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Trade: NEO/USDT/480/SUPERTREND/ZLMA/8408

Strategy
NEO/USDT/480/SUPERTREND/ZLMA/8408
Pair
NEO_USDT
Interval
8h
Score
326445
Daily Profit
0.155965
Profit Factor
1.416768
Profitability
51.204819
Streak
0.000000
Best Strategy
Training Data Length
2503.670000
Evaluation Time
2025-10-01 22:35
Expiration Time
2025-12-15 20:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390484.846 348365.7736 42119.0724 172029.4431 102586.5277 69442.9154
Total P&L (%) 390.4848 348.3658 42.1191 172.0294 102.5865 69.4429
Avg Daily Profit (%) 0.156 0.1391 0.0168 0.04 0.0282 0.0211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99542 -69635 -139899 -181023 -120054 -108742
Profit Factor 1.4168 2.0589 1.0693 1.1919 1.297 1.1261
Total Trades 166 83 83 166 83 83
Winning Trades 85 44 41 85 44 41
Losing Trades 81 39 42 81 39 42
Profitability (%) 51.2048 53.012 49.3976 51.2048 53.012 49.3976
Ratio Avg Win / Avg Loss 1.3501 1.8249 1.0954 1.1358 1.1496 1.1535
Largest Winning Trade 113869 113869 55570 89271 47863 89271
Largest Losing Trade -59714 -24074 -59714 -43677 -36125 -43677
Avg Bars in Trades 43 28 59 43 28 59
Avg Bars in Winners 41 24 60 41 24 60
Avg Bars in Losers 45 32 58 45 32 58
Bars Traded 7259 2354 4905 7259 2354 4905
Profit Streak 0 0 49.1496 0 0 49.1496
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326445 -3033 -316729 -147876 -154802 -246615
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 2503.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545840000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347327770,
    "expiration_time": 1765823904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.3776
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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": [
        [
            390484.8460134298,
            348365.7735876914,
            42119.0724257384,
            172029.4431187527,
            102586.5277498397,
            69442.915368913
        ],
        [
            390.484846,
            348.365774,
            42.119072,
            172.029443,
            102.586528,
            69.442915
        ],
        [
            0.155965,
            0.139142,
            0.016823,
            0.039979,
            0.028202,
            0.021065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99542,
            -69635,
            -139899,
            -181023,
            -120054,
            -108742
        ],
        [
            1.416768,
            2.058867,
            1.069282,
            1.191933,
            1.296964,
            1.126065
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            51.204819,
            53.012048,
            49.39759,
            51.204819,
            53.012048,
            49.39759
        ],
        [
            1.350096,
            1.824904,
            1.095362,
            1.135842,
            1.149581,
            1.15353
        ],
        [
            113869,
            113869,
            55570,
            89271,
            47863,
            89271
        ],
        [
            -59714,
            -24074,
            -59714,
            -43677,
            -36125,
            -43677
        ],
        [
            43,
            28,
            59,
            43,
            28,
            59
        ],
        [
            41,
            24,
            60,
            41,
            24,
            60
        ],
        [
            45,
            32,
            58,
            45,
            32,
            58
        ],
        [
            7259,
            2354,
            4905,
            7259,
            2354,
            4905
        ],
        [
            0,
            0,
            49.149627,
            0,
            0,
            49.149627
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326445,
            -3033,
            -316729,
            -147876,
            -154802,
            -246615
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 2503.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545840000000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759347327770,
    "expiration_time": 1765823904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.3776
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "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)