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Trade: YFI/USDT/720/SWMA/BBM/1996

Strategy
YFI/USDT/720/SWMA/BBM/1996
Pair
YFI_USDT
Interval
12h
Score
404455
Daily Profit
0.172855
Profit Factor
1.449501
Profitability
55.813953
Streak
72.893004
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 00:25
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323497.855 239530.7201 83967.1349 24078.874 -81776.7736 105855.6476
Total P&L (%) 323.4979 239.5307 83.9671 24.0789 -81.7768 105.8556
Avg Daily Profit (%) 0.1729 0.128 0.0449 0.0115 -0.0909 0.0386
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199943 -133535 -115633 -1054936 -537170 -662577
Profit Factor 1.4495 1.5375 1.3064 1.0089 0.9497 1.0969
Total Trades 129 65 64 129 65 64
Winning Trades 72 36 36 72 36 36
Losing Trades 57 29 28 57 29 28
Profitability (%) 55.814 55.3846 56.25 55.814 55.3846 56.25
Ratio Avg Win / Avg Loss 1.1475 1.2386 1.0161 0.7987 0.765 0.8532
Largest Winning Trade 159603 159603 31952 230186 230186 147297
Largest Losing Trade -56680 -56680 -53409 -413347 -232779 -413347
Avg Bars in Trades 28 32 23 28 32 23
Avg Bars in Winners 28 30 26 28 30 26
Avg Bars in Losers 27 35 19 27 35 19
Bars Traded 3629 2134 1495 3629 2134 1495
Profit Streak 72.893 98.893 72.893 72.893 98.893 72.893
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404455 -150204 -269988 -391201 -710363 -394067
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008355570,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 3.24722
        }
    }
}
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": [
        [
            323497.8549870621,
            239530.7201358735,
            83967.1348511885,
            24078.8740319551,
            -81776.773579824,
            105855.6476117795
        ],
        [
            323.497855,
            239.53072,
            83.967135,
            24.078874,
            -81.776774,
            105.855648
        ],
        [
            0.172855,
            0.127989,
            0.044866,
            0.011529,
            -0.090927,
            0.038586
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199943,
            -133535,
            -115633,
            -1054936,
            -537170,
            -662577
        ],
        [
            1.449501,
            1.537544,
            1.30636,
            1.008862,
            0.949672,
            1.096919
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            55.813953,
            55.384615,
            56.25,
            55.813953,
            55.384615,
            56.25
        ],
        [
            1.147522,
            1.238577,
            1.016058,
            0.798682,
            0.765013,
            0.853159
        ],
        [
            159603,
            159603,
            31952,
            230186,
            230186,
            147297
        ],
        [
            -56680,
            -56680,
            -53409,
            -413347,
            -232779,
            -413347
        ],
        [
            28,
            32,
            23,
            28,
            32,
            23
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            27,
            35,
            19,
            27,
            35,
            19
        ],
        [
            3629,
            2134,
            1495,
            3629,
            2134,
            1495
        ],
        [
            72.893004,
            98.893004,
            72.893004,
            72.893004,
            98.893004,
            72.893004
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404455,
            -150204,
            -269988,
            -391201,
            -710363,
            -394067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008355570,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 3.24722
        }
    }
}

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)