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

Trade: YFI/USDT/120/LINREG/JMA/1464

Strategy
YFI/USDT/120/LINREG/JMA/1464
Pair
YFI_USDT
Interval
2h
Score
375325
Daily Profit
0.228736
Profit Factor
1.295471
Profitability
64.464692
Streak
0.000000
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-26 03:53
Expiration Time
2025-12-01 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427888.8585 257232.8902 170655.9682 273960.4789 115879.1506 158081.3283
Total P&L (%) 427.8889 257.2329 170.656 273.9605 115.8792 158.0813
Avg Daily Profit (%) 0.2287 0.1375 0.0912 0.0705 0.0411 0.0507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115694 -86426 -147466 -371729 -254484 -352277
Profit Factor 1.2955 1.3452 1.2427 1.0978 1.0819 1.114
Total Trades 439 220 219 439 220 219
Winning Trades 283 131 152 283 131 152
Losing Trades 156 89 67 156 89 67
Profitability (%) 64.4647 59.5455 69.4064 64.4647 59.5455 69.4064
Ratio Avg Win / Avg Loss 0.7141 0.9139 0.5478 0.6051 0.735 0.491
Largest Winning Trade 69748 69748 28291 92619 92619 68557
Largest Losing Trade -50166 -34349 -50166 -117886 -79790 -117886
Avg Bars in Trades 50 53 47 50 53 47
Avg Bars in Winners 43 42 43 43 42 43
Avg Bars in Losers 64 68 57 64 68 57
Bars Traded 22205 11716 10489 22205 11716 10489
Profit Streak 0 0 16.0372 0 0 16.0372
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375325 -8935 -69419 -209212 -268187 -218346

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598241600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848013627,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "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": [
        [
            427888.8584686375,
            257232.8902464932,
            170655.9682221442,
            273960.4789326035,
            115879.1506235568,
            158081.328309047
        ],
        [
            427.888858,
            257.23289,
            170.655968,
            273.960479,
            115.879151,
            158.081328
        ],
        [
            0.228736,
            0.137508,
            0.091227,
            0.070533,
            0.041146,
            0.050695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115694,
            -86426,
            -147466,
            -371729,
            -254484,
            -352277
        ],
        [
            1.295471,
            1.345239,
            1.242729,
            1.097795,
            1.081926,
            1.113979
        ],
        [
            439,
            220,
            219,
            439,
            220,
            219
        ],
        [
            283,
            131,
            152,
            283,
            131,
            152
        ],
        [
            156,
            89,
            67,
            156,
            89,
            67
        ],
        [
            64.464692,
            59.545455,
            69.406393,
            64.464692,
            59.545455,
            69.406393
        ],
        [
            0.714111,
            0.913941,
            0.547782,
            0.605145,
            0.735049,
            0.49103
        ],
        [
            69748,
            69748,
            28291,
            92619,
            92619,
            68557
        ],
        [
            -50166,
            -34349,
            -50166,
            -117886,
            -79790,
            -117886
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            43,
            42,
            43,
            43,
            42,
            43
        ],
        [
            64,
            68,
            57,
            64,
            68,
            57
        ],
        [
            22205,
            11716,
            10489,
            22205,
            11716,
            10489
        ],
        [
            0,
            0,
            16.037195,
            0,
            0,
            16.037195
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375325,
            -8935,
            -69419,
            -209212,
            -268187,
            -218346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598241600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758848013627,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 165,
            "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)