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Trade: NEO/USDT/720/KCL/HWMA/7738

Strategy
NEO/USDT/720/KCL/HWMA/7738
Pair
NEO_USDT
Interval
12h
Score
363920
Daily Profit
0.155478
Profit Factor
1.348429
Profitability
52.247191
Streak
42.991494
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 02:47
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 388694.9734 362250.992 26443.9815 50515.3493 363083.0994 -312567.7501
Total P&L (%) 388.695 362.251 26.444 50.5153 363.0831 -312.5678
Avg Daily Profit (%) 0.1555 0.1449 0.0106 0.0164 0.0613 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148437 -84153 -180219 -671015 -246133 -521089
Profit Factor 1.3484 1.8428 1.0386 1.0181 1.3355 0.8172
Total Trades 178 89 89 178 89 89
Winning Trades 93 47 46 93 47 46
Losing Trades 85 42 43 85 42 43
Profitability (%) 52.2472 52.809 51.6854 52.2472 52.809 51.6854
Ratio Avg Win / Avg Loss 1.2324 1.6468 0.9708 0.9305 1.1934 0.7639
Largest Winning Trade 83091 83091 55170 177782 177782 107188
Largest Losing Trade -63337 -29884 -63337 -369628 -122825 -369628
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 27 27 27 27 27 27
Avg Bars in Losers 27 27 27 27 27 27
Bars Traded 4819 2409 2410 4819 2409 2410
Profit Streak 42.9915 56.4915 42.9915 42.9915 56.4915 42.9915
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363920 171995 -361173 -372097 -109847 -580045
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930465116,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02377,
            "nb": 0.1,
            "nc": 0.89583
        }
    }
}
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": [
        [
            388694.9734498845,
            362250.9919987381,
            26443.9814511463,
            50515.349322065,
            363083.0994091378,
            -312567.7500870727
        ],
        [
            388.694973,
            362.250992,
            26.443981,
            50.515349,
            363.083099,
            -312.56775
        ],
        [
            0.155478,
            0.1449,
            0.010578,
            0.016357,
            0.061328,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148437,
            -84153,
            -180219,
            -671015,
            -246133,
            -521089
        ],
        [
            1.348429,
            1.842806,
            1.038562,
            1.018094,
            1.335489,
            0.817163
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            52.247191,
            52.808989,
            51.685393,
            52.247191,
            52.808989,
            51.685393
        ],
        [
            1.232435,
            1.646763,
            0.97083,
            0.930516,
            1.193416,
            0.76387
        ],
        [
            83091,
            83091,
            55170,
            177782,
            177782,
            107188
        ],
        [
            -63337,
            -29884,
            -63337,
            -369628,
            -122825,
            -369628
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            4819,
            2409,
            2410,
            4819,
            2409,
            2410
        ],
        [
            42.991494,
            56.491494,
            42.991494,
            42.991494,
            56.491494,
            42.991494
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363920,
            171995,
            -361173,
            -372097,
            -109847,
            -580045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548936000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930465116,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 144,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02377,
            "nb": 0.1,
            "nc": 0.89583
        }
    }
}

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)