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Trade: YFI/USDT/120/SMA/EMA/1558

Strategy
YFI/USDT/120/SMA/EMA/1558
Pair
YFI_USDT
Interval
2h
Score
350767
Daily Profit
0.233381
Profit Factor
2.034305
Profitability
44.036697
Streak
0.000000
Best Strategy
Training Data Length
1884.920000
Evaluation Time
2025-10-08 23:40
Expiration Time
2025-12-15 18:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439903.6624 246269.032 193634.6303 1576568.1237 649700.7477 926867.376
Total P&L (%) 439.9037 246.269 193.6346 1576.5681 649.7007 926.8674
Avg Daily Profit (%) 0.2334 0.1307 0.1027 0.1497 0.1069 0.1236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69872 -51859 -41896 -1882427 -1141042 -1187065
Profit Factor 2.0343 2.0325 2.0366 1.2351 1.1708 1.3196
Total Trades 109 54 55 109 54 55
Winning Trades 48 19 29 48 19 29
Losing Trades 61 35 26 61 35 26
Profitability (%) 44.0367 35.1852 52.7273 44.0367 35.1852 52.7273
Ratio Avg Win / Avg Loss 2.5853 3.7441 1.8259 1.5696 2.1567 1.1831
Largest Winning Trade 94017 94017 67120 1300526 1300526 715933
Largest Losing Trade -21590 -14004 -21590 -768389 -301303 -768389
Avg Bars in Trades 202 168 234 202 168 234
Avg Bars in Winners 315 303 323 315 303 323
Avg Bars in Losers 112 95 134 112 95 134
Bars Traded 22023 9123 12900 22023 9123 12900
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 350767 -200835 -231666 214546 -267490 -207033
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22619,
    "evaluation_days": 1884.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598558400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759956054181,
    "expiration_time": 1765816444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 133,
            "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": [
        [
            439903.6623893185,
            246269.0320417052,
            193634.6303476136,
            1576568.1237214461,
            649700.7477312131,
            926867.3759902325
        ],
        [
            439.903662,
            246.269032,
            193.63463,
            1576.568124,
            649.700748,
            926.867376
        ],
        [
            0.233381,
            0.130652,
            0.102728,
            0.149685,
            0.106932,
            0.123641
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69872,
            -51859,
            -41896,
            -1882427,
            -1141042,
            -1187065
        ],
        [
            2.034305,
            2.032493,
            2.03662,
            1.235126,
            1.170758,
            1.319566
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            61,
            35,
            26,
            61,
            35,
            26
        ],
        [
            44.036697,
            35.185185,
            52.727273,
            44.036697,
            35.185185,
            52.727273
        ],
        [
            2.585263,
            3.744066,
            1.825935,
            1.56964,
            2.15666,
            1.183059
        ],
        [
            94017,
            94017,
            67120,
            1300526,
            1300526,
            715933
        ],
        [
            -21590,
            -14004,
            -21590,
            -768389,
            -301303,
            -768389
        ],
        [
            202,
            168,
            234,
            202,
            168,
            234
        ],
        [
            315,
            303,
            323,
            315,
            303,
            323
        ],
        [
            112,
            95,
            134,
            112,
            95,
            134
        ],
        [
            22023,
            9123,
            12900,
            22023,
            9123,
            12900
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350767,
            -200835,
            -231666,
            214546,
            -267490,
            -207033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22619,
    "evaluation_days": 1884.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598558400000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759956054181,
    "expiration_time": 1765816444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 133,
            "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)