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Trade: YFI/USDT/120/DEMA/JMA/4042

Strategy
YFI/USDT/120/DEMA/JMA/4042
Pair
YFI_USDT
Interval
2h
Score
352660
Daily Profit
0.219344
Profit Factor
1.453814
Profitability
50.574713
Streak
0.000000
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-26 17:27
Expiration Time
2025-12-01 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410320.2396 295687.2708 114632.9688 -20852.2992 20511.5411 -41363.8403
Total P&L (%) 410.3202 295.6873 114.633 -20.8523 20.5115 -41.3638
Avg Daily Profit (%) 0.2193 0.1581 0.0613 -0.0125 0.01 -0.0285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79530 -98191 -59534 -41857 -42918 -29592
Profit Factor 1.4538 1.5393 1.3221 0.9552 1.0822 0.8088
Total Trades 174 87 87 174 87 87
Winning Trades 88 40 48 88 40 48
Losing Trades 86 47 39 86 47 39
Profitability (%) 50.5747 45.977 55.1724 50.5747 45.977 55.1724
Ratio Avg Win / Avg Loss 1.4208 1.8087 1.0742 0.9335 1.2716 0.6571
Largest Winning Trade 153381 153381 35008 26320 26320 19883
Largest Losing Trade -90521 -47509 -90521 -90521 -20189 -90521
Avg Bars in Trades 126 142 111 126 142 111
Avg Bars in Winners 144 165 127 144 165 127
Avg Bars in Losers 108 121 92 108 121 92
Bars Traded 22081 12363 9718 22081 12363 9718
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 352660 289224 -110533 -579792 -318080 -580429

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598695200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896833318,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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": [
        [
            410320.2396098064,
            295687.2707599438,
            114632.9688498626,
            -20852.2992102801,
            20511.5410849566,
            -41363.8402952368
        ],
        [
            410.32024,
            295.687271,
            114.632969,
            -20.852299,
            20.511541,
            -41.36384
        ],
        [
            0.219344,
            0.158065,
            0.061279,
            -0.0125,
            0.009974,
            -0.028532
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79530,
            -98191,
            -59534,
            -41857,
            -42918,
            -29592
        ],
        [
            1.453814,
            1.539299,
            1.322111,
            0.955244,
            1.082171,
            0.808755
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            50.574713,
            45.977011,
            55.172414,
            50.574713,
            45.977011,
            55.172414
        ],
        [
            1.420772,
            1.808677,
            1.074215,
            0.933534,
            1.27155,
            0.657114
        ],
        [
            153381,
            153381,
            35008,
            26320,
            26320,
            19883
        ],
        [
            -90521,
            -47509,
            -90521,
            -90521,
            -20189,
            -90521
        ],
        [
            126,
            142,
            111,
            126,
            142,
            111
        ],
        [
            144,
            165,
            127,
            144,
            165,
            127
        ],
        [
            108,
            121,
            92,
            108,
            121,
            92
        ],
        [
            22081,
            12363,
            9718,
            22081,
            12363,
            9718
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352660,
            289224,
            -110533,
            -579792,
            -318080,
            -580429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598695200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896833318,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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)