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Trade: YFI/USDT/720/SSF/WMA/1403

Strategy
YFI/USDT/720/SSF/WMA/1403
Pair
YFI_USDT
Interval
12h
Score
325517
Daily Profit
0.271378
Profit Factor
1.597948
Profitability
37.198068
Streak
32.892984
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 507883.41 402348.1809 105535.2292 586132.8461 437412.3722 148720.474
Total P&L (%) 507.8834 402.3482 105.5352 586.1328 437.4124 148.7205
Avg Daily Profit (%) 0.2714 0.215 0.0564 0.103 0.0899 0.0487
Buy And Hold Return (%) 22.9176 22.9176 22.9176 22.9176 22.9176 22.9176
Max Trade Drawdown -80053 -71960 -57309 -554105 -381911 -269821
Profit Factor 1.5979 1.9583 1.2457 1.1579 1.2372 1.0796
Total Trades 207 104 103 207 104 103
Winning Trades 77 32 45 77 32 45
Losing Trades 130 72 58 130 72 58
Profitability (%) 37.1981 30.7692 43.6893 37.1981 30.7692 43.6893
Ratio Avg Win / Avg Loss 2.6978 4.4062 1.6056 1.9549 2.7837 1.3915
Largest Winning Trade 230365 230365 45496 312997 312997 175840
Largest Losing Trade -54322 -17615 -54322 -221744 -72761 -221744
Avg Bars in Trades 17 16 19 17 16 19
Avg Bars in Winners 30 31 30 30 31 30
Avg Bars in Losers 10 9 11 10 9 11
Bars Traded 3715 1697 2018 3715 1697 2018
Profit Streak 32.893 32.893 35.893 32.893 32.893 35.893
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325517 163145 -120352 -103456 -79074 -263083
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": 1597449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008353800,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "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": [
        [
            507883.4100476271,
            402348.1808948145,
            105535.2291528127,
            586132.8461357218,
            437412.3721676525,
            148720.473968069
        ],
        [
            507.88341,
            402.348181,
            105.535229,
            586.132846,
            437.412372,
            148.720474
        ],
        [
            0.271378,
            0.214987,
            0.056391,
            0.10296,
            0.089893,
            0.048698
        ],
        [
            22.917647,
            22.917647,
            22.917647,
            22.917647,
            22.917647,
            22.917647
        ],
        [
            -80053,
            -71960,
            -57309,
            -554105,
            -381911,
            -269821
        ],
        [
            1.597948,
            1.958302,
            1.245704,
            1.157901,
            1.237215,
            1.079612
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            77,
            32,
            45,
            77,
            32,
            45
        ],
        [
            130,
            72,
            58,
            130,
            72,
            58
        ],
        [
            37.198068,
            30.769231,
            43.68932,
            37.198068,
            30.769231,
            43.68932
        ],
        [
            2.697834,
            4.406179,
            1.605574,
            1.954898,
            2.783734,
            1.3915
        ],
        [
            230365,
            230365,
            45496,
            312997,
            312997,
            175840
        ],
        [
            -54322,
            -17615,
            -54322,
            -221744,
            -72761,
            -221744
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            10,
            9,
            11,
            10,
            9,
            11
        ],
        [
            3715,
            1697,
            2018,
            3715,
            1697,
            2018
        ],
        [
            32.892984,
            32.892984,
            35.892984,
            32.892984,
            32.892984,
            35.892984
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325517,
            163145,
            -120352,
            -103456,
            -79074,
            -263083
        ]
    ]
}
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": 1597449600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008353800,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 41,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "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)