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Trade: NEO/USDT/720/SUPERTREND/BBM/1529

Strategy
NEO/USDT/720/SUPERTREND/BBM/1529
Pair
NEO_USDT
Interval
12h
Score
502598
Daily Profit
0.198887
Profit Factor
2.453851
Profitability
62.222222
Streak
119.491464
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 680824.8315 497218.3953 183606.4362 5625793.2499 4009684.48 1616108.77
Total P&L (%) 680.8248 497.2184 183.6064 5625.7933 4009.6845 1616.1088
Avg Daily Profit (%) 0.2723 0.1989 0.0734 0.162 0.1487 0.1138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89405 -64231 -112640 -2912305 -1682293 -1710885
Profit Factor 1.7351 2.4539 1.3143 1.311 1.5425 1.151
Total Trades 180 90 90 180 90 90
Winning Trades 99 56 43 99 56 43
Losing Trades 81 34 47 81 34 47
Profitability (%) 55 62.2222 47.7778 55 62.2222 47.7778
Ratio Avg Win / Avg Loss 1.4196 1.4898 1.4366 1.0726 0.9365 1.2581
Largest Winning Trade 69637 69637 59885 1791272 993539 1791272
Largest Losing Trade -40168 -21972 -40168 -968104 -878740 -968104
Avg Bars in Trades 26 17 35 26 17 35
Avg Bars in Winners 28 16 44 28 16 44
Avg Bars in Losers 23 19 27 23 19 27
Bars Traded 4746 1563 3183 4746 1563 3183
Profit Streak 44.9915 119.4915 0 44.9915 119.4915 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477286 502598 -95888 370380 310494 -96250

Evaluation Data

{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930462457,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 2.83965
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 1.49213
        }
    }
}
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": [
        [
            680824.8315141522,
            497218.3953003056,
            183606.4362138467,
            5625793.249941342,
            4009684.4799563265,
            1616108.7699850155
        ],
        [
            680.824832,
            497.218395,
            183.606436,
            5625.79325,
            4009.68448,
            1616.10877
        ],
        [
            0.27233,
            0.198887,
            0.073443,
            0.162034,
            0.148748,
            0.11377
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89405,
            -64231,
            -112640,
            -2912305,
            -1682293,
            -1710885
        ],
        [
            1.735088,
            2.453851,
            1.314297,
            1.310984,
            1.542519,
            1.151046
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            99,
            56,
            43,
            99,
            56,
            43
        ],
        [
            81,
            34,
            47,
            81,
            34,
            47
        ],
        [
            55,
            62.222222,
            47.777778,
            55,
            62.222222,
            47.777778
        ],
        [
            1.419617,
            1.489838,
            1.436557,
            1.072623,
            0.936529,
            1.258121
        ],
        [
            69637,
            69637,
            59885,
            1791272,
            993539,
            1791272
        ],
        [
            -40168,
            -21972,
            -40168,
            -968104,
            -878740,
            -968104
        ],
        [
            26,
            17,
            35,
            26,
            17,
            35
        ],
        [
            28,
            16,
            44,
            28,
            16,
            44
        ],
        [
            23,
            19,
            27,
            23,
            19,
            27
        ],
        [
            4746,
            1563,
            3183,
            4746,
            1563,
            3183
        ],
        [
            44.991464,
            119.491464,
            0,
            44.991464,
            119.491464,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477286,
            502598,
            -95888,
            370380,
            310494,
            -96250
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930462457,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 2.83965
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 246,
            "offset": 0,
            "std": 1.49213
        }
    }
}

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)