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Trade: NEO/USDT/480/WMA/KCU/9892

Strategy
NEO/USDT/480/WMA/KCU/9892
Pair
NEO_USDT
Interval
8h
Score
493181
Daily Profit
0.199008
Profit Factor
1.792142
Profitability
75.652174
Streak
79.022020
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-28 03:31
Expiration Time
2025-12-11 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497784.468 409895.3466 87889.1214 343661.7432 495182.3068 -151520.5636
Total P&L (%) 497.7845 409.8953 87.8891 343.6617 495.1823 -151.5206
Avg Daily Profit (%) 0.199 0.1639 0.0351 0.0596 0.0713 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124375 -130339 -42123 -1423576 -1197953 -543568
Profit Factor 1.7921 1.8209 1.6807 1.0826 1.156 0.8466
Total Trades 115 57 58 115 57 58
Winning Trades 87 40 47 87 40 47
Losing Trades 28 17 11 28 17 11
Profitability (%) 75.6522 70.1754 81.0345 75.6522 70.1754 81.0345
Ratio Avg Win / Avg Loss 0.5768 0.7739 0.3934 0.3484 0.4913 0.1981
Largest Winning Trade 84696 84696 13856 434520 434520 75789
Largest Losing Trade -70226 -70226 -34137 -794465 -794465 -354901
Avg Bars in Trades 62 119 6 62 119 6
Avg Bars in Winners 29 58 4 29 58 4
Avg Bars in Losers 164 263 12 164 263 12
Bars Traded 7158 6805 353 7158 6805 353
Profit Streak 79.022 79.022 138.022 79.022 79.022 138.022
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493181 -168081 -319955 -239262 -324370 -755182
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542902400000,
    "first_datapoint_time": 1543852800000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759019502576,
    "expiration_time": 1765472256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 34,
            "offset": 138,
            "scalar": 2
        }
    }
}
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": [
        [
            497784.467996474,
            409895.3466401392,
            87889.1213563346,
            343661.7432134096,
            495182.3068464048,
            -151520.5636329955
        ],
        [
            497.784468,
            409.895347,
            87.889121,
            343.661743,
            495.182307,
            -151.520564
        ],
        [
            0.199008,
            0.163871,
            0.035137,
            0.059582,
            0.071335,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124375,
            -130339,
            -42123,
            -1423576,
            -1197953,
            -543568
        ],
        [
            1.792142,
            1.820946,
            1.680746,
            1.082572,
            1.155989,
            0.846561
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            75.652174,
            70.175439,
            81.034483,
            75.652174,
            70.175439,
            81.034483
        ],
        [
            0.576781,
            0.773902,
            0.393366,
            0.348414,
            0.491295,
            0.198131
        ],
        [
            84696,
            84696,
            13856,
            434520,
            434520,
            75789
        ],
        [
            -70226,
            -70226,
            -34137,
            -794465,
            -794465,
            -354901
        ],
        [
            62,
            119,
            6,
            62,
            119,
            6
        ],
        [
            29,
            58,
            4,
            29,
            58,
            4
        ],
        [
            164,
            263,
            12,
            164,
            263,
            12
        ],
        [
            7158,
            6805,
            353,
            7158,
            6805,
            353
        ],
        [
            79.02202,
            79.02202,
            138.02202,
            79.022021,
            79.022021,
            138.022021
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493181,
            -168081,
            -319955,
            -239262,
            -324370,
            -755182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542902400000,
    "first_datapoint_time": 1543852800000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759019502576,
    "expiration_time": 1765472256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 34,
            "offset": 138,
            "scalar": 2
        }
    }
}

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)