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Trade: NEO/USDT/720/DCM/SSF/4838

Strategy
NEO/USDT/720/DCM/SSF/4838
Pair
NEO_USDT
Interval
12h
Score
345231
Daily Profit
0.187754
Profit Factor
2.473205
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-13 12:42
Expiration Time
2025-12-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459238.4808 469479.9731 -10241.4923 -119245.8432 -13314.8737 -105930.9695
Total P&L (%) 459.2385 469.48 -10.2415 -119.2458 -13.3149 -105.931
Avg Daily Profit (%) 0.1837 0.1878 -0.0041 0 -0.0057 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140116 -119775 -172186 -135295 -46355 -109684
Profit Factor 1.713 2.4732 0.9685 0.5227 0.8443 0.3552
Total Trades 61 30 31 61 30 31
Winning Trades 25 13 12 35 19 16
Losing Trades 36 17 19 26 11 15
Profitability (%) 40.9836 43.3333 38.7097 57.377 63.3333 51.6129
Ratio Avg Win / Avg Loss 2.4667 3.2342 1.5335 0.3883 0.4888 0.333
Largest Winning Trade 434621 434621 61313 29403 23195 29403
Largest Losing Trade -108390 -52946 -108390 -99163 -32975 -99163
Avg Bars in Trades 77 51 102 77 51 102
Avg Bars in Winners 115 64 172 42 45 38
Avg Bars in Losers 50 41 58 124 61 170
Bars Traded 4715 1533 3182 4715 1533 3182
Profit Streak 20.4042 0 28.9042 0 313.9042 0
Trades During Streak 1 0 1 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158502 345231 -581890 -745821 -577730 -580608
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544313600000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760348522701,
    "expiration_time": 1766794896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            459238.4808249702,
            469479.9730884742,
            -10241.492263504,
            -119245.8431677981,
            -13314.8736984871,
            -105930.969469311
        ],
        [
            459.238481,
            469.479973,
            -10.241492,
            -119.245843,
            -13.314874,
            -105.930969
        ],
        [
            0.183659,
            0.187754,
            -0.004096,
            0,
            -0.005714,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140116,
            -119775,
            -172186,
            -135295,
            -46355,
            -109684
        ],
        [
            1.712951,
            2.473205,
            0.968532,
            0.522661,
            0.844306,
            0.355236
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            25,
            13,
            12,
            35,
            19,
            16
        ],
        [
            36,
            17,
            19,
            26,
            11,
            15
        ],
        [
            40.983607,
            43.333333,
            38.709677,
            57.377049,
            63.333333,
            51.612903
        ],
        [
            2.46665,
            3.234191,
            1.533509,
            0.388263,
            0.488809,
            0.333034
        ],
        [
            434621,
            434621,
            61313,
            29403,
            23195,
            29403
        ],
        [
            -108390,
            -52946,
            -108390,
            -99163,
            -32975,
            -99163
        ],
        [
            77,
            51,
            102,
            77,
            51,
            102
        ],
        [
            115,
            64,
            172,
            42,
            45,
            38
        ],
        [
            50,
            41,
            58,
            124,
            61,
            170
        ],
        [
            4715,
            1533,
            3182,
            4715,
            1533,
            3182
        ],
        [
            20.404198,
            0,
            28.904198,
            0,
            313.904198,
            0
        ],
        [
            1,
            0,
            1,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158502,
            345231,
            -581890,
            -745821,
            -577730,
            -580608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1544313600000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760348522701,
    "expiration_time": 1766794896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}

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)