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Trade: NEO/USDT/720/BBM/SMA/1742

Strategy
NEO/USDT/720/BBM/SMA/1742
Pair
NEO_USDT
Interval
12h
Score
395432
Daily Profit
0.235608
Profit Factor
1.815248
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 06:02
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589374.4449 441018.8593 148355.5856 2263926.1934 649001.7666 1614924.4267
Total P&L (%) 589.3744 441.0189 148.3556 2263.9262 649.0018 1614.9244
Avg Daily Profit (%) 0.2356 0.1763 0.0593 0.1265 0.0805 0.1137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64004 -107094 -96168 -1690495 -973499 -1248788
Profit Factor 1.8152 2.3261 1.38 1.2844 1.1698 1.3902
Total Trades 147 74 73 147 74 73
Winning Trades 69 36 33 69 36 33
Losing Trades 78 38 40 78 38 40
Profitability (%) 46.9388 48.6486 45.2055 46.9388 48.6486 45.2055
Ratio Avg Win / Avg Loss 2.052 2.4553 1.6728 1.4519 1.2348 1.6851
Largest Winning Trade 132764 132764 53580 707472 669229 707472
Largest Losing Trade -34908 -24447 -34908 -1152059 -675767 -1152059
Avg Bars in Trades 33 33 33 33 33 33
Avg Bars in Winners 45 45 46 45 45 46
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 4933 2497 2435 4933 2497 2435
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 395432 -53135 -185868 -24509 -183767 -112899
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544486400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114922267,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 4.31188
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 20,
            "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": [
        [
            589374.4449409279,
            441018.8593315241,
            148355.5856094038,
            2263926.19335489,
            649001.7666338694,
            1614924.4267210222
        ],
        [
            589.374445,
            441.018859,
            148.355586,
            2263.926193,
            649.001767,
            1614.924427
        ],
        [
            0.235608,
            0.176302,
            0.059307,
            0.12652,
            0.080527,
            0.113675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64004,
            -107094,
            -96168,
            -1690495,
            -973499,
            -1248788
        ],
        [
            1.815248,
            2.32609,
            1.380041,
            1.284359,
            1.169785,
            1.390171
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            46.938776,
            48.648649,
            45.205479,
            46.938776,
            48.648649,
            45.205479
        ],
        [
            2.05202,
            2.455317,
            1.672777,
            1.451884,
            1.234773,
            1.685056
        ],
        [
            132764,
            132764,
            53580,
            707472,
            669229,
            707472
        ],
        [
            -34908,
            -24447,
            -34908,
            -1152059,
            -675767,
            -1152059
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            4933,
            2497,
            2435,
            4933,
            2497,
            2435
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395432,
            -53135,
            -185868,
            -24509,
            -183767,
            -112899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544486400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114922267,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 35,
            "offset": 0,
            "std": 4.31188
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 20,
            "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)