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Trade: YFI/USDT/360/JMA/DEMA/8601

Strategy
YFI/USDT/360/JMA/DEMA/8601
Pair
YFI_USDT
Interval
6h
Score
332837
Daily Profit
0.183789
Profit Factor
1.613684
Profitability
46.067416
Streak
0.000000
Best Strategy
Training Data Length
1876.250000
Evaluation Time
2025-09-29 18:32
Expiration Time
2025-11-24 20:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344834.3559 233005.5995 111828.7565 307607.9313 159219.9671 148387.9642
Total P&L (%) 344.8344 233.0056 111.8288 307.6079 159.22 148.388
Avg Daily Profit (%) 0.1838 0.1242 0.0596 0.0749 0.0508 0.0485
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125461 -44052 -89828 -119286 -69712 -72405
Profit Factor 1.6137 1.8078 1.409 1.4299 1.4128 1.4498
Total Trades 89 45 44 89 45 44
Winning Trades 41 18 23 41 18 23
Losing Trades 48 27 21 48 27 21
Profitability (%) 46.0674 40 52.2727 46.0674 40 52.2727
Ratio Avg Win / Avg Loss 1.8892 2.7116 1.2864 1.674 2.1193 1.3237
Largest Winning Trade 79683 79683 55300 173060 137275 173060
Largest Losing Trade -39553 -39553 -35120 -58598 -53593 -58598
Avg Bars in Trades 79 57 102 79 57 102
Avg Bars in Winners 96 65 120 96 65 120
Avg Bars in Losers 65 51 83 65 51 83
Bars Traded 7097 2571 4526 7097 2571 4526
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332837 -27617 -112234 -92217 -127039 -126783
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759159964704,
    "expiration_time": 1764010440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "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": [
        [
            344834.3559336324,
            233005.5994816874,
            111828.7564519452,
            307607.9312888143,
            159219.9671070668,
            148387.9641817475
        ],
        [
            344.834356,
            233.005599,
            111.828756,
            307.607931,
            159.219967,
            148.387964
        ],
        [
            0.183789,
            0.124187,
            0.059602,
            0.074919,
            0.050779,
            0.048503
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125461,
            -44052,
            -89828,
            -119286,
            -69712,
            -72405
        ],
        [
            1.613684,
            1.80776,
            1.408955,
            1.429876,
            1.412849,
            1.44978
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            46.067416,
            40,
            52.272727,
            46.067416,
            40,
            52.272727
        ],
        [
            1.88919,
            2.71164,
            1.286437,
            1.674001,
            2.119274,
            1.323712
        ],
        [
            79683,
            79683,
            55300,
            173060,
            137275,
            173060
        ],
        [
            -39553,
            -39553,
            -35120,
            -58598,
            -53593,
            -58598
        ],
        [
            79,
            57,
            102,
            79,
            57,
            102
        ],
        [
            96,
            65,
            120,
            96,
            65,
            120
        ],
        [
            65,
            51,
            83,
            65,
            51,
            83
        ],
        [
            7097,
            2571,
            4526,
            7097,
            2571,
            4526
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332837,
            -27617,
            -112234,
            -92217,
            -127039,
            -126783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601834400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759159964704,
    "expiration_time": 1764010440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 145,
            "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)