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Trade: YFI/USDT/240/BBU/SWMA/8164

Strategy
YFI/USDT/240/BBU/SWMA/8164
Pair
YFI_USDT
Interval
4h
Score
374308
Daily Profit
0.152922
Profit Factor
1.532125
Profitability
62.184874
Streak
61.612062
Best Strategy
Training Data Length
1881.330000
Evaluation Time
2025-10-04 21:41
Expiration Time
2025-11-30 04:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287696.8718 152213.4376 135483.4342 10614.1238 208067.6453 -197453.5215
Total P&L (%) 287.6969 152.2134 135.4834 10.6141 208.0676 -197.4535
Avg Daily Profit (%) 0.1529 0.0809 0.072 0.0054 0.0598 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130930 -44041 -115977 -1091329 -362952 -1025817
Profit Factor 1.5321 1.7412 1.4041 1.0036 1.2426 0.9045
Total Trades 119 60 59 119 60 59
Winning Trades 74 29 45 74 29 45
Losing Trades 45 31 14 45 31 14
Profitability (%) 62.1849 48.3333 76.2712 62.1849 48.3333 76.2712
Ratio Avg Win / Avg Loss 0.9317 1.8612 0.4368 0.6103 1.3283 0.2814
Largest Winning Trade 90493 90493 38674 406419 406419 259502
Largest Losing Trade -84076 -21532 -84076 -612812 -184837 -612812
Avg Bars in Trades 91 33 149 91 33 149
Avg Bars in Winners 72 24 103 72 24 103
Avg Bars in Losers 121 42 297 121 42 297
Bars Traded 10847 2018 8829 10847 2018 8829
Profit Streak 61.6121 61.6121 119.9454 61.6121 61.6121 119.9454
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374308 -250482 -269655 -547187 -282161 -752700
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599033600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603282203,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 1.69299
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "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": [
        [
            287696.8718033935,
            152213.4375723382,
            135483.4342310554,
            10614.123838137,
            208067.6453100332,
            -197453.5214718959
        ],
        [
            287.696872,
            152.213438,
            135.483434,
            10.614124,
            208.067645,
            -197.453521
        ],
        [
            0.152922,
            0.080907,
            0.072015,
            0.005362,
            0.059824,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130930,
            -44041,
            -115977,
            -1091329,
            -362952,
            -1025817
        ],
        [
            1.532125,
            1.741151,
            1.404088,
            1.003629,
            1.242583,
            0.90449
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            74,
            29,
            45,
            74,
            29,
            45
        ],
        [
            45,
            31,
            14,
            45,
            31,
            14
        ],
        [
            62.184874,
            48.333333,
            76.271186,
            62.184874,
            48.333333,
            76.271186
        ],
        [
            0.931698,
            1.861231,
            0.436827,
            0.610315,
            1.328278,
            0.281397
        ],
        [
            90493,
            90493,
            38674,
            406419,
            406419,
            259502
        ],
        [
            -84076,
            -21532,
            -84076,
            -612812,
            -184837,
            -612812
        ],
        [
            91,
            33,
            149,
            91,
            33,
            149
        ],
        [
            72,
            24,
            103,
            72,
            24,
            103
        ],
        [
            121,
            42,
            297,
            121,
            42,
            297
        ],
        [
            10847,
            2018,
            8829,
            10847,
            2018,
            8829
        ],
        [
            61.612062,
            61.612062,
            119.945396,
            61.612062,
            61.612063,
            119.945396
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374308,
            -250482,
            -269655,
            -547187,
            -282161,
            -752700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599033600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603282203,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 1.69299
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "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)