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Trade: YFI/USDT/120/SMA/T3/8265

Strategy
YFI/USDT/120/SMA/T3/8265
Pair
YFI_USDT
Interval
2h
Score
314296
Daily Profit
0.153234
Profit Factor
1.228003
Profitability
49.164678
Streak
0.000000
Best Strategy
Training Data Length
1888.420000
Evaluation Time
2025-10-12 12:59
Expiration Time
2025-12-19 09:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289369.6317 255658.1792 33711.4525 14843.1109 144215.0574 -129371.9465
Total P&L (%) 289.3696 255.6582 33.7115 14.8431 144.2151 -129.3719
Avg Daily Profit (%) 0.1532 0.1354 0.0179 0.0073 0.0473 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129037 -85552 -73842 -481403 -307278 -281358
Profit Factor 1.228 1.4041 1.053 1.0041 1.0809 0.9283
Total Trades 419 210 209 419 210 209
Winning Trades 206 96 110 206 96 110
Losing Trades 213 114 99 213 114 99
Profitability (%) 49.1647 45.7143 52.6316 49.1647 45.7143 52.6316
Ratio Avg Win / Avg Loss 1.2697 1.6674 0.9477 1.0383 1.2835 0.8354
Largest Winning Trade 140590 140590 54520 164321 164321 146021
Largest Losing Trade -40111 -26482 -40111 -163398 -151148 -163398
Avg Bars in Trades 53 48 58 53 48 58
Avg Bars in Winners 62 59 64 62 59 64
Avg Bars in Losers 45 39 52 45 39 52
Bars Traded 22532 10236 12296 22532 10236 12296
Profit Streak 0 0 49.1663 0 0 49.1663
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314296 -11588 -333424 -412247 -262456 -578481
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22661,
    "evaluation_days": 1888.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597492800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760263169191,
    "expiration_time": 1766129731200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.6752
        }
    }
}
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": [
        [
            289369.6317107438,
            255658.1792414921,
            33711.4524692517,
            14843.1109035832,
            144215.0573777537,
            -129371.9464741705
        ],
        [
            289.369632,
            255.658179,
            33.711452,
            14.843111,
            144.215057,
            -129.371946
        ],
        [
            0.153234,
            0.135382,
            0.017852,
            0.007329,
            0.047293,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129037,
            -85552,
            -73842,
            -481403,
            -307278,
            -281358
        ],
        [
            1.228003,
            1.404121,
            1.052962,
            1.004138,
            1.080857,
            0.92825
        ],
        [
            419,
            210,
            209,
            419,
            210,
            209
        ],
        [
            206,
            96,
            110,
            206,
            96,
            110
        ],
        [
            213,
            114,
            99,
            213,
            114,
            99
        ],
        [
            49.164678,
            45.714286,
            52.631579,
            49.164678,
            45.714286,
            52.631579
        ],
        [
            1.269731,
            1.667394,
            0.947666,
            1.03826,
            1.283518,
            0.835425
        ],
        [
            140590,
            140590,
            54520,
            164321,
            164321,
            146021
        ],
        [
            -40111,
            -26482,
            -40111,
            -163398,
            -151148,
            -163398
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            62,
            59,
            64,
            62,
            59,
            64
        ],
        [
            45,
            39,
            52,
            45,
            39,
            52
        ],
        [
            22532,
            10236,
            12296,
            22532,
            10236,
            12296
        ],
        [
            0,
            0,
            49.16631,
            0,
            0,
            49.16631
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314296,
            -11588,
            -333424,
            -412247,
            -262456,
            -578481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22661,
    "evaluation_days": 1888.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597492800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760263169191,
    "expiration_time": 1766129731200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.6752
        }
    }
}

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)