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Trade: NEO/USDT/240/MIDPRICE/SMA/5285

Strategy
NEO/USDT/240/MIDPRICE/SMA/5285
Pair
NEO_USDT
Interval
4h
Score
334310
Daily Profit
0.201459
Profit Factor
1.337082
Profitability
47.513812
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-10-11 02:39
Expiration Time
2025-12-24 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503713.5103 460325.9089 43387.6014 156957.279 122275.7297 34681.5493
Total P&L (%) 503.7135 460.3259 43.3876 156.9573 122.2757 34.6815
Avg Daily Profit (%) 0.2015 0.1841 0.0174 0.0378 0.032 0.0119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170480 -146363 -100969 -1364488 -1181067 -645502
Profit Factor 1.3371 1.6182 1.0579 1.0221 1.0315 1.0108
Total Trades 362 181 181 362 181 181
Winning Trades 172 82 90 172 82 90
Losing Trades 190 99 91 190 99 91
Profitability (%) 47.5138 45.3039 49.7238 47.5138 45.3039 49.7238
Ratio Avg Win / Avg Loss 1.477 1.9536 1.0696 1.1291 1.2454 1.022
Largest Winning Trade 153533 153533 55223 424865 424865 399598
Largest Losing Trade -54578 -29615 -54578 -418094 -418094 -246608
Avg Bars in Trades 41 35 46 41 35 46
Avg Bars in Winners 52 45 58 52 45 58
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 14877 6492 8385 14877 6492 8385
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 334310 328127 -328168 -337723 -337485 -387989
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15002,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1544040000000,
    "first_datapoint_time": 1545206400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760139581232,
    "expiration_time": 1766607264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "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": [
        [
            503713.5103400816,
            460325.9089365182,
            43387.6014035626,
            156957.2790235732,
            122275.7297101252,
            34681.5493134482
        ],
        [
            503.71351,
            460.325909,
            43.387601,
            156.957279,
            122.27573,
            34.681549
        ],
        [
            0.201459,
            0.184106,
            0.017353,
            0.037752,
            0.031951,
            0.011909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170480,
            -146363,
            -100969,
            -1364488,
            -1181067,
            -645502
        ],
        [
            1.337082,
            1.618165,
            1.057876,
            1.022135,
            1.031528,
            1.010796
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            172,
            82,
            90,
            172,
            82,
            90
        ],
        [
            190,
            99,
            91,
            190,
            99,
            91
        ],
        [
            47.513812,
            45.303867,
            49.723757,
            47.513812,
            45.303867,
            49.723757
        ],
        [
            1.477009,
            1.953639,
            1.06963,
            1.129103,
            1.245382,
            1.022027
        ],
        [
            153533,
            153533,
            55223,
            424865,
            424865,
            399598
        ],
        [
            -54578,
            -29615,
            -54578,
            -418094,
            -418094,
            -246608
        ],
        [
            41,
            35,
            46,
            41,
            35,
            46
        ],
        [
            52,
            45,
            58,
            52,
            45,
            58
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            14877,
            6492,
            8385,
            14877,
            6492,
            8385
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334310,
            328127,
            -328168,
            -337723,
            -337485,
            -387989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15002,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1544040000000,
    "first_datapoint_time": 1545206400000,
    "last_datapoint_time": 1760126400000,
    "evaluation_time": 1760139581232,
    "expiration_time": 1766607264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 19,
            "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)