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Trade: NEO/USDT/360/VWMA/PWMA/6166

Strategy
NEO/USDT/360/VWMA/PWMA/6166
Pair
NEO_USDT
Interval
6h
Score
340118
Daily Profit
0.151021
Profit Factor
1.582401
Profitability
47.457627
Streak
0.000000
Best Strategy
Training Data Length
2512.500000
Evaluation Time
2025-10-10 22:32
Expiration Time
2025-12-25 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379440.4377 331193.8671 48246.5706 223748.6951 177814.053 45934.6421
Total P&L (%) 379.4404 331.1939 48.2466 223.7487 177.8141 45.9346
Avg Daily Profit (%) 0.151 0.1318 0.0192 0.0468 0.0407 0.015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101306 -61271 -84310 -855562 -482806 -629141
Profit Factor 1.5824 2.2323 1.1261 1.065 1.1101 1.0251
Total Trades 118 59 59 118 59 59
Winning Trades 56 26 30 56 26 30
Losing Trades 62 33 29 62 33 29
Profitability (%) 47.4576 44.0678 50.8475 47.4576 44.0678 50.8475
Ratio Avg Win / Avg Loss 1.7519 2.8333 1.0885 1.1791 1.409 0.991
Largest Winning Trade 125050 125050 65903 400845 387629 400845
Largest Losing Trade -44506 -27094 -44506 -305021 -226042 -305021
Avg Bars in Trades 82 67 98 82 67 98
Avg Bars in Winners 102 88 114 102 88 114
Avg Bars in Losers 64 50 80 64 50 80
Bars Traded 9744 3962 5782 9744 3962 5782
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 340118 -191787 -427133 -280123 -416930 -545542
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10050,
    "evaluation_days": 2512.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547661600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760124754757,
    "expiration_time": 1766631600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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": [
        [
            379440.4376995336,
            331193.8670694819,
            48246.5706300515,
            223748.6950849447,
            177814.053015689,
            45934.6420692557
        ],
        [
            379.440438,
            331.193867,
            48.246571,
            223.748695,
            177.814053,
            45.934642
        ],
        [
            0.151021,
            0.131818,
            0.019203,
            0.046769,
            0.040676,
            0.015045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101306,
            -61271,
            -84310,
            -855562,
            -482806,
            -629141
        ],
        [
            1.582401,
            2.232315,
            1.126051,
            1.065024,
            1.110142,
            1.025148
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            47.457627,
            44.067797,
            50.847458,
            47.457627,
            44.067797,
            50.847458
        ],
        [
            1.751943,
            2.833323,
            1.088516,
            1.179134,
            1.409027,
            0.990976
        ],
        [
            125050,
            125050,
            65903,
            400845,
            387629,
            400845
        ],
        [
            -44506,
            -27094,
            -44506,
            -305021,
            -226042,
            -305021
        ],
        [
            82,
            67,
            98,
            82,
            67,
            98
        ],
        [
            102,
            88,
            114,
            102,
            88,
            114
        ],
        [
            64,
            50,
            80,
            64,
            50,
            80
        ],
        [
            9744,
            3962,
            5782,
            9744,
            3962,
            5782
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340118,
            -191787,
            -427133,
            -280123,
            -416930,
            -545542
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10050,
    "evaluation_days": 2512.5,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1547661600000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760124754757,
    "expiration_time": 1766631600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "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)