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Trade: YFI/USDT/240/SSF/PWMA/1854

Strategy
YFI/USDT/240/SSF/PWMA/1854
Pair
YFI_USDT
Interval
4h
Score
367123
Daily Profit
0.263888
Profit Factor
1.535546
Profitability
44.520548
Streak
0.000000
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-09-30 07:38
Expiration Time
2025-11-25 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495229.7726 405593.9609 89635.8118 526135.871 249718.8282 276417.0428
Total P&L (%) 495.2298 405.594 89.6358 526.1359 249.7188 276.417
Avg Daily Profit (%) 0.2639 0.2161 0.0478 0.0978 0.0667 0.0707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90682 -94039 -90049 -426222 -378838 -290606
Profit Factor 1.5355 1.8621 1.1973 1.1387 1.1236 1.1558
Total Trades 292 146 146 292 146 146
Winning Trades 130 56 74 130 56 74
Losing Trades 162 90 72 162 90 72
Profitability (%) 44.5205 38.3562 50.6849 44.5205 38.3562 50.6849
Ratio Avg Win / Avg Loss 1.9135 2.9927 1.165 1.419 1.8058 1.1246
Largest Winning Trade 234171 234171 52808 362399 362399 187677
Largest Losing Trade -35792 -20115 -35792 -193065 -109557 -193065
Avg Bars in Trades 38 33 42 38 33 42
Avg Bars in Winners 52 53 51 52 53 51
Avg Bars in Losers 26 22 33 26 22 33
Bars Traded 11167 4962 6205 11167 4962 6205
Profit Streak 0 0 11.6935 0 0 11.6935
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367123 237503 -132043 -130583 -191936 -147199
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597348800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207119309,
    "expiration_time": 1764054720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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": [
        [
            495229.7726456437,
            405593.960873956,
            89635.8117716873,
            526135.8710105852,
            249718.8281882061,
            276417.042822379
        ],
        [
            495.229773,
            405.593961,
            89.635812,
            526.135871,
            249.718828,
            276.417043
        ],
        [
            0.263888,
            0.216124,
            0.047763,
            0.097795,
            0.066734,
            0.070657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90682,
            -94039,
            -90049,
            -426222,
            -378838,
            -290606
        ],
        [
            1.535546,
            1.862118,
            1.197324,
            1.138676,
            1.123639,
            1.155795
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            130,
            56,
            74,
            130,
            56,
            74
        ],
        [
            162,
            90,
            72,
            162,
            90,
            72
        ],
        [
            44.520548,
            38.356164,
            50.684932,
            44.520548,
            38.356164,
            50.684932
        ],
        [
            1.913527,
            2.99269,
            1.164964,
            1.418966,
            1.805848,
            1.124557
        ],
        [
            234171,
            234171,
            52808,
            362399,
            362399,
            187677
        ],
        [
            -35792,
            -20115,
            -35792,
            -193065,
            -109557,
            -193065
        ],
        [
            38,
            33,
            42,
            38,
            33,
            42
        ],
        [
            52,
            53,
            51,
            52,
            53,
            51
        ],
        [
            26,
            22,
            33,
            26,
            22,
            33
        ],
        [
            11167,
            4962,
            6205,
            11167,
            4962,
            6205
        ],
        [
            0,
            0,
            11.69351,
            0,
            0,
            11.69351
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367123,
            237503,
            -132043,
            -130583,
            -191936,
            -147199
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11260,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597348800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759207119309,
    "expiration_time": 1764054720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 21,
            "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)