.2023 0.1714 0.0309 0.0577 0.0586 -0.0038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108653 -112754 -109333 -345722 -383312 -273294
Profit Factor 1.3924 1.6897 1.1158 1.1115 1.2223 0.9936
Total Trades 305 153 152 305 153 152
Winning Trades 157 79 78 157 79 78
Losing Trades 148 74 74 148 74 74
Profitability (%) 51.4754 51.634 51.3158 51.4754 51.634 51.3158
Ratio Avg Win / Avg Loss 1.3126 1.5828 1.0585 1.0478 1.145 0.9426
Largest Winning Trade 125241 125241 55223 133893 133893 106814
Largest Losing Trade -56386 -32959 -56386 -179392 -128707 -179392
Avg Bars in Trades 48 42 54 48 42 54
Avg Bars in Winners 56 45 67 56 45 67
Avg Bars in Losers 39 39 39 39 39 39
Bars Traded 14805 6553 8253 14805 6553 8253
Profit Streak 0 0 12.8425 0 0 12.8425
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377719 397298 -243747 -211874 -114628 -579755

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": 1544097600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903189135,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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": [
        [
            505633.3180369153,
            428352.5666143345,
            77280.7514225804,
            323150.1049586908,
            332176.6706792285,
            -9026.5657205377
        ],
        [
            505.633318,
            428.352567,
            77.280751,
            323.150105,
            332.176671,
            -9.026566
        ],
        [
            0.20232,
            0.171398,
            0.030923,
            0.057738,
            0.058583,
            -0.003785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108653,
            -112754,
            -109333,
            -345722,
            -383312,
            -273294
        ],
        [
            1.39237,
            1.68972,
            1.115757,
            1.111535,
            1.222346,
            0.993568
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            51.47541,
            51.633987,
            51.315789,
            51.47541,
            51.633987,
            51.315789
        ],
        [
            1.312553,
            1.582775,
            1.058539,
            1.047817,
            1.144982,
            0.942616
        ],
        [
            125241,
            125241,
            55223,
            133893,
            133893,
            106814
        ],
        [
            -56386,
            -32959,
            -56386,
            -179392,
            -128707,
            -179392
        ],
        [
            48,
            42,
            54,
            48,
            42,
            54
        ],
        [
            56,
            45,
            67,
            56,
            45,
            67
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            14805,
            6553,
            8253,
            14805,
            6553,
            8253
        ],
        [
            0,
            0,
            12.842467,
            0,
            0,
            12.842467
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377719,
            397298,
            -243747,
            -211874,
            -114628,
            -579755
        ]
    ]
}
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": 1544097600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903189135,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 45,
            "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)