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Trade: YFI/USDT/120/SMA/PWMA/2024

Strategy
YFI/USDT/120/SMA/PWMA/2024
Pair
YFI_USDT
Interval
2h
Score
440407
Daily Profit
0.208483
Profit Factor
1.252067
Profitability
48.755490
Streak
18.712159
Best Strategy
Training Data Length
1885.250000
Evaluation Time
2025-10-09 08:05
Expiration Time
2025-12-16 02:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 393042.1037 321518.8456 71523.2581 236555.3068 495683.7628 -259128.456
Total P&L (%) 393.0421 321.5188 71.5233 236.5553 495.6838 -259.1285
Avg Daily Profit (%) 0.2085 0.1705 0.0379 0.0644 0.0947 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153413 -125317 -75802 -1389677 -1080197 -810314
Profit Factor 1.2521 1.4012 1.0944 1.0294 1.125 0.9366
Total Trades 683 342 341 683 342 341
Winning Trades 333 158 175 333 158 175
Losing Trades 350 184 166 350 184 166
Profitability (%) 48.7555 46.1988 51.3196 48.7555 46.1988 51.3196
Ratio Avg Win / Avg Loss 1.316 1.6318 1.0381 1.0819 1.3101 0.8885
Largest Winning Trade 123490 123490 42108 334636 334636 150533
Largest Losing Trade -41150 -27524 -41150 -369616 -277371 -369616
Avg Bars in Trades 32 30 35 32 30 35
Avg Bars in Winners 38 35 40 38 35 40
Avg Bars in Losers 27 25 30 27 25 30
Bars Traded 22536 10368 12167 22536 10368 12167
Profit Streak 18.7122 18.7122 20.0455 18.7122 18.7122 20.0455
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440407 376529 -256018 -290425 -148335 -577863
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22623,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597593600000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759986330550,
    "expiration_time": 1765846281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 29,
            "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": [
        [
            393042.1037357985,
            321518.8456218738,
            71523.2581139245,
            236555.3067595019,
            495683.762808619,
            -259128.4560491169
        ],
        [
            393.042104,
            321.518846,
            71.523258,
            236.555307,
            495.683763,
            -259.128456
        ],
        [
            0.208483,
            0.170544,
            0.037938,
            0.064394,
            0.094703,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153413,
            -125317,
            -75802,
            -1389677,
            -1080197,
            -810314
        ],
        [
            1.252067,
            1.40118,
            1.094378,
            1.029364,
            1.124955,
            0.936631
        ],
        [
            683,
            342,
            341,
            683,
            342,
            341
        ],
        [
            333,
            158,
            175,
            333,
            158,
            175
        ],
        [
            350,
            184,
            166,
            350,
            184,
            166
        ],
        [
            48.75549,
            46.19883,
            51.319648,
            48.75549,
            46.19883,
            51.319648
        ],
        [
            1.315987,
            1.631754,
            1.038095,
            1.081914,
            1.310074,
            0.888461
        ],
        [
            123490,
            123490,
            42108,
            334636,
            334636,
            150533
        ],
        [
            -41150,
            -27524,
            -41150,
            -369616,
            -277371,
            -369616
        ],
        [
            32,
            30,
            35,
            32,
            30,
            35
        ],
        [
            38,
            35,
            40,
            38,
            35,
            40
        ],
        [
            27,
            25,
            30,
            27,
            25,
            30
        ],
        [
            22536,
            10368,
            12167,
            22536,
            10368,
            12167
        ],
        [
            18.712159,
            18.712159,
            20.045492,
            18.712159,
            18.712159,
            20.045492
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440407,
            376529,
            -256018,
            -290425,
            -148335,
            -577863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22623,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597593600000,
    "last_datapoint_time": 1759982400000,
    "evaluation_time": 1759986330550,
    "expiration_time": 1765846281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 29,
            "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)