← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: YFI/USDT/120/DEMA/MIDPRICE/2845

Strategy
YFI/USDT/120/DEMA/MIDPRICE/2845
Pair
YFI_USDT
Interval
2h
Score
333993
Daily Profit
0.151315
Profit Factor
1.233585
Profitability
50.636943
Streak
8.687582
Best Strategy
Training Data Length
1877.920000
Evaluation Time
2025-10-01 23:30
Expiration Time
2025-12-08 12:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284156.5553 194205.2756 89951.2797 2258.255 96641.8394 -94383.5844
Total P&L (%) 284.1566 194.2053 89.9513 2.2583 96.6418 -94.3836
Avg Daily Profit (%) 0.1513 0.1034 0.0479 0.0012 0.036 -0.1532
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185714 -121605 -134355 -345701 -154235 -293614
Profit Factor 1.2336 1.309 1.153 1.0016 1.1549 0.8749
Total Trades 314 157 157 314 157 157
Winning Trades 159 80 79 159 80 79
Losing Trades 155 77 78 155 77 78
Profitability (%) 50.6369 50.9554 50.3185 50.6369 50.9554 50.3185
Ratio Avg Win / Avg Loss 1.2026 1.2599 1.1384 0.9764 1.1116 0.8638
Largest Winning Trade 71619 71619 38762 72870 72870 68776
Largest Losing Trade -43772 -41482 -43772 -114338 -108691 -114338
Avg Bars in Trades 70 89 52 70 89 52
Avg Bars in Winners 72 74 70 72 74 70
Avg Bars in Losers 69 105 33 69 105 33
Bars Traded 22233 14048 8185 22233 14048 8185
Profit Streak 8.6876 9.6042 0 8.6876 9.6042 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333993 -53724 -180862 -574995 -193832 -580469
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22535,
    "evaluation_days": 1877.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759350607127,
    "expiration_time": 1765189872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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": [
        [
            284156.5553335309,
            194205.2756236702,
            89951.279709861,
            2258.2549775478,
            96641.8393848692,
            -94383.5844073214
        ],
        [
            284.156555,
            194.205276,
            89.95128,
            2.258255,
            96.641839,
            -94.383584
        ],
        [
            0.151315,
            0.103415,
            0.047899,
            0.001189,
            0.036015,
            -0.153216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185714,
            -121605,
            -134355,
            -345701,
            -154235,
            -293614
        ],
        [
            1.233585,
            1.308959,
            1.152998,
            1.001639,
            1.154932,
            0.874855
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            50.636943,
            50.955414,
            50.318471,
            50.636943,
            50.955414,
            50.318471
        ],
        [
            1.202551,
            1.259873,
            1.138403,
            0.97644,
            1.111623,
            0.863781
        ],
        [
            71619,
            71619,
            38762,
            72870,
            72870,
            68776
        ],
        [
            -43772,
            -41482,
            -43772,
            -114338,
            -108691,
            -114338
        ],
        [
            70,
            89,
            52,
            70,
            89,
            52
        ],
        [
            72,
            74,
            70,
            72,
            74,
            70
        ],
        [
            69,
            105,
            33,
            69,
            105,
            33
        ],
        [
            22233,
            14048,
            8185,
            22233,
            14048,
            8185
        ],
        [
            8.687582,
            9.604249,
            0,
            8.687582,
            9.604249,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333993,
            -53724,
            -180862,
            -574995,
            -193832,
            -580469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22535,
    "evaluation_days": 1877.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759350607127,
    "expiration_time": 1765189872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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)