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Trade: NEO/USDT/480/SSF/JMA/1924

Strategy
NEO/USDT/480/SSF/JMA/1924
Pair
NEO_USDT
Interval
8h
Score
327628
Daily Profit
0.198893
Profit Factor
1.635260
Profitability
44.927536
Streak
0.000000
Best Strategy
Training Data Length
2509.330000
Evaluation Time
2025-10-07 13:06
Expiration Time
2025-12-21 16:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499087.7256 391747.6774 107340.0482 944749.6593 673037.3158 271712.3435
Total P&L (%) 499.0877 391.7477 107.34 944.7497 673.0373 271.7123
Avg Daily Profit (%) 0.1989 0.1561 0.0428 0.0935 0.0815 0.0523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84267 -110008 -64613 -1191484 -1219423 -867430
Profit Factor 1.6353 2.0886 1.2521 1.1404 1.1987 1.0813
Total Trades 138 69 69 138 69 69
Winning Trades 62 30 32 62 30 32
Losing Trades 76 39 37 76 39 37
Profitability (%) 44.9275 43.4783 46.3768 44.9275 43.4783 46.3768
Ratio Avg Win / Avg Loss 2.0045 2.7152 1.4477 1.398 1.5584 1.2503
Largest Winning Trade 93066 93066 54070 665164 665164 355063
Largest Losing Trade -35000 -22775 -35000 -423448 -320043 -423448
Avg Bars in Trades 53 50 57 53 50 57
Avg Bars in Winners 79 74 84 79 74 84
Avg Bars in Losers 32 31 34 32 31 34
Bars Traded 7437 3455 3982 7437 3455 3982
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 327628 -93277 -239347 -135303 -188976 -357440
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 2509.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544371200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831577819,
    "expiration_time": 1766328192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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": [
        [
            499087.7255730241,
            391747.6774213002,
            107340.0481517237,
            944749.6592574131,
            673037.3157823347,
            271712.3434750793
        ],
        [
            499.087726,
            391.747677,
            107.340048,
            944.749659,
            673.037316,
            271.712343
        ],
        [
            0.198893,
            0.156116,
            0.042776,
            0.093549,
            0.081535,
            0.052336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84267,
            -110008,
            -64613,
            -1191484,
            -1219423,
            -867430
        ],
        [
            1.63526,
            2.08863,
            1.252097,
            1.140444,
            1.198737,
            1.081344
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            44.927536,
            43.478261,
            46.376812,
            44.927536,
            43.478261,
            46.376812
        ],
        [
            2.004512,
            2.715219,
            1.447737,
            1.397964,
            1.558358,
            1.250304
        ],
        [
            93066,
            93066,
            54070,
            665164,
            665164,
            355063
        ],
        [
            -35000,
            -22775,
            -35000,
            -423448,
            -320043,
            -423448
        ],
        [
            53,
            50,
            57,
            53,
            50,
            57
        ],
        [
            79,
            74,
            84,
            79,
            74,
            84
        ],
        [
            32,
            31,
            34,
            32,
            31,
            34
        ],
        [
            7437,
            3455,
            3982,
            7437,
            3455,
            3982
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327628,
            -93277,
            -239347,
            -135303,
            -188976,
            -357440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 2509.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544371200000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759831577819,
    "expiration_time": 1766328192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 47,
            "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)