← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: YFI/USDT/240/JMA/MIDPRICE/6734

Strategy
YFI/USDT/240/JMA/MIDPRICE/6734
Pair
YFI_USDT
Interval
4h
Score
357291
Daily Profit
0.195092
Profit Factor
1.402965
Profitability
49.537037
Streak
7.189436
Best Strategy
Training Data Length
1875.830000
Evaluation Time
2025-09-29 11:32
Expiration Time
2025-11-24 12:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365959.7246 250363.9482 115595.7764 221318.8232 73844.8224 147474.0008
Total P&L (%) 365.9597 250.3639 115.5958 221.3188 73.8448 147.474
Avg Daily Profit (%) 0.1951 0.1335 0.0616 0.0622 0.0295 0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89861 -90113 -110061 -485283 -376610 -363592
Profit Factor 1.403 1.5148 1.2741 1.078 1.0485 1.112
Total Trades 216 108 108 216 108 108
Winning Trades 107 50 57 107 50 57
Losing Trades 109 58 51 109 58 51
Profitability (%) 49.537 46.2963 52.7778 49.537 46.2963 52.7778
Ratio Avg Win / Avg Loss 1.4292 1.7571 1.1399 1.0981 1.2163 0.995
Largest Winning Trade 110469 110469 37905 206563 180413 206563
Largest Losing Trade -42515 -42060 -42515 -143865 -126171 -143865
Avg Bars in Trades 50 59 40 50 59 40
Avg Bars in Winners 57 61 53 57 61 53
Avg Bars in Losers 43 58 26 43 58 26
Bars Traded 10866 6460 4406 10866 6460 4406
Profit Streak 7.1894 0 16.0228 7.1894 0 16.0228
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357291 -14048 -110044 -242938 -322368 -226653
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11255,
    "evaluation_days": 1875.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759134767312,
    "expiration_time": 1763980560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "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": [
        [
            365959.7246325412,
            250363.9482489189,
            115595.7763836224,
            221318.8231754626,
            73844.8223502061,
            147474.0008252569
        ],
        [
            365.959725,
            250.363948,
            115.595776,
            221.318823,
            73.844822,
            147.474001
        ],
        [
            0.195092,
            0.133468,
            0.061624,
            0.062246,
            0.029484,
            0.048318
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89861,
            -90113,
            -110061,
            -485283,
            -376610,
            -363592
        ],
        [
            1.402965,
            1.514764,
            1.274053,
            1.077971,
            1.048509,
            1.112047
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            107,
            50,
            57,
            107,
            50,
            57
        ],
        [
            109,
            58,
            51,
            109,
            58,
            51
        ],
        [
            49.537037,
            46.296296,
            52.777778,
            49.537037,
            46.296296,
            52.777778
        ],
        [
            1.429189,
            1.757126,
            1.139942,
            1.09812,
            1.216271,
            0.99499
        ],
        [
            110469,
            110469,
            37905,
            206563,
            180413,
            206563
        ],
        [
            -42515,
            -42060,
            -42515,
            -143865,
            -126171,
            -143865
        ],
        [
            50,
            59,
            40,
            50,
            59,
            40
        ],
        [
            57,
            61,
            53,
            57,
            61,
            53
        ],
        [
            43,
            58,
            26,
            43,
            58,
            26
        ],
        [
            10866,
            6460,
            4406,
            10866,
            6460,
            4406
        ],
        [
            7.189436,
            0,
            16.02277,
            7.189436,
            0,
            16.02277
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357291,
            -14048,
            -110044,
            -242938,
            -322368,
            -226653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11255,
    "evaluation_days": 1875.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600473600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759134767312,
    "expiration_time": 1763980560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 95,
            "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)