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Trade: YFI/USDT/240/PWMA/JMA/4267

Strategy
YFI/USDT/240/PWMA/JMA/4267
Pair
YFI_USDT
Interval
4h
Score
300254
Daily Profit
0.232024
Profit Factor
1.411899
Profitability
38.947368
Streak
13.630526
Best Strategy
Training Data Length
1888.830000
Evaluation Time
2025-10-12 10:07
Expiration Time
2025-12-07 21:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438253.6659 296787.6629 141466.0029 741889.0688 540794.4927 201094.5761
Total P&L (%) 438.2537 296.7877 141.466 741.8891 540.7945 201.0946
Avg Daily Profit (%) 0.232 0.1571 0.0749 0.1129 0.0984 0.0584
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82905 -66218 -86404 -1436958 -978403 -662399
Profit Factor 1.4119 1.5304 1.2804 1.0789 1.1102 1.0447
Total Trades 380 190 190 380 190 190
Winning Trades 148 67 81 148 67 81
Losing Trades 232 123 109 232 123 109
Profitability (%) 38.9474 35.2632 42.6316 38.9474 35.2632 42.6316
Ratio Avg Win / Avg Loss 2.2132 2.8096 1.7231 1.6912 2.0381 1.4058
Largest Winning Trade 120797 120797 50391 843749 843749 279834
Largest Losing Trade -28397 -28397 -24690 -382787 -160311 -382787
Avg Bars in Trades 29 26 32 29 26 32
Avg Bars in Winners 44 40 46 44 40 46
Avg Bars in Losers 20 18 21 20 18 21
Bars Traded 11211 5071 6140 11211 5071 6140
Profit Streak 13.6305 21.6305 0 13.6305 21.6305 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300254 194181 -94295 -176014 -163877 -288765
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11333,
    "evaluation_days": 1888.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597780800000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760252877470,
    "expiration_time": 1765137456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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": [
        [
            438253.6658583861,
            296787.6629385296,
            141466.0029198563,
            741889.0687883301,
            540794.4926738952,
            201094.5761144373
        ],
        [
            438.253666,
            296.787663,
            141.466003,
            741.889069,
            540.794493,
            201.094576
        ],
        [
            0.232024,
            0.157128,
            0.074896,
            0.112857,
            0.098392,
            0.058373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82905,
            -66218,
            -86404,
            -1436958,
            -978403,
            -662399
        ],
        [
            1.411899,
            1.530417,
            1.280437,
            1.078862,
            1.110184,
            1.044694
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            148,
            67,
            81,
            148,
            67,
            81
        ],
        [
            232,
            123,
            109,
            232,
            123,
            109
        ],
        [
            38.947368,
            35.263158,
            42.631579,
            38.947368,
            35.263158,
            42.631579
        ],
        [
            2.213246,
            2.809572,
            1.723057,
            1.691188,
            2.038099,
            1.405822
        ],
        [
            120797,
            120797,
            50391,
            843749,
            843749,
            279834
        ],
        [
            -28397,
            -28397,
            -24690,
            -382787,
            -160311,
            -382787
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            44,
            40,
            46,
            44,
            40,
            46
        ],
        [
            20,
            18,
            21,
            20,
            18,
            21
        ],
        [
            11211,
            5071,
            6140,
            11211,
            5071,
            6140
        ],
        [
            13.630526,
            21.630526,
            0,
            13.630526,
            21.630526,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300254,
            194181,
            -94295,
            -176014,
            -163877,
            -288765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11333,
    "evaluation_days": 1888.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597780800000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760252877470,
    "expiration_time": 1765137456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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)