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Trade: NEO/USDT/480/MIDPOINT/SWMA/5246

Strategy
NEO/USDT/480/MIDPOINT/SWMA/5246
Pair
NEO_USDT
Interval
8h
Score
311798
Daily Profit
0.167173
Profit Factor
2.618469
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-26 19:43
Expiration Time
2025-12-10 11:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506791.9696 418267.5159 88524.4537 503200.3123 -58241.2973 561441.6096
Total P&L (%) 506.792 418.2675 88.5245 503.2003 -58.2413 561.4416
Avg Daily Profit (%) 0.2026 0.1672 0.0354 0.0719 -0.0349 0.0755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107765 -85901 -70807 -1374172 -1254226 -791997
Profit Factor 2.0501 2.6185 1.3949 1.1491 0.9722 1.4383
Total Trades 73 37 36 73 37 36
Winning Trades 32 15 17 32 15 17
Losing Trades 41 22 19 41 22 19
Profitability (%) 43.8356 40.5405 47.2222 43.8356 40.5405 47.2222
Ratio Avg Win / Avg Loss 2.6268 3.8404 1.559 1.4723 1.4259 1.6075
Largest Winning Trade 257725 257725 55753 889310 889310 707821
Largest Losing Trade -32806 -30869 -32806 -566897 -566897 -438219
Avg Bars in Trades 99 76 122 99 76 122
Avg Bars in Winners 149 97 194 149 97 194
Avg Bars in Losers 60 62 58 60 62 58
Bars Traded 7246 2835 4411 7246 2835 4411
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 -66718 311798 -144938 -231741 -582784 -90714
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758904996837,
    "expiration_time": 1765358784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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": [
        [
            506791.9696198599,
            418267.5159001761,
            88524.4537196839,
            503200.3122911414,
            -58241.2972765198,
            561441.6095676612
        ],
        [
            506.79197,
            418.267516,
            88.524454,
            503.200312,
            -58.241297,
            561.44161
        ],
        [
            0.202555,
            0.167173,
            0.035381,
            0.071852,
            -0.034896,
            0.075538
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107765,
            -85901,
            -70807,
            -1374172,
            -1254226,
            -791997
        ],
        [
            2.050148,
            2.618469,
            1.394921,
            1.149134,
            0.972175,
            1.438283
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            43.835616,
            40.540541,
            47.222222,
            43.835616,
            40.540541,
            47.222222
        ],
        [
            2.626752,
            3.840422,
            1.55903,
            1.472328,
            1.425857,
            1.607492
        ],
        [
            257725,
            257725,
            55753,
            889310,
            889310,
            707821
        ],
        [
            -32806,
            -30869,
            -32806,
            -566897,
            -566897,
            -438219
        ],
        [
            99,
            76,
            122,
            99,
            76,
            122
        ],
        [
            149,
            97,
            194,
            149,
            97,
            194
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            7246,
            2835,
            4411,
            7246,
            2835,
            4411
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66718,
            311798,
            -144938,
            -231741,
            -582784,
            -90714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758904996837,
    "expiration_time": 1765358784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "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)