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Trade: YFI/USDT/120/SSF/JMA/2635

Strategy
YFI/USDT/120/SSF/JMA/2635
Pair
YFI_USDT
Interval
2h
Score
303255
Daily Profit
0.156735
Profit Factor
1.466721
Profitability
46.308725
Streak
0.000000
Best Strategy
Training Data Length
1884.420000
Evaluation Time
2025-10-08 12:09
Expiration Time
2025-12-15 06:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295354.9042 159304.6717 136050.2325 257527.1343 84613.3499 172913.7844
Total P&L (%) 295.3549 159.3047 136.0502 257.5271 84.6134 172.9138
Avg Daily Profit (%) 0.1567 0.0845 0.0722 0.0676 0.0325 0.0533
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55048 -38893 -67160 -283700 -153209 -130490
Profit Factor 1.4667 1.4327 1.5141 1.1912 1.104 1.3244
Total Trades 149 74 75 149 74 75
Winning Trades 69 33 36 69 33 36
Losing Trades 80 41 39 80 41 39
Profitability (%) 46.3087 44.5946 48 46.3087 44.5946 48
Ratio Avg Win / Avg Loss 1.7005 1.78 1.6402 1.3811 1.3716 1.4347
Largest Winning Trade 81478 81478 63298 182153 182153 110614
Largest Losing Trade -33331 -33331 -27056 -127546 -127546 -44914
Avg Bars in Trades 148 142 154 148 142 154
Avg Bars in Winners 209 189 227 209 189 227
Avg Bars in Losers 96 104 87 96 104 87
Bars Traded 22138 10556 11582 22138 10556 11582
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 303255 -144643 -151776 -113850 -322111 -179253
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22613,
    "evaluation_days": 1884.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914541052,
    "expiration_time": 1765771689600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 214,
            "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": [
        [
            295354.9042069475,
            159304.6716800455,
            136050.2325269018,
            257527.1343255697,
            84613.3499446695,
            172913.7843809002
        ],
        [
            295.354904,
            159.304672,
            136.050233,
            257.527134,
            84.61335,
            172.913784
        ],
        [
            0.156735,
            0.084538,
            0.072197,
            0.067632,
            0.03254,
            0.053292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55048,
            -38893,
            -67160,
            -283700,
            -153209,
            -130490
        ],
        [
            1.466721,
            1.432695,
            1.514055,
            1.191226,
            1.103996,
            1.32436
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            46.308725,
            44.594595,
            48,
            46.308725,
            44.594595,
            48
        ],
        [
            1.700546,
            1.780015,
            1.640226,
            1.381132,
            1.371631,
            1.434723
        ],
        [
            81478,
            81478,
            63298,
            182153,
            182153,
            110614
        ],
        [
            -33331,
            -33331,
            -27056,
            -127546,
            -127546,
            -44914
        ],
        [
            148,
            142,
            154,
            148,
            142,
            154
        ],
        [
            209,
            189,
            227,
            209,
            189,
            227
        ],
        [
            96,
            104,
            87,
            96,
            104,
            87
        ],
        [
            22138,
            10556,
            11582,
            22138,
            10556,
            11582
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303255,
            -144643,
            -151776,
            -113850,
            -322111,
            -179253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22613,
    "evaluation_days": 1884.42,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759914541052,
    "expiration_time": 1765771689600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 214,
            "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)