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Trade: YFI/USDT/360/JMA/DCM/6195

Strategy
YFI/USDT/360/JMA/DCM/6195
Pair
YFI_USDT
Interval
6h
Score
428872
Daily Profit
0.230850
Profit Factor
1.522557
Profitability
47.236181
Streak
12.797821
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-07 22:08
Expiration Time
2025-12-03 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435036.6378 304234.6881 130801.9497 486147.8953 233731.257 252416.6383
Total P&L (%) 435.0366 304.2347 130.802 486.1479 233.7313 252.4166
Avg Daily Profit (%) 0.2309 0.1614 0.0694 0.0939 0.064 0.0669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117304 -68136 -85714 -951942 -641133 -693867
Profit Factor 1.5226 1.7137 1.322 1.1014 1.0877 1.1185
Total Trades 199 100 99 199 100 99
Winning Trades 94 46 48 94 46 48
Losing Trades 105 54 51 105 54 51
Profitability (%) 47.2362 46 48.4848 47.2362 46 48.4848
Ratio Avg Win / Avg Loss 1.7007 2.0118 1.4046 1.2302 1.2768 1.1884
Largest Winning Trade 123956 123956 43354 506285 506285 350249
Largest Losing Trade -41301 -41301 -35629 -393499 -393499 -236126
Avg Bars in Trades 36 42 29 36 42 29
Avg Bars in Winners 37 40 34 37 40 34
Avg Bars in Losers 34 44 24 34 44 24
Bars Traded 7173 4266 2907 7173 4266 2907
Profit Streak 12.7978 15.5478 12.7978 12.7978 15.5478 12.7978
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428872 351615 -100033 -175185 -232393 -193789
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600236000000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759864131746,
    "expiration_time": 1764744624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "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": [
        [
            435036.6378280651,
            304234.6881046878,
            130801.9497233771,
            486147.8952695716,
            233731.2570186849,
            252416.638250886
        ],
        [
            435.036638,
            304.234688,
            130.80195,
            486.147895,
            233.731257,
            252.416638
        ],
        [
            0.23085,
            0.161441,
            0.069409,
            0.093883,
            0.063972,
            0.066865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117304,
            -68136,
            -85714,
            -951942,
            -641133,
            -693867
        ],
        [
            1.522557,
            1.713729,
            1.32197,
            1.101361,
            1.087651,
            1.118528
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            105,
            54,
            51,
            105,
            54,
            51
        ],
        [
            47.236181,
            46,
            48.484848,
            47.236181,
            46,
            48.484848
        ],
        [
            1.700728,
            2.011769,
            1.404594,
            1.230243,
            1.276807,
            1.188436
        ],
        [
            123956,
            123956,
            43354,
            506285,
            506285,
            350249
        ],
        [
            -41301,
            -41301,
            -35629,
            -393499,
            -393499,
            -236126
        ],
        [
            36,
            42,
            29,
            36,
            42,
            29
        ],
        [
            37,
            40,
            34,
            37,
            40,
            34
        ],
        [
            34,
            44,
            24,
            34,
            44,
            24
        ],
        [
            7173,
            4266,
            2907,
            7173,
            4266,
            2907
        ],
        [
            12.797821,
            15.547821,
            12.797821,
            12.797821,
            15.547821,
            12.797821
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428872,
            351615,
            -100033,
            -175185,
            -232393,
            -193789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600236000000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759864131746,
    "expiration_time": 1764744624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "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)