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Trade: YFI/USDT/240/JMA/HILO/2499

Strategy
YFI/USDT/240/JMA/HILO/2499
Pair
YFI_USDT
Interval
4h
Score
398524
Daily Profit
0.248795
Profit Factor
1.500498
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 14:50
Expiration Time
2025-11-25 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 466988.7537 261538.977 205449.7767 1154883.5944 458709.4634 696174.131
Total P&L (%) 466.9888 261.539 205.4498 1154.8836 458.7095 696.1741
Avg Daily Profit (%) 0.2488 0.1393 0.1095 0.1349 0.0917 0.1106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65182 -72096 -63706 -436769 -496926 -305343
Profit Factor 1.5005 1.587 1.4214 1.1953 1.1522 1.2401
Total Trades 294 147 147 294 147 147
Winning Trades 140 55 85 140 55 85
Losing Trades 154 92 62 154 92 62
Profitability (%) 47.619 37.415 57.8231 47.619 37.415 57.8231
Ratio Avg Win / Avg Loss 1.6505 2.6546 1.0368 1.3149 1.9274 0.9045
Largest Winning Trade 84812 84812 56536 466470 466470 294946
Largest Losing Trade -45684 -25673 -45684 -210491 -168122 -210491
Avg Bars in Trades 37 32 42 37 32 42
Avg Bars in Winners 47 44 48 47 44 48
Avg Bars in Losers 28 24 34 28 24 34
Bars Traded 10972 4708 6264 10972 4708 6264
Profit Streak 0 0 18.3266 0 0 18.3266
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398524 -9131 -44626 -17631 -127547 -45471
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600056000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759233015507,
    "expiration_time": 1764084384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            466988.7536686464,
            261538.9769958381,
            205449.7766728089,
            1154883.5943968147,
            458709.4633581648,
            696174.1310386515
        ],
        [
            466.988754,
            261.538977,
            205.449777,
            1154.883594,
            458.709463,
            696.174131
        ],
        [
            0.248795,
            0.139339,
            0.109456,
            0.134861,
            0.091702,
            0.110591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65182,
            -72096,
            -63706,
            -436769,
            -496926,
            -305343
        ],
        [
            1.500498,
            1.586995,
            1.421442,
            1.195326,
            1.152241,
            1.240096
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            140,
            55,
            85,
            140,
            55,
            85
        ],
        [
            154,
            92,
            62,
            154,
            92,
            62
        ],
        [
            47.619048,
            37.414966,
            57.823129,
            47.619048,
            37.414966,
            57.823129
        ],
        [
            1.650548,
            2.65461,
            1.036817,
            1.314858,
            1.927385,
            0.904541
        ],
        [
            84812,
            84812,
            56536,
            466470,
            466470,
            294946
        ],
        [
            -45684,
            -25673,
            -45684,
            -210491,
            -168122,
            -210491
        ],
        [
            37,
            32,
            42,
            37,
            32,
            42
        ],
        [
            47,
            44,
            48,
            47,
            44,
            48
        ],
        [
            28,
            24,
            34,
            28,
            24,
            34
        ],
        [
            10972,
            4708,
            6264,
            10972,
            4708,
            6264
        ],
        [
            0,
            0,
            18.326568,
            0,
            0,
            18.326568
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398524,
            -9131,
            -44626,
            -17631,
            -127547,
            -45471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11262,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600056000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759233015507,
    "expiration_time": 1764084384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)