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Trade: NEO/USDT/240/SWMA/HMA/9762

Strategy
NEO/USDT/240/SWMA/HMA/9762
Pair
NEO_USDT
Interval
4h
Score
328694
Daily Profit
0.162400
Profit Factor
1.578481
Profitability
46.258503
Streak
0.000000
Best Strategy
Training Data Length
2504.830000
Evaluation Time
2025-10-04 01:17
Expiration Time
2025-12-18 01:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406784.6682 323093.5337 83691.1345 407522.1595 464715.2021 -57193.0426
Total P&L (%) 406.7847 323.0935 83.6911 407.5222 464.7152 -57.193
Avg Daily Profit (%) 0.1624 0.129 0.0334 0.0649 0.0691 -0.0339
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97528 -94991 -96359 -477724 -251769 -403741
Profit Factor 1.5785 2.0592 1.2102 1.2114 1.6026 0.9505
Total Trades 147 74 73 147 74 73
Winning Trades 68 32 36 68 32 36
Losing Trades 79 42 37 79 42 37
Profitability (%) 46.2585 43.2432 49.3151 46.2585 43.2432 49.3151
Ratio Avg Win / Avg Loss 1.8338 2.7027 1.2438 1.4074 2.1034 0.977
Largest Winning Trade 99648 99648 57903 251399 251399 214101
Largest Losing Trade -49812 -23067 -49812 -267385 -89002 -267385
Avg Bars in Trades 100 97 104 100 97 104
Avg Bars in Winners 156 161 150 156 161 150
Avg Bars in Losers 52 47 58 52 47 58
Bars Traded 14777 7180 7597 14777 7180 7597
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 328694 -83993 -220946 -107835 -164677 -653002
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15029,
    "evaluation_days": 2504.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545451200000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759529858635,
    "expiration_time": 1766014128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "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": [
        [
            406784.6682312019,
            323093.5337336946,
            83691.1344975075,
            407522.1594894755,
            464715.2021325361,
            -57193.0426430602
        ],
        [
            406.784668,
            323.093534,
            83.691134,
            407.522159,
            464.715202,
            -57.193043
        ],
        [
            0.1624,
            0.128988,
            0.033412,
            0.064871,
            0.069136,
            -0.033868
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97528,
            -94991,
            -96359,
            -477724,
            -251769,
            -403741
        ],
        [
            1.578481,
            2.05922,
            1.210192,
            1.211403,
            1.602626,
            0.950549
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            79,
            42,
            37,
            79,
            42,
            37
        ],
        [
            46.258503,
            43.243243,
            49.315068,
            46.258503,
            43.243243,
            49.315068
        ],
        [
            1.833824,
            2.702727,
            1.243809,
            1.407366,
            2.103447,
            0.976953
        ],
        [
            99648,
            99648,
            57903,
            251399,
            251399,
            214101
        ],
        [
            -49812,
            -23067,
            -49812,
            -267385,
            -89002,
            -267385
        ],
        [
            100,
            97,
            104,
            100,
            97,
            104
        ],
        [
            156,
            161,
            150,
            156,
            161,
            150
        ],
        [
            52,
            47,
            58,
            52,
            47,
            58
        ],
        [
            14777,
            7180,
            7597,
            14777,
            7180,
            7597
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328694,
            -83993,
            -220946,
            -107835,
            -164677,
            -653002
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15029,
    "evaluation_days": 2504.83,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545451200000,
    "last_datapoint_time": 1759521600000,
    "evaluation_time": 1759529858635,
    "expiration_time": 1766014128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 157,
            "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)