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Trade: YFI/USDT/360/MIDPOINT/SWMA/1916

Strategy
YFI/USDT/360/MIDPOINT/SWMA/1916
Pair
YFI_USDT
Interval
6h
Score
421349
Daily Profit
0.161343
Profit Factor
1.612382
Profitability
67.021277
Streak
54.842348
Best Strategy
Training Data Length
1882.250000
Evaluation Time
2025-10-05 17:12
Expiration Time
2025-12-01 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 303688.6214 182359.1473 121329.4741 243455.8174 232097.4937 11358.3237
Total P&L (%) 303.6886 182.3591 121.3295 243.4558 232.0975 11.3583
Avg Daily Profit (%) 0.1613 0.0969 0.0645 0.0656 0.0638 0.0057
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63938 -71106 -46235 -197614 -73222 -219532
Profit Factor 1.6124 1.8842 1.4188 1.2529 1.6904 1.0181
Total Trades 94 47 47 94 47 47
Winning Trades 63 31 32 63 31 32
Losing Trades 31 16 15 31 16 15
Profitability (%) 67.0213 65.9574 68.0851 67.0213 65.9574 68.0851
Ratio Avg Win / Avg Loss 0.7934 0.9725 0.6651 0.6165 0.8725 0.4772
Largest Winning Trade 52153 47756 52153 65471 65471 64376
Largest Losing Trade -54579 -39755 -54579 -163879 -73222 -163879
Avg Bars in Trades 76 47 105 76 47 105
Avg Bars in Winners 63 31 93 63 31 93
Avg Bars in Losers 102 76 131 102 76 131
Bars Traded 7181 2209 4972 7181 2209 4972
Profit Streak 54.8423 122.8423 54.8423 54.8423 122.8423 54.8423
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421349 -59258 -104728 -103104 -103760 -507969
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673578844,
    "expiration_time": 1764544392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 179,
            "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": [
        [
            303688.6214059617,
            182359.1472852125,
            121329.474120749,
            243455.8173621005,
            232097.4936976776,
            11358.3236644229
        ],
        [
            303.688621,
            182.359147,
            121.329474,
            243.455817,
            232.097494,
            11.358324
        ],
        [
            0.161343,
            0.096884,
            0.06446,
            0.065575,
            0.063788,
            0.005716
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63938,
            -71106,
            -46235,
            -197614,
            -73222,
            -219532
        ],
        [
            1.612382,
            1.88424,
            1.418838,
            1.252878,
            1.690435,
            1.018128
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            67.021277,
            65.957447,
            68.085106,
            67.021277,
            65.957447,
            68.085106
        ],
        [
            0.793394,
            0.972511,
            0.66508,
            0.616496,
            0.872483,
            0.477247
        ],
        [
            52153,
            47756,
            52153,
            65471,
            65471,
            64376
        ],
        [
            -54579,
            -39755,
            -54579,
            -163879,
            -73222,
            -163879
        ],
        [
            76,
            47,
            105,
            76,
            47,
            105
        ],
        [
            63,
            31,
            93,
            63,
            31,
            93
        ],
        [
            102,
            76,
            131,
            102,
            76,
            131
        ],
        [
            7181,
            2209,
            4972,
            7181,
            2209,
            4972
        ],
        [
            54.842348,
            122.842348,
            54.842348,
            54.842348,
            122.842348,
            54.842348
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421349,
            -59258,
            -104728,
            -103104,
            -103760,
            -507969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673578844,
    "expiration_time": 1764544392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 179,
            "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)