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Trade: NEO/USDT/240/SSF/DCM/4683

Strategy
NEO/USDT/240/SSF/DCM/4683
Pair
NEO_USDT
Interval
4h
Score
370783
Daily Profit
0.226154
Profit Factor
1.578037
Profitability
44.274809
Streak
0.000000
Best Strategy
Training Data Length
2502.830000
Evaluation Time
2025-10-02 00:21
Expiration Time
2025-12-16 00:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 566025.8901 431326.3302 134699.5599 1906119.1726 837919.2944 1068199.8782
Total P&L (%) 566.0259 431.3263 134.6996 1906.1192 837.9193 1068.1999
Avg Daily Profit (%) 0.2262 0.1723 0.0538 0.1199 0.0895 0.0983
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74917 -112295 -67632 -1448690 -1685992 -747202
Profit Factor 1.578 1.8871 1.2732 1.1764 1.1509 1.2033
Total Trades 262 131 131 262 131 131
Winning Trades 116 56 60 116 56 60
Losing Trades 146 75 71 146 75 71
Profitability (%) 44.2748 42.7481 45.8015 44.2748 42.7481 45.8015
Ratio Avg Win / Avg Loss 1.9862 2.5274 1.5066 1.4806 1.5414 1.4239
Largest Winning Trade 91792 91792 49660 755491 755491 543474
Largest Losing Trade -24001 -18502 -24001 -508128 -318316 -508128
Avg Bars in Trades 56 60 52 56 60 52
Avg Bars in Winners 84 92 77 84 92 77
Avg Bars in Losers 34 37 31 34 37 31
Bars Traded 14878 7983 6895 14878 7983 6895
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 370783 285845 -121855 -59904 -129527 -63724
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15017,
    "evaluation_days": 2502.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543651200000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759353700084,
    "expiration_time": 1765836144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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": [
        [
            566025.8901434892,
            431326.3302363161,
            134699.5599071737,
            1906119.1726022463,
            837919.2943881627,
            1068199.8782140827
        ],
        [
            566.02589,
            431.32633,
            134.69956,
            1906.119173,
            837.919294,
            1068.199878
        ],
        [
            0.226154,
            0.172335,
            0.053819,
            0.119888,
            0.089479,
            0.098259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74917,
            -112295,
            -67632,
            -1448690,
            -1685992,
            -747202
        ],
        [
            1.578037,
            1.887135,
            1.273213,
            1.17638,
            1.150909,
            1.203297
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            116,
            56,
            60,
            116,
            56,
            60
        ],
        [
            146,
            75,
            71,
            146,
            75,
            71
        ],
        [
            44.274809,
            42.748092,
            45.801527,
            44.274809,
            42.748092,
            45.801527
        ],
        [
            1.98615,
            2.527413,
            1.506636,
            1.480617,
            1.541396,
            1.423901
        ],
        [
            91792,
            91792,
            49660,
            755491,
            755491,
            543474
        ],
        [
            -24001,
            -18502,
            -24001,
            -508128,
            -318316,
            -508128
        ],
        [
            56,
            60,
            52,
            56,
            60,
            52
        ],
        [
            84,
            92,
            77,
            84,
            92,
            77
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            14878,
            7983,
            6895,
            14878,
            7983,
            6895
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370783,
            285845,
            -121855,
            -59904,
            -129527,
            -63724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15017,
    "evaluation_days": 2502.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543651200000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759353700084,
    "expiration_time": 1765836144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 171,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 43,
            "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)