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Trade: YFI/USDT/120/HMA/SSF/1083

Strategy
YFI/USDT/120/HMA/SSF/1083
Pair
YFI_USDT
Interval
2h
Score
305211
Daily Profit
0.157039
Profit Factor
1.245252
Profitability
41.961853
Streak
44.858519
Best Strategy
Training Data Length
1886.080000
Evaluation Time
2025-10-10 05:36
Expiration Time
2025-12-16 23:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296188.2018 195599.8721 100588.3296 111245.5491 102798.9228 8446.6263
Total P&L (%) 296.1882 195.5999 100.5883 111.2455 102.7989 8.4466
Avg Daily Profit (%) 0.157 0.1037 0.0533 0.0397 0.0375 0.0043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150137 -134534 -103540 -224916 -174938 -203905
Profit Factor 1.2453 1.3153 1.1713 1.0666 1.1228 1.0102
Total Trades 367 184 183 367 184 183
Winning Trades 154 70 84 154 70 84
Losing Trades 213 114 99 213 114 99
Profitability (%) 41.9619 38.0435 45.9016 41.9619 38.0435 45.9016
Ratio Avg Win / Avg Loss 1.7223 2.1421 1.3804 1.4753 1.8285 1.1905
Largest Winning Trade 62223 62223 39905 67253 67253 61796
Largest Losing Trade -47882 -29854 -47882 -85984 -78310 -85984
Avg Bars in Trades 60 64 57 60 64 57
Avg Bars in Winners 78 81 76 78 81 76
Avg Bars in Losers 47 53 41 47 53 41
Bars Traded 22342 11825 10517 22342 11825 10517
Profit Streak 44.8585 44.8585 66.6919 44.8585 44.8585 66.6919
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305211 -56063 -153598 -286792 -230006 -561969
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22633,
    "evaluation_days": 1886.08,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760063776039,
    "expiration_time": 1765920873600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            296188.201772961,
            195599.8721394235,
            100588.3296335368,
            111245.5491363223,
            102798.922787378,
            8446.6263489444
        ],
        [
            296.188202,
            195.599872,
            100.58833,
            111.245549,
            102.798923,
            8.446626
        ],
        [
            0.157039,
            0.103707,
            0.053332,
            0.039659,
            0.037495,
            0.004299
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150137,
            -134534,
            -103540,
            -224916,
            -174938,
            -203905
        ],
        [
            1.245252,
            1.315317,
            1.171255,
            1.066635,
            1.122768,
            1.01015
        ],
        [
            367,
            184,
            183,
            367,
            184,
            183
        ],
        [
            154,
            70,
            84,
            154,
            70,
            84
        ],
        [
            213,
            114,
            99,
            213,
            114,
            99
        ],
        [
            41.961853,
            38.043478,
            45.901639,
            41.961853,
            38.043478,
            45.901639
        ],
        [
            1.722329,
            2.142088,
            1.380407,
            1.475281,
            1.828509,
            1.190534
        ],
        [
            62223,
            62223,
            39905,
            67253,
            67253,
            61796
        ],
        [
            -47882,
            -29854,
            -47882,
            -85984,
            -78310,
            -85984
        ],
        [
            60,
            64,
            57,
            60,
            64,
            57
        ],
        [
            78,
            81,
            76,
            78,
            81,
            76
        ],
        [
            47,
            53,
            41,
            47,
            53,
            41
        ],
        [
            22342,
            11825,
            10517,
            22342,
            11825,
            10517
        ],
        [
            44.858519,
            44.858519,
            66.691852,
            44.858519,
            44.858519,
            66.691852
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305211,
            -56063,
            -153598,
            -286792,
            -230006,
            -561969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22633,
    "evaluation_days": 1886.08,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598666400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760063776039,
    "expiration_time": 1765920873600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 40,
            "offset": 0,
            "poles": 3
        }
    }
}

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)