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Trade: NEO/USDT/240/SSF/HMA/7851

Strategy
NEO/USDT/240/SSF/HMA/7851
Pair
NEO_USDT
Interval
4h
Score
304689
Daily Profit
0.161763
Profit Factor
1.437623
Profitability
44.047619
Streak
17.428401
Best Strategy
Training Data Length
2510.330000
Evaluation Time
2025-10-09 13:16
Expiration Time
2025-12-23 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406077.6321 346841.667 59235.9651 247937.434 170353.6368 77583.7972
Total P&L (%) 406.0776 346.8417 59.236 247.9374 170.3536 77.5838
Avg Daily Profit (%) 0.1618 0.1382 0.0236 0.0497 0.0396 0.0229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78861 -101168 -98917 -652962 -554791 -369558
Profit Factor 1.4376 1.7695 1.1241 1.0642 1.0843 1.0421
Total Trades 168 84 84 168 84 84
Winning Trades 74 34 40 74 34 40
Losing Trades 94 50 44 94 50 44
Profitability (%) 44.0476 40.4762 47.619 44.0476 40.4762 47.619
Ratio Avg Win / Avg Loss 1.8262 2.6022 1.2366 1.3518 1.5946 1.1463
Largest Winning Trade 107957 107957 50106 326646 326646 161550
Largest Losing Trade -37944 -26736 -37944 -366273 -168010 -366273
Avg Bars in Trades 88 89 87 88 89 87
Avg Bars in Winners 133 141 127 133 141 127
Avg Bars in Losers 53 53 52 53 53 52
Bars Traded 14874 7487 7387 14874 7487 7387
Profit Streak 17.4284 0 26.4284 17.4284 0 26.4284
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304689 -9262 -246749 -277341 -270659 -337207
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15062,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544788800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760005013861,
    "expiration_time": 1766503584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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": [
        [
            406077.6321467014,
            346841.6670005512,
            59235.9651461504,
            247937.4339721216,
            170353.6367896466,
            77583.7971824752
        ],
        [
            406.077632,
            346.841667,
            59.235965,
            247.937434,
            170.353637,
            77.583797
        ],
        [
            0.161763,
            0.138166,
            0.023597,
            0.049681,
            0.039627,
            0.022879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78861,
            -101168,
            -98917,
            -652962,
            -554791,
            -369558
        ],
        [
            1.437623,
            1.769488,
            1.124139,
            1.064198,
            1.084327,
            1.042122
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            94,
            50,
            44,
            94,
            50,
            44
        ],
        [
            44.047619,
            40.47619,
            47.619048,
            44.047619,
            40.47619,
            47.619048
        ],
        [
            1.82617,
            2.602188,
            1.236553,
            1.351819,
            1.594598,
            1.146334
        ],
        [
            107957,
            107957,
            50106,
            326646,
            326646,
            161550
        ],
        [
            -37944,
            -26736,
            -37944,
            -366273,
            -168010,
            -366273
        ],
        [
            88,
            89,
            87,
            88,
            89,
            87
        ],
        [
            133,
            141,
            127,
            133,
            141,
            127
        ],
        [
            53,
            53,
            52,
            53,
            53,
            52
        ],
        [
            14874,
            7487,
            7387,
            14874,
            7487,
            7387
        ],
        [
            17.428401,
            0,
            26.428401,
            17.428401,
            0,
            26.428401
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304689,
            -9262,
            -246749,
            -277341,
            -270659,
            -337207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15062,
    "evaluation_days": 2510.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544788800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760005013861,
    "expiration_time": 1766503584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 145,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 113,
            "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)