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Trade: YFI/USDT/720/DEMA/PWMA/3990

Strategy
YFI/USDT/720/DEMA/PWMA/3990
Pair
YFI_USDT
Interval
12h
Score
367759
Daily Profit
0.158052
Profit Factor
1.473644
Profitability
58.783784
Streak
0.000000
Best Strategy
Training Data Length
1878.500000
Evaluation Time
2025-10-02 03:33
Expiration Time
2025-11-26 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296901.2907 191638.5413 105262.7494 80494.0833 75175.9412 5318.1421
Total P&L (%) 296.9013 191.6385 105.2627 80.4941 75.1759 5.3181
Avg Daily Profit (%) 0.1581 0.102 0.056 0.0314 0.0298 0.0028
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183859 -112354 -136543 -153735 -59535 -109764
Profit Factor 1.4736 1.5317 1.3951 1.2632 1.4828 1.0354
Total Trades 148 74 74 148 74 74
Winning Trades 87 40 47 87 40 47
Losing Trades 61 34 27 61 34 27
Profitability (%) 58.7838 54.0541 63.5135 58.7838 54.0541 63.5135
Ratio Avg Win / Avg Loss 1.0332 1.302 0.8014 0.8857 1.2604 0.5948
Largest Winning Trade 92447 92447 49547 54861 54861 21597
Largest Losing Trade -68268 -43412 -68268 -89206 -35189 -89206
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 18 19 17 18 19 17
Bars Traded 3628 1822 1806 3628 1822 1806
Profit Streak 0 0 18.023 0 0 18.023
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367759 -118660 -180679 -150884 -215183 -599732
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365184390,
    "expiration_time": 1764189072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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": [
        [
            296901.2906987831,
            191638.5412977582,
            105262.7494010251,
            80494.0833451283,
            75175.9412426938,
            5318.1421024345
        ],
        [
            296.901291,
            191.638541,
            105.262749,
            80.494083,
            75.175941,
            5.318142
        ],
        [
            0.158052,
            0.102017,
            0.056036,
            0.031441,
            0.029849,
            0.002758
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183859,
            -112354,
            -136543,
            -153735,
            -59535,
            -109764
        ],
        [
            1.473644,
            1.531748,
            1.395055,
            1.263165,
            1.48284,
            1.035413
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            58.783784,
            54.054054,
            63.513514,
            58.783784,
            54.054054,
            63.513514
        ],
        [
            1.033245,
            1.301985,
            0.801415,
            0.885668,
            1.260414,
            0.594812
        ],
        [
            92447,
            92447,
            49547,
            54861,
            54861,
            21597
        ],
        [
            -68268,
            -43412,
            -68268,
            -89206,
            -35189,
            -89206
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            18,
            19,
            17,
            18,
            19,
            17
        ],
        [
            3628,
            1822,
            1806,
            3628,
            1822,
            1806
        ],
        [
            0,
            0,
            18.022967,
            0,
            0,
            18.022967
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367759,
            -118660,
            -180679,
            -150884,
            -215183,
            -599732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3757,
    "evaluation_days": 1878.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601208000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365184390,
    "expiration_time": 1764189072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "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)