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Trade: YFI/USDT/120/RMA/SWMA/8522

Strategy
YFI/USDT/120/RMA/SWMA/8522
Pair
YFI_USDT
Interval
2h
Score
332064
Daily Profit
0.226356
Profit Factor
1.504979
Profitability
41.106719
Streak
19.815188
Best Strategy
Training Data Length
1887.000000
Evaluation Time
2025-10-11 02:33
Expiration Time
2025-12-17 22:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427133.9314 325106.9538 102026.9776 406468.9717 157892.9657 248576.006
Total P&L (%) 427.1339 325.107 102.027 406.469 157.893 248.576
Avg Daily Profit (%) 0.2264 0.1723 0.0541 0.086 0.0502 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86971 -75711 -62286 -427603 -387119 -264656
Profit Factor 1.505 1.7251 1.2567 1.1176 1.0837 1.1584
Total Trades 253 127 126 253 127 126
Winning Trades 104 47 57 104 47 57
Losing Trades 149 80 69 149 80 69
Profitability (%) 41.1067 37.0079 45.2381 41.1067 37.0079 45.2381
Ratio Avg Win / Avg Loss 2.1562 2.9363 1.5213 1.6012 1.8447 1.4022
Largest Winning Trade 141117 141117 60001 426397 426397 181465
Largest Losing Trade -37201 -24084 -37201 -143300 -96701 -143300
Avg Bars in Trades 89 74 103 89 74 103
Avg Bars in Winners 124 114 132 124 114 132
Avg Bars in Losers 64 50 80 64 50 80
Bars Traded 22535 9453 13082 22535 9453 13082
Profit Streak 19.8152 19.8152 30.4819 19.8152 19.8152 30.4819
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332064 213858 -120855 -169204 -257860 -151942
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22644,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597478400000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760139232241,
    "expiration_time": 1766002924800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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": [
        [
            427133.9313539559,
            325106.9538027105,
            102026.9775512453,
            406468.9716606195,
            157892.9656757654,
            248576.0059848542
        ],
        [
            427.133931,
            325.106954,
            102.026978,
            406.468972,
            157.892966,
            248.576006
        ],
        [
            0.226356,
            0.172288,
            0.054068,
            0.086009,
            0.050218,
            0.066195
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86971,
            -75711,
            -62286,
            -427603,
            -387119,
            -264656
        ],
        [
            1.504979,
            1.725061,
            1.256698,
            1.117645,
            1.083744,
            1.158365
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            104,
            47,
            57,
            104,
            47,
            57
        ],
        [
            149,
            80,
            69,
            149,
            80,
            69
        ],
        [
            41.106719,
            37.007874,
            45.238095,
            41.106719,
            37.007874,
            45.238095
        ],
        [
            2.156172,
            2.936274,
            1.521266,
            1.601241,
            1.844671,
            1.402232
        ],
        [
            141117,
            141117,
            60001,
            426397,
            426397,
            181465
        ],
        [
            -37201,
            -24084,
            -37201,
            -143300,
            -96701,
            -143300
        ],
        [
            89,
            74,
            103,
            89,
            74,
            103
        ],
        [
            124,
            114,
            132,
            124,
            114,
            132
        ],
        [
            64,
            50,
            80,
            64,
            50,
            80
        ],
        [
            22535,
            9453,
            13082,
            22535,
            9453,
            13082
        ],
        [
            19.815188,
            19.815188,
            30.481855,
            19.815188,
            19.815188,
            30.481855
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332064,
            213858,
            -120855,
            -169204,
            -257860,
            -151942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22644,
    "evaluation_days": 1887,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597478400000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760139232241,
    "expiration_time": 1766002924800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "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)