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Trade: YFI/USDT/120/SWMA/SSF/4192

Strategy
YFI/USDT/120/SWMA/SSF/4192
Pair
YFI_USDT
Interval
2h
Score
302564
Daily Profit
0.165954
Profit Factor
1.231165
Profitability
45.923913
Streak
15.000460
Best Strategy
Training Data Length
1883.920000
Evaluation Time
2025-10-08 01:00
Expiration Time
2025-12-14 17:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312643.9836 262549.7075 50094.2762 10430.5444 207747.8445 -197317.3001
Total P&L (%) 312.644 262.5497 50.0943 10.4305 207.7478 -197.3173
Avg Daily Profit (%) 0.166 0.1394 0.0266 0.0053 0.0597 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137584 -101195 -152697 -604931 -239484 -661936
Profit Factor 1.2312 1.4388 1.0664 1.003 1.143 0.9039
Total Trades 368 184 184 368 184 184
Winning Trades 169 76 93 169 76 93
Losing Trades 199 108 91 199 108 91
Profitability (%) 45.9239 41.3043 50.5435 45.9239 41.3043 50.5435
Ratio Avg Win / Avg Loss 1.4497 2.0446 1.0435 1.181 1.6243 0.8845
Largest Winning Trade 123547 123547 40015 152388 152388 140463
Largest Losing Trade -58626 -25355 -58626 -364228 -115268 -364228
Avg Bars in Trades 60 56 64 60 56 64
Avg Bars in Winners 73 68 77 73 68 77
Avg Bars in Losers 49 48 51 49 48 51
Bars Traded 22394 10446 11948 22394 10446 11948
Profit Streak 15.0005 15.0005 27.7505 15.0005 15.0005 27.7505
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302564 -7331 -304649 -554010 -177688 -579288
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22607,
    "evaluation_days": 1883.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759874439751,
    "expiration_time": 1765726934400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            312643.9836193422,
            262549.707456566,
            50094.2761627761,
            10430.5444116374,
            207747.8444663853,
            -197317.3000547473
        ],
        [
            312.643984,
            262.549707,
            50.094276,
            10.430544,
            207.747844,
            -197.3173
        ],
        [
            0.165954,
            0.139364,
            0.02659,
            0.005267,
            0.059687,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137584,
            -101195,
            -152697,
            -604931,
            -239484,
            -661936
        ],
        [
            1.231165,
            1.438797,
            1.066426,
            1.002975,
            1.143035,
            0.903911
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            169,
            76,
            93,
            169,
            76,
            93
        ],
        [
            199,
            108,
            91,
            199,
            108,
            91
        ],
        [
            45.923913,
            41.304348,
            50.543478,
            45.923913,
            41.304348,
            50.543478
        ],
        [
            1.449715,
            2.044606,
            1.043493,
            1.181018,
            1.624313,
            0.884472
        ],
        [
            123547,
            123547,
            40015,
            152388,
            152388,
            140463
        ],
        [
            -58626,
            -25355,
            -58626,
            -364228,
            -115268,
            -364228
        ],
        [
            60,
            56,
            64,
            60,
            56,
            64
        ],
        [
            73,
            68,
            77,
            73,
            68,
            77
        ],
        [
            49,
            48,
            51,
            49,
            48,
            51
        ],
        [
            22394,
            10446,
            11948,
            22394,
            10446,
            11948
        ],
        [
            15.00046,
            15.00046,
            27.75046,
            15.00046,
            15.00046,
            27.75046
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302564,
            -7331,
            -304649,
            -554010,
            -177688,
            -579288
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22607,
    "evaluation_days": 1883.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597795200000,
    "last_datapoint_time": 1759867200000,
    "evaluation_time": 1759874439751,
    "expiration_time": 1765726934400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 2
        }
    }
}

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)