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Trade: YFI/USDT/120/SWMA/SMA/1750

Strategy
YFI/USDT/120/SWMA/SMA/1750
Pair
YFI_USDT
Interval
2h
Score
397766
Daily Profit
0.321856
Profit Factor
1.432442
Profitability
44.158879
Streak
0.000000
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-27 22:39
Expiration Time
2025-12-01 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 602086.1593 420849.4304 181236.7288 1692195.0822 1425535.4227 266659.6595
Total P&L (%) 602.0862 420.8494 181.2367 1692.1951 1425.5354 266.6597
Avg Daily Profit (%) 0.3219 0.225 0.0969 0.1544 0.1458 0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157890 -110730 -99084 -4317994 -3141334 -2170069
Profit Factor 1.4324 1.6194 1.2542 1.0691 1.1184 1.0214
Total Trades 428 214 214 428 214 214
Winning Trades 189 84 105 189 84 105
Losing Trades 239 130 109 239 130 109
Profitability (%) 44.1589 39.2523 49.0654 44.1589 39.2523 49.0654
Ratio Avg Win / Avg Loss 1.8114 2.5062 1.302 1.3519 1.7309 1.0603
Largest Winning Trade 101450 101450 37462 1385833 1385833 701197
Largest Losing Trade -32174 -27689 -32174 -883915 -883915 -735017
Avg Bars in Trades 52 55 48 52 55 48
Avg Bars in Winners 63 69 58 63 69 58
Avg Bars in Losers 43 46 39 43 46 39
Bars Traded 22282 11799 10483 22282 11799 10483
Profit Streak 0 0 38.569 0 0 38.569
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397766 262267 -62635 -136933 -90781 -295967
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759001962035,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "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": [
        [
            602086.1592653511,
            420849.4304439041,
            181236.7288214469,
            1692195.0822238503,
            1425535.422734419,
            266659.6594894273
        ],
        [
            602.086159,
            420.84943,
            181.236729,
            1692.195082,
            1425.535423,
            266.659659
        ],
        [
            0.321856,
            0.224973,
            0.096883,
            0.154397,
            0.145772,
            0.069479
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157890,
            -110730,
            -99084,
            -4317994,
            -3141334,
            -2170069
        ],
        [
            1.432442,
            1.619401,
            1.254243,
            1.069073,
            1.118433,
            1.021398
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            189,
            84,
            105,
            189,
            84,
            105
        ],
        [
            239,
            130,
            109,
            239,
            130,
            109
        ],
        [
            44.158879,
            39.252336,
            49.065421,
            44.158879,
            39.252336,
            49.065421
        ],
        [
            1.811395,
            2.506216,
            1.302024,
            1.351897,
            1.730908,
            1.060308
        ],
        [
            101450,
            101450,
            37462,
            1385833,
            1385833,
            701197
        ],
        [
            -32174,
            -27689,
            -32174,
            -883915,
            -883915,
            -735017
        ],
        [
            52,
            55,
            48,
            52,
            55,
            48
        ],
        [
            63,
            69,
            58,
            63,
            69,
            58
        ],
        [
            43,
            46,
            39,
            43,
            46,
            39
        ],
        [
            22282,
            11799,
            10483,
            22282,
            11799,
            10483
        ],
        [
            0,
            0,
            38.569005,
            0,
            0,
            38.569005
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397766,
            262267,
            -62635,
            -136933,
            -90781,
            -295967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759001962035,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 106,
            "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)