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Trade: YFI/USDT/120/ZLMA/SMA/3886

Strategy
YFI/USDT/120/ZLMA/SMA/3886
Pair
YFI_USDT
Interval
2h
Score
397195
Daily Profit
0.294345
Profit Factor
1.391762
Profitability
41.803279
Streak
15.630372
Best Strategy
Training Data Length
1881.920000
Evaluation Time
2025-10-06 00:07
Expiration Time
2025-12-12 15:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553934.224 401975.6569 151958.5671 822047.722 1552497.806 -730450.084
Total P&L (%) 553.9342 401.9757 151.9586 822.0477 1552.4978 -730.4501
Avg Daily Profit (%) 0.2943 0.2136 0.0807 0.1181 0.1492 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184260 -110992 -104148 -3399908 -1463009 -2891347
Profit Factor 1.3918 1.5774 1.2117 1.0435 1.1712 0.9258
Total Trades 488 244 244 488 244 244
Winning Trades 204 100 104 204 100 104
Losing Trades 284 144 140 284 144 140
Profitability (%) 41.8033 40.9836 42.623 41.8033 40.9836 42.623
Ratio Avg Win / Avg Loss 1.9376 2.2714 1.6312 1.4527 1.6866 1.2462
Largest Winning Trade 92312 92312 45486 1359737 1359737 562965
Largest Losing Trade -59937 -37142 -59937 -1671916 -805777 -1671916
Avg Bars in Trades 45 50 41 45 50 41
Avg Bars in Winners 59 62 57 59 62 57
Avg Bars in Losers 36 41 30 36 41 30
Bars Traded 22441 12225 10216 22441 12225 10216
Profit Streak 15.6304 15.6304 17.3804 15.6304 15.6304 17.3804
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397195 303227 -86067 -207175 -26793 -580690
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22583,
    "evaluation_days": 1881.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597874400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759698464135,
    "expiration_time": 1765547913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 20,
            "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": [
        [
            553934.2239832728,
            401975.656893015,
            151958.5670902586,
            822047.7220146155,
            1552497.8060148177,
            -730450.0840002054
        ],
        [
            553.934224,
            401.975657,
            151.958567,
            822.047722,
            1552.497806,
            -730.450084
        ],
        [
            0.294345,
            0.213599,
            0.080747,
            0.11811,
            0.149154,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184260,
            -110992,
            -104148,
            -3399908,
            -1463009,
            -2891347
        ],
        [
            1.391762,
            1.577372,
            1.211718,
            1.04348,
            1.171222,
            0.925762
        ],
        [
            488,
            244,
            244,
            488,
            244,
            244
        ],
        [
            204,
            100,
            104,
            204,
            100,
            104
        ],
        [
            284,
            144,
            140,
            284,
            144,
            140
        ],
        [
            41.803279,
            40.983607,
            42.622951,
            41.803279,
            40.983607,
            42.622951
        ],
        [
            1.937551,
            2.271416,
            1.631159,
            1.452687,
            1.686559,
            1.246218
        ],
        [
            92312,
            92312,
            45486,
            1359737,
            1359737,
            562965
        ],
        [
            -59937,
            -37142,
            -59937,
            -1671916,
            -805777,
            -1671916
        ],
        [
            45,
            50,
            41,
            45,
            50,
            41
        ],
        [
            59,
            62,
            57,
            59,
            62,
            57
        ],
        [
            36,
            41,
            30,
            36,
            41,
            30
        ],
        [
            22441,
            12225,
            10216,
            22441,
            12225,
            10216
        ],
        [
            15.630372,
            15.630372,
            17.380372,
            15.630372,
            15.630372,
            17.380372
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397195,
            303227,
            -86067,
            -207175,
            -26793,
            -580690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22583,
    "evaluation_days": 1881.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597874400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759698464135,
    "expiration_time": 1765547913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 20,
            "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)