← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: NEO/USDT/720/VWAP/T3/6997

Strategy
NEO/USDT/720/VWAP/T3/6997
Pair
NEO_USDT
Interval
12h
Score
337527
Daily Profit
0.167023
Profit Factor
1.419460
Profitability
49.173554
Streak
0.000000
Best Strategy
Training Data Length
2505.000000
Evaluation Time
2025-10-10 21:38
Expiration Time
2025-12-24 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418393.8548 355520.6421 62873.2127 177403.5663 140108.9264 37294.6398
Total P&L (%) 418.3939 355.5206 62.8732 177.4036 140.1089 37.2946
Avg Daily Profit (%) 0.167 0.1419 0.0251 0.0407 0.035 0.0127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135826 -81759 -153260 -150245 -128606 -151205
Profit Factor 1.4195 1.6562 1.138 1.1454 1.2067 1.0688
Total Trades 242 121 121 242 121 121
Winning Trades 119 59 60 119 59 60
Losing Trades 123 62 61 123 62 61
Profitability (%) 49.1736 48.7603 49.5868 49.1736 48.7603 49.5868
Ratio Avg Win / Avg Loss 1.4672 1.7404 1.157 1.1839 1.268 1.0866
Largest Winning Trade 113581 113581 37363 116966 116966 82358
Largest Losing Trade -48611 -43802 -48611 -106383 -57358 -106383
Avg Bars in Trades 20 23 16 20 23 16
Avg Bars in Winners 22 26 19 22 26 19
Avg Bars in Losers 17 21 14 17 21 14
Bars Traded 4887 2843 2044 4887 2843 2044
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 337527 -874 -228673 -197866 -147099 -323398
Evaluation Data
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1548504000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760121512329,
    "expiration_time": 1766590560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.10871
        }
    }
}
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": [
        [
            418393.8548152805,
            355520.6420776428,
            62873.212737638,
            177403.5662923978,
            140108.9264443852,
            37294.6398480126
        ],
        [
            418.393855,
            355.520642,
            62.873213,
            177.403566,
            140.108926,
            37.29464
        ],
        [
            0.167023,
            0.141924,
            0.025099,
            0.040739,
            0.034973,
            0.012654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135826,
            -81759,
            -153260,
            -150245,
            -128606,
            -151205
        ],
        [
            1.41946,
            1.656171,
            1.137987,
            1.145387,
            1.206689,
            1.068765
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            49.173554,
            48.760331,
            49.586777,
            49.173554,
            48.760331,
            49.586777
        ],
        [
            1.467173,
            1.740383,
            1.156953,
            1.183887,
            1.268046,
            1.086578
        ],
        [
            113581,
            113581,
            37363,
            116966,
            116966,
            82358
        ],
        [
            -48611,
            -43802,
            -48611,
            -106383,
            -57358,
            -106383
        ],
        [
            20,
            23,
            16,
            20,
            23,
            16
        ],
        [
            22,
            26,
            19,
            22,
            26,
            19
        ],
        [
            17,
            21,
            14,
            17,
            21,
            14
        ],
        [
            4887,
            2843,
            2044,
            4887,
            2843,
            2044
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337527,
            -874,
            -228673,
            -197866,
            -147099,
            -323398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "NEO_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5010,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1548504000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760121512329,
    "expiration_time": 1766590560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 111
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 85,
            "offset": 0,
            "a": 0.10871
        }
    }
}

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)