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Trade: YFI/USDT/720/SMA/PWMA/5907

Strategy
YFI/USDT/720/SMA/PWMA/5907
Pair
YFI_USDT
Interval
12h
Score
347417
Daily Profit
0.152301
Profit Factor
1.463679
Profitability
58.181818
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 286097.111 167551.7708 118545.3402 110579.2952 83222.0397 27357.2555
Total P&L (%) 286.0971 167.5518 118.5453 110.5793 83.222 27.3573
Avg Daily Profit (%) 0.1523 0.0892 0.0631 0.0397 0.0322 0.0129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124286 -105938 -78735 -457261 -368903 -243346
Profit Factor 1.4637 1.5119 1.4092 1.0607 1.0898 1.0306
Total Trades 110 55 55 110 55 55
Winning Trades 64 28 36 64 28 36
Losing Trades 46 27 19 46 27 19
Profitability (%) 58.1818 50.9091 65.4545 58.1818 50.9091 65.4545
Ratio Avg Win / Avg Loss 1.052 1.4579 0.7437 0.7624 1.0509 0.5439
Largest Winning Trade 108268 108268 39343 126464 99589 126464
Largest Losing Trade -45740 -45740 -43540 -163214 -147414 -163214
Avg Bars in Trades 33 35 30 33 35 30
Avg Bars in Winners 25 27 24 25 27 24
Avg Bars in Losers 43 44 42 43 44 42
Bars Traded 3635 1953 1682 3635 1953 1682
Profit Streak 0 0 91.523 0 0 91.523
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347417 -252439 -286673 -294022 -451505 -544662
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": 1601467200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365187641,
    "expiration_time": 1764189072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "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": [
        [
            286097.1109812923,
            167551.7707595665,
            118545.3402217259,
            110579.295214359,
            83222.0397057526,
            27357.2555086062
        ],
        [
            286.097111,
            167.551771,
            118.54534,
            110.579295,
            83.22204,
            27.357256
        ],
        [
            0.152301,
            0.089194,
            0.063106,
            0.039651,
            0.03224,
            0.012874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124286,
            -105938,
            -78735,
            -457261,
            -368903,
            -243346
        ],
        [
            1.463679,
            1.511924,
            1.409175,
            1.060688,
            1.089799,
            1.030555
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            58.181818,
            50.909091,
            65.454545,
            58.181818,
            50.909091,
            65.454545
        ],
        [
            1.052019,
            1.457927,
            0.743731,
            0.762369,
            1.050877,
            0.543904
        ],
        [
            108268,
            108268,
            39343,
            126464,
            99589,
            126464
        ],
        [
            -45740,
            -45740,
            -43540,
            -163214,
            -147414,
            -163214
        ],
        [
            33,
            35,
            30,
            33,
            35,
            30
        ],
        [
            25,
            27,
            24,
            25,
            27,
            24
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            3635,
            1953,
            1682,
            3635,
            1953,
            1682
        ],
        [
            0,
            0,
            91.523005,
            0,
            0,
            91.523005
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347417,
            -252439,
            -286673,
            -294022,
            -451505,
            -544662
        ]
    ]
}
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": 1601467200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759365187641,
    "expiration_time": 1764189072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 103,
            "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)