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Trade: NEO/USDT/720/ZLMA/HILO/2170

Strategy
NEO/USDT/720/ZLMA/HILO/2170
Pair
NEO_USDT
Interval
12h
Score
387705
Daily Profit
0.157390
Profit Factor
1.609405
Profitability
51.401869
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 06:01
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 393711.2128 318723.6585 74987.5543 263775.8173 90742.4254 173033.3919
Total P&L (%) 393.7112 318.7237 74.9876 263.7758 90.7424 173.0334
Avg Daily Profit (%) 0.1574 0.1274 0.03 0.0516 0.0258 0.0402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149440 -95417 -90729 -249788 -127995 -134276
Profit Factor 1.6094 2.0915 1.2118 1.3499 1.2364 1.4676
Total Trades 107 54 53 107 54 53
Winning Trades 55 29 26 55 29 26
Losing Trades 52 25 27 52 25 27
Profitability (%) 51.4019 53.7037 49.0566 51.4019 53.7037 49.0566
Ratio Avg Win / Avg Loss 1.5216 1.8031 1.2584 1.2763 1.0659 1.5241
Largest Winning Trade 72651 72651 61185 129204 55754 129204
Largest Losing Trade -52895 -25209 -52895 -119960 -102358 -119960
Avg Bars in Trades 44 46 42 44 46 42
Avg Bars in Winners 55 54 57 55 54 57
Avg Bars in Losers 32 37 27 32 37 27
Bars Traded 4749 2511 2238 4749 2511 2238
Profit Streak 0 0 91.6264 0 0 91.6264
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387705 -198520 -333155 -123101 -338262 -316902
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": 1553083200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114918450,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            393711.2127801741,
            318723.6584703847,
            74987.5543097896,
            263775.8173012125,
            90742.4254212998,
            173033.3918799127
        ],
        [
            393.711213,
            318.723658,
            74.987554,
            263.775817,
            90.742425,
            173.033392
        ],
        [
            0.15739,
            0.127413,
            0.029977,
            0.051637,
            0.025818,
            0.040161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149440,
            -95417,
            -90729,
            -249788,
            -127995,
            -134276
        ],
        [
            1.609405,
            2.091541,
            1.211791,
            1.349931,
            1.236441,
            1.467645
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            51.401869,
            53.703704,
            49.056604,
            51.401869,
            53.703704,
            49.056604
        ],
        [
            1.52162,
            1.803053,
            1.258398,
            1.276298,
            1.065898,
            1.524093
        ],
        [
            72651,
            72651,
            61185,
            129204,
            55754,
            129204
        ],
        [
            -52895,
            -25209,
            -52895,
            -119960,
            -102358,
            -119960
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            55,
            54,
            57,
            55,
            54,
            57
        ],
        [
            32,
            37,
            27,
            32,
            37,
            27
        ],
        [
            4749,
            2511,
            2238,
            4749,
            2511,
            2238
        ],
        [
            0,
            0,
            91.626371,
            0,
            0,
            91.626371
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387705,
            -198520,
            -333155,
            -123101,
            -338262,
            -316902
        ]
    ]
}
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": 1553083200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759114918450,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)