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Trade: YFI/USDT/720/DCM/WMA/8442

Strategy
YFI/USDT/720/DCM/WMA/8442
Pair
YFI_USDT
Interval
12h
Score
371123
Daily Profit
0.173869
Profit Factor
1.569633
Profitability
54.400000
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 00:25
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 325395.9974 199519.5952 125876.4022 277990.0515 156958.0319 121032.0195
Total P&L (%) 325.396 199.5196 125.8764 277.9901 156.958 121.032
Avg Daily Profit (%) 0.1739 0.1066 0.0673 0.0711 0.0504 0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89344 -77473 -79254 -241185 -219021 -195288
Profit Factor 1.5696 1.7919 1.3942 1.2056 1.232 1.1792
Total Trades 125 63 62 125 63 62
Winning Trades 68 34 34 68 34 34
Losing Trades 57 29 28 57 29 28
Profitability (%) 54.4 53.9683 54.8387 54.4 53.9683 54.8387
Ratio Avg Win / Avg Loss 1.3157 1.5284 1.1482 1.0106 1.0508 0.9711
Largest Winning Trade 61738 61738 50384 108367 108367 75796
Largest Losing Trade -50807 -38045 -50807 -195288 -103578 -195288
Avg Bars in Trades 27 18 36 27 18 36
Avg Bars in Winners 27 14 39 27 14 39
Avg Bars in Losers 27 22 33 27 22 33
Bars Traded 3449 1160 2289 3449 1160 2289
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371123 -193150 -256019 -97353 -271773 -314963
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008355309,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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": [
        [
            325395.9973735512,
            199519.595215338,
            125876.402158213,
            277990.0514725228,
            156958.03194692,
            121032.019525603
        ],
        [
            325.395997,
            199.519595,
            125.876402,
            277.990051,
            156.958032,
            121.03202
        ],
        [
            0.173869,
            0.106609,
            0.06726,
            0.071075,
            0.05044,
            0.042389
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89344,
            -77473,
            -79254,
            -241185,
            -219021,
            -195288
        ],
        [
            1.569633,
            1.791916,
            1.394236,
            1.205576,
            1.231953,
            1.179156
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            54.4,
            53.968254,
            54.83871,
            54.4,
            53.968254,
            54.83871
        ],
        [
            1.315722,
            1.528399,
            1.148194,
            1.010556,
            1.050783,
            0.97107
        ],
        [
            61738,
            61738,
            50384,
            108367,
            108367,
            75796
        ],
        [
            -50807,
            -38045,
            -50807,
            -195288,
            -103578,
            -195288
        ],
        [
            27,
            18,
            36,
            27,
            18,
            36
        ],
        [
            27,
            14,
            39,
            27,
            14,
            39
        ],
        [
            27,
            22,
            33,
            27,
            22,
            33
        ],
        [
            3449,
            1160,
            2289,
            3449,
            1160,
            2289
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371123,
            -193150,
            -256019,
            -97353,
            -271773,
            -314963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008355309,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 122,
            "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)