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Trade: NEO/USDT/240/MIDPRICE/ZLMA/2755

Strategy
NEO/USDT/240/MIDPRICE/ZLMA/2755
Pair
NEO_USDT
Interval
4h
Score
324498
Daily Profit
0.174106
Profit Factor
1.484034
Profitability
50.370370
Streak
0.000000
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-10-01 05:23
Expiration Time
2025-12-15 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435613.7324 393014.5687 42599.1638 94392.6444 -5100.7382 99493.3827
Total P&L (%) 435.6137 393.0146 42.5992 94.3926 -5.1007 99.4934
Avg Daily Profit (%) 0.1741 0.1571 0.017 0.0266 -0.0021 0.0276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185591 -88430 -139178 -932077 -685194 -718931
Profit Factor 1.484 1.925 1.0897 1.0293 0.9969 1.0638
Total Trades 135 68 67 135 68 67
Winning Trades 68 33 35 68 33 35
Losing Trades 67 35 32 67 35 32
Profitability (%) 50.3704 48.5294 52.2388 50.3704 48.5294 52.2388
Ratio Avg Win / Avg Loss 1.4622 2.0417 0.9963 1.0141 1.0574 0.9727
Largest Winning Trade 131852 131852 45877 327102 327102 291994
Largest Losing Trade -59732 -27712 -59732 -237813 -235443 -237813
Avg Bars in Trades 108 88 128 108 88 128
Avg Bars in Winners 117 83 149 117 83 149
Avg Bars in Losers 98 93 104 98 93 104
Bars Traded 14623 6026 8597 14623 6026 8597
Profit Streak 0 0 38.2665 0 0 38.2665
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324498 -99120 -411500 -345312 -689141 -423812
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545710400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285422268,
    "expiration_time": 1765761984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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": [
        [
            435613.7324483608,
            393014.5686974809,
            42599.1637508795,
            94392.6444155519,
            -5100.7382402102,
            99493.3826557625
        ],
        [
            435.613732,
            393.014569,
            42.599164,
            94.392644,
            -5.100738,
            99.493383
        ],
        [
            0.174106,
            0.15708,
            0.017026,
            0.026571,
            -0.002092,
            0.027606
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185591,
            -88430,
            -139178,
            -932077,
            -685194,
            -718931
        ],
        [
            1.484034,
            1.924999,
            1.089667,
            1.029261,
            0.996941,
            1.06384
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            50.37037,
            48.529412,
            52.238806,
            50.37037,
            48.529412,
            52.238806
        ],
        [
            1.46221,
            2.041666,
            0.996267,
            1.014124,
            1.057362,
            0.972653
        ],
        [
            131852,
            131852,
            45877,
            327102,
            327102,
            291994
        ],
        [
            -59732,
            -27712,
            -59732,
            -237813,
            -235443,
            -237813
        ],
        [
            108,
            88,
            128,
            108,
            88,
            128
        ],
        [
            117,
            83,
            149,
            117,
            83,
            149
        ],
        [
            98,
            93,
            104,
            98,
            93,
            104
        ],
        [
            14623,
            6026,
            8597,
            14623,
            6026,
            8597
        ],
        [
            0,
            0,
            38.266461,
            0,
            0,
            38.266461
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324498,
            -99120,
            -411500,
            -345312,
            -689141,
            -423812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15012,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545710400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759285422268,
    "expiration_time": 1765761984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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)