← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: YFI/USDT/120/PWMA/PWMA/8280

Strategy
YFI/USDT/120/PWMA/PWMA/8280
Pair
YFI_USDT
Interval
2h
Score
389340
Daily Profit
0.163777
Profit Factor
1.236488
Profitability
55.216285
Streak
13.714599
Best Strategy
Training Data Length
1884.420000
Evaluation Time
2025-10-08 12:09
Expiration Time
2025-12-15 06:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308624.3757 194850.662 113773.7137 -27157.7395 41871.5121 -69029.2515
Total P&L (%) 308.6244 194.8507 113.7737 -27.1577 41.8715 -69.0293
Avg Daily Profit (%) 0.1638 0.1034 0.0604 -0.0168 0.0186 -0.0622
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103607 -97761 -110933 -333530 -188202 -283762
Profit Factor 1.2365 1.294 1.1771 0.9806 1.0628 0.906
Total Trades 393 197 196 393 197 196
Winning Trades 217 100 117 217 100 117
Losing Trades 176 97 79 176 97 79
Profitability (%) 55.2163 50.7614 59.6939 55.2163 50.7614 59.6939
Ratio Avg Win / Avg Loss 1.0029 1.2552 0.7948 0.7953 1.0309 0.6117
Largest Winning Trade 52352 52352 35622 91853 88605 91853
Largest Losing Trade -83796 -33802 -83796 -244000 -102921 -244000
Avg Bars in Trades 56 61 52 56 61 52
Avg Bars in Winners 54 57 51 54 57 51
Avg Bars in Losers 59 64 52 59 64 52
Bars Traded 22321 12082 10239 22321 12082 10239
Profit Streak 13.7146 13.7146 64.6313 13.7146 13.7146 64.6313
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389340 -53716 -136503 -576970 -320373 -577610
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22613,
    "evaluation_days": 1884.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914541407,
    "expiration_time": 1765771689600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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": [
        [
            308624.3757063442,
            194850.6619663806,
            113773.7137399628,
            -27157.7394640716,
            41871.512074717,
            -69029.2515387883
        ],
        [
            308.624376,
            194.850662,
            113.773714,
            -27.157739,
            41.871512,
            -69.029252
        ],
        [
            0.163777,
            0.103401,
            0.060376,
            -0.016814,
            0.018562,
            -0.062182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103607,
            -97761,
            -110933,
            -333530,
            -188202,
            -283762
        ],
        [
            1.236488,
            1.294042,
            1.177116,
            0.980612,
            1.062811,
            0.905973
        ],
        [
            393,
            197,
            196,
            393,
            197,
            196
        ],
        [
            217,
            100,
            117,
            217,
            100,
            117
        ],
        [
            176,
            97,
            79,
            176,
            97,
            79
        ],
        [
            55.216285,
            50.761421,
            59.693878,
            55.216285,
            50.761421,
            59.693878
        ],
        [
            1.002866,
            1.25522,
            0.794805,
            0.795335,
            1.030926,
            0.611726
        ],
        [
            52352,
            52352,
            35622,
            91853,
            88605,
            91853
        ],
        [
            -83796,
            -33802,
            -83796,
            -244000,
            -102921,
            -244000
        ],
        [
            56,
            61,
            52,
            56,
            61,
            52
        ],
        [
            54,
            57,
            51,
            54,
            57,
            51
        ],
        [
            59,
            64,
            52,
            59,
            64,
            52
        ],
        [
            22321,
            12082,
            10239,
            22321,
            12082,
            10239
        ],
        [
            13.714599,
            13.714599,
            64.631266,
            13.7146,
            13.7146,
            64.631266
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389340,
            -53716,
            -136503,
            -576970,
            -320373,
            -577610
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22613,
    "evaluation_days": 1884.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598745600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914541407,
    "expiration_time": 1765771689600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 235,
            "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)