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Trade: NEO/USDT/240/MIDPRICE/BBU/3502

Strategy
NEO/USDT/240/MIDPRICE/BBU/3502
Pair
NEO_USDT
Interval
4h
Score
410683
Daily Profit
0.216412
Profit Factor
1.715013
Profitability
47.552448
Streak
20.707242
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 19:58
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 540851.0597 467314.2046 73536.8551 284086.735 -176843.5159 460930.2509
Total P&L (%) 540.8511 467.3142 73.5369 284.0867 -176.8435 460.9303
Avg Daily Profit (%) 0.2164 0.187 0.0294 0.0539 0 0.069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156183 -128353 -62773 -1035028 -790883 -324371
Profit Factor 1.715 2.1451 1.2111 1.0809 0.9135 1.3146
Total Trades 143 71 72 143 71 72
Winning Trades 68 33 35 68 33 35
Losing Trades 75 38 37 75 38 37
Profitability (%) 47.5524 46.4789 48.6111 47.5524 46.4789 48.6111
Ratio Avg Win / Avg Loss 1.8916 2.4701 1.2803 1.1922 1.0519 1.3897
Largest Winning Trade 335805 335805 50840 406606 406606 206994
Largest Losing Trade -42079 -42079 -41182 -222196 -222196 -217934
Avg Bars in Trades 102 140 64 102 140 64
Avg Bars in Winners 129 194 68 129 194 68
Avg Bars in Losers 77 93 60 77 93 60
Bars Traded 14603 9944 4659 14603 9944 4659
Profit Streak 20.7072 0 48.3739 20.7072 0 48.3739
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410683 -76737 -233468 -252515 -667438 -180038

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": 1545811200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905905693,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.4823
        }
    }
}
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": [
        [
            540851.05969763,
            467314.2045789785,
            73536.8551186517,
            284086.7349963894,
            -176843.515929817,
            460930.2509262068
        ],
        [
            540.85106,
            467.314205,
            73.536855,
            284.086735,
            -176.843516,
            460.930251
        ],
        [
            0.216412,
            0.186988,
            0.029425,
            0.05386,
            0,
            0.069024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156183,
            -128353,
            -62773,
            -1035028,
            -790883,
            -324371
        ],
        [
            1.715013,
            2.145087,
            1.21112,
            1.080932,
            0.913519,
            1.314561
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            47.552448,
            46.478873,
            48.611111,
            47.552448,
            46.478873,
            48.611111
        ],
        [
            1.891558,
            2.4701,
            1.280327,
            1.192204,
            1.051931,
            1.389678
        ],
        [
            335805,
            335805,
            50840,
            406606,
            406606,
            206994
        ],
        [
            -42079,
            -42079,
            -41182,
            -222196,
            -222196,
            -217934
        ],
        [
            102,
            140,
            64,
            102,
            140,
            64
        ],
        [
            129,
            194,
            68,
            129,
            194,
            68
        ],
        [
            77,
            93,
            60,
            77,
            93,
            60
        ],
        [
            14603,
            9944,
            4659,
            14603,
            9944,
            4659
        ],
        [
            20.707242,
            0,
            48.373908,
            20.707242,
            0,
            48.373908
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410683,
            -76737,
            -233468,
            -252515,
            -667438,
            -180038
        ]
    ]
}
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": 1545811200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758905905693,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.4823
        }
    }
}

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)