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Trade: NEO/USDT/480/SSF/HMA/1129

Strategy
NEO/USDT/480/SSF/HMA/1129
Pair
NEO_USDT
Interval
8h
Score
343961
Daily Profit
0.205201
Profit Factor
1.503084
Profitability
43.203883
Streak
13.628373
Best Strategy
Training Data Length
2505.330000
Evaluation Time
2025-10-03 18:04
Expiration Time
2025-12-17 13:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514097.3264 410173.5201 103923.8063 708232.6319 652006.4966 56226.1353
Total P&L (%) 514.0973 410.1735 103.9238 708.2326 652.0065 56.2261
Avg Daily Profit (%) 0.2052 0.1637 0.0415 0.0834 0.0806 0.0178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140852 -137905 -65070 -1984834 -1681186 -1248026
Profit Factor 1.5031 1.8224 1.1986 1.0818 1.152 1.0129
Total Trades 206 103 103 206 103 103
Winning Trades 89 40 49 89 40 49
Losing Trades 117 63 54 117 63 54
Profitability (%) 43.2039 38.835 47.5728 43.2039 38.835 47.5728
Ratio Avg Win / Avg Loss 1.976 2.8703 1.321 1.4221 1.8144 1.1162
Largest Winning Trade 89988 89988 42863 772691 772691 519433
Largest Losing Trade -52566 -24414 -52566 -1103660 -294834 -1103660
Avg Bars in Trades 36 36 35 36 36 35
Avg Bars in Winners 56 60 52 56 60 52
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 7441 3749 3692 7441 3749 3692
Profit Streak 13.6284 0 41.9617 13.6284 0 41.9617
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343961 221285 -139750 -212695 -141789 -376603
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759503891413,
    "expiration_time": 1765972224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 43,
            "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": [
        [
            514097.3263619235,
            410173.5200503009,
            103923.8063116226,
            708232.6318512018,
            652006.496561124,
            56226.1352900763
        ],
        [
            514.097326,
            410.17352,
            103.923806,
            708.232632,
            652.006497,
            56.226135
        ],
        [
            0.205201,
            0.16372,
            0.041481,
            0.083444,
            0.080564,
            0.017809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140852,
            -137905,
            -65070,
            -1984834,
            -1681186,
            -1248026
        ],
        [
            1.503084,
            1.822431,
            1.198647,
            1.081751,
            1.152018,
            1.012854
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            117,
            63,
            54,
            117,
            63,
            54
        ],
        [
            43.203883,
            38.834951,
            47.572816,
            43.203883,
            38.834951,
            47.572816
        ],
        [
            1.975965,
            2.870329,
            1.320958,
            1.422077,
            1.814428,
            1.116206
        ],
        [
            89988,
            89988,
            42863,
            772691,
            772691,
            519433
        ],
        [
            -52566,
            -24414,
            -52566,
            -1103660,
            -294834,
            -1103660
        ],
        [
            36,
            36,
            35,
            36,
            36,
            35
        ],
        [
            56,
            60,
            52,
            56,
            60,
            52
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            7441,
            3749,
            3692,
            7441,
            3749,
            3692
        ],
        [
            13.628373,
            0,
            41.961706,
            13.628373,
            0,
            41.961706
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343961,
            221285,
            -139750,
            -212695,
            -141789,
            -376603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759503891413,
    "expiration_time": 1765972224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 43,
            "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)