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Trade: NEO/USDT/240/VWMA/SINWMA/8239

Strategy
NEO/USDT/240/VWMA/SINWMA/8239
Pair
NEO_USDT
Interval
4h
Score
384358
Daily Profit
0.176682
Profit Factor
1.696831
Profitability
49.375000
Streak
0.000000
Best Strategy
Training Data Length
2503.170000
Evaluation Time
2025-10-02 09:42
Expiration Time
2025-12-16 08:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485951.655 442264.1623 43687.4927 127476.1209 200288.585 -72812.4641
Total P&L (%) 485.9517 442.2642 43.6875 127.4761 200.2886 -72.8125
Avg Daily Profit (%) 0.1941 0.1767 0.0175 0.0328 0.0439 -0.052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152965 -122710 -120730 -432868 -320527 -254621
Profit Factor 1.3512 1.6968 1.0583 1.0515 1.1737 0.9449
Total Trades 319 160 159 319 160 159
Winning Trades 165 79 86 165 79 86
Losing Trades 154 81 73 154 81 73
Profitability (%) 51.7241 49.375 54.0881 51.7241 49.375 54.0881
Ratio Avg Win / Avg Loss 1.2612 1.7398 0.8984 0.9814 1.2034 0.802
Largest Winning Trade 154276 154276 51973 152788 152788 142639
Largest Losing Trade -55233 -29083 -55233 -136103 -136103 -112261
Avg Bars in Trades 46 41 51 46 41 51
Avg Bars in Winners 55 50 59 55 50 59
Avg Bars in Losers 37 32 42 37 32 42
Bars Traded 14808 6612 8196 14808 6612 8196
Profit Streak 0 0 19.9462 0 0 19.9462
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354943 384358 -327580 -312650 -163684 -578905
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15019,
    "evaluation_days": 2503.17,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544256000000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759387349507,
    "expiration_time": 1765865808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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": [
        [
            485951.6549982511,
            442264.1622597679,
            43687.4927384834,
            127476.1209387007,
            200288.5850414895,
            -72812.4641027885
        ],
        [
            485.951655,
            442.264162,
            43.687493,
            127.476121,
            200.288585,
            -72.812464
        ],
        [
            0.194134,
            0.176682,
            0.017453,
            0.032839,
            0.043937,
            -0.052017
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152965,
            -122710,
            -120730,
            -432868,
            -320527,
            -254621
        ],
        [
            1.351232,
            1.696831,
            1.058337,
            1.051521,
            1.173661,
            0.944877
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            165,
            79,
            86,
            165,
            79,
            86
        ],
        [
            154,
            81,
            73,
            154,
            81,
            73
        ],
        [
            51.724138,
            49.375,
            54.08805,
            51.724138,
            49.375,
            54.08805
        ],
        [
            1.26115,
            1.739789,
            0.898356,
            0.98142,
            1.203374,
            0.802047
        ],
        [
            154276,
            154276,
            51973,
            152788,
            152788,
            142639
        ],
        [
            -55233,
            -29083,
            -55233,
            -136103,
            -136103,
            -112261
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            55,
            50,
            59,
            55,
            50,
            59
        ],
        [
            37,
            32,
            42,
            37,
            32,
            42
        ],
        [
            14808,
            6612,
            8196,
            14808,
            6612,
            8196
        ],
        [
            0,
            0,
            19.946175,
            0,
            0,
            19.946175
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354943,
            384358,
            -327580,
            -312650,
            -163684,
            -578905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15019,
    "evaluation_days": 2503.17,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544256000000,
    "last_datapoint_time": 1759377600000,
    "evaluation_time": 1759387349507,
    "expiration_time": 1765865808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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)