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Trade: NEO/USDT/360/MIDPRICE/TEMA/1478

Strategy
NEO/USDT/360/MIDPRICE/TEMA/1478
Pair
NEO_USDT
Interval
6h
Score
308592
Daily Profit
0.176998
Profit Factor
1.378404
Profitability
45.416667
Streak
0.000000
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-05 02:51
Expiration Time
2025-12-19 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443645.9031 430644.3512 13001.552 72012.1537 461864.8557 -389852.7021
Total P&L (%) 443.6459 430.6444 13.0016 72.0122 461.8649 -389.8527
Avg Daily Profit (%) 0.177 0.1718 0.0052 0.0216 0.0689 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127249 -99656 -111614 -768707 -623769 -512024
Profit Factor 1.3784 1.7937 1.0206 1.0193 1.2538 0.7968
Total Trades 240 120 120 240 120 120
Winning Trades 109 52 57 109 52 57
Losing Trades 131 68 63 131 68 63
Profitability (%) 45.4167 43.3333 47.5 45.4167 43.3333 47.5
Ratio Avg Win / Avg Loss 1.6566 2.3456 1.1281 1.225 1.6396 0.8807
Largest Winning Trade 165162 165162 59010 521232 521232 177732
Largest Losing Trade -49837 -33098 -49837 -281285 -281285 -212769
Avg Bars in Trades 41 36 46 41 36 46
Avg Bars in Winners 52 43 60 52 43 60
Avg Bars in Losers 32 30 33 32 30 33
Bars Traded 9908 4350 5558 9908 4350 5558
Profit Streak 0 0 17.2441 0 0 17.2441
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308592 286353 -456744 -363817 -102871 -581416
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10026,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759621891459,
    "expiration_time": 1766097648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 72,
            "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": [
        [
            443645.9031455294,
            430644.3511647834,
            13001.5519807459,
            72012.1536706143,
            461864.8557315889,
            -389852.7020609751
        ],
        [
            443.645903,
            430.644351,
            13.001552,
            72.012154,
            461.864856,
            -389.852702
        ],
        [
            0.176998,
            0.171811,
            0.005187,
            0.021642,
            0.068888,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127249,
            -99656,
            -111614,
            -768707,
            -623769,
            -512024
        ],
        [
            1.378404,
            1.7937,
            1.020643,
            1.019261,
            1.253793,
            0.796828
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            131,
            68,
            63,
            131,
            68,
            63
        ],
        [
            45.416667,
            43.333333,
            47.5,
            45.416667,
            43.333333,
            47.5
        ],
        [
            1.656614,
            2.345608,
            1.128079,
            1.224984,
            1.639575,
            0.880705
        ],
        [
            165162,
            165162,
            59010,
            521232,
            521232,
            177732
        ],
        [
            -49837,
            -33098,
            -49837,
            -281285,
            -281285,
            -212769
        ],
        [
            41,
            36,
            46,
            41,
            36,
            46
        ],
        [
            52,
            43,
            60,
            52,
            43,
            60
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            9908,
            4350,
            5558,
            9908,
            4350,
            5558
        ],
        [
            0,
            0,
            17.244114,
            0,
            0,
            17.244114
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308592,
            286353,
            -456744,
            -363817,
            -102871,
            -581416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10026,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759621891459,
    "expiration_time": 1766097648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 72,
            "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)