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Trade: NEO/USDT/360/SWMA/KCU/4794

Strategy
NEO/USDT/360/SWMA/KCU/4794
Pair
NEO_USDT
Interval
6h
Score
302537
Daily Profit
0.182514
Profit Factor
1.610958
Profitability
40.977444
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 15:01
Expiration Time
2025-12-16 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457015.4824 377998.4698 79017.0126 358637.9813 -822264.1356 1180902.1169
Total P&L (%) 457.0155 377.9985 79.017 358.638 -822.2641 1180.9021
Avg Daily Profit (%) 0.1825 0.151 0.0316 0.0608 0 0.1019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156796 -131728 -71637 -3206035 -2929188 -923811
Profit Factor 1.611 1.8584 1.2568 1.0401 0.854 1.3561
Total Trades 266 133 133 266 133 133
Winning Trades 109 52 57 109 52 57
Losing Trades 157 81 76 157 81 76
Profitability (%) 40.9774 39.0977 42.8571 40.9774 39.0977 42.8571
Ratio Avg Win / Avg Loss 2.3204 2.8948 1.6758 1.4981 1.3302 1.8081
Largest Winning Trade 278460 278460 34004 1167195 1167195 692377
Largest Losing Trade -26881 -26881 -17703 -767900 -767900 -339362
Avg Bars in Trades 36 52 20 36 52 20
Avg Bars in Winners 55 85 28 55 85 28
Avg Bars in Losers 23 32 13 23 32 13
Bars Traded 9712 7032 2680 9712 7032 2680
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 302537 226354 -152502 -290229 -583552 -57693
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406514384,
    "expiration_time": 1765875168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            457015.4823843439,
            377998.4697997671,
            79017.0125845768,
            358637.9813099755,
            -822264.1356400003,
            1180902.1169499774
        ],
        [
            457.015482,
            377.99847,
            79.017013,
            358.637981,
            -822.264136,
            1180.902117
        ],
        [
            0.182514,
            0.150958,
            0.031556,
            0.060845,
            0,
            0.101895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156796,
            -131728,
            -71637,
            -3206035,
            -2929188,
            -923811
        ],
        [
            1.610958,
            1.858391,
            1.25682,
            1.040086,
            0.853953,
            1.356069
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            157,
            81,
            76,
            157,
            81,
            76
        ],
        [
            40.977444,
            39.097744,
            42.857143,
            40.977444,
            39.097744,
            42.857143
        ],
        [
            2.32037,
            2.894801,
            1.675761,
            1.498106,
            1.330196,
            1.808091
        ],
        [
            278460,
            278460,
            34004,
            1167195,
            1167195,
            692377
        ],
        [
            -26881,
            -26881,
            -17703,
            -767900,
            -767900,
            -339362
        ],
        [
            36,
            52,
            20,
            36,
            52,
            20
        ],
        [
            55,
            85,
            28,
            55,
            85,
            28
        ],
        [
            23,
            32,
            13,
            23,
            32,
            13
        ],
        [
            9712,
            7032,
            2680,
            9712,
            7032,
            2680
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302537,
            226354,
            -152502,
            -290229,
            -583552,
            -57693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406514384,
    "expiration_time": 1765875168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 8,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)