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Trade: YFI/USDT/120/SWMA/SWMA/2195

Strategy
YFI/USDT/120/SWMA/SWMA/2195
Pair
YFI_USDT
Interval
2h
Score
313372
Daily Profit
0.212175
Profit Factor
1.202253
Profitability
38.006572
Streak
0.000000
Best Strategy
Training Data Length
1884.580000
Evaluation Time
2025-10-08 15:27
Expiration Time
2025-12-15 10:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399859.9822 362417.6884 37442.2938 103659.5594 611223.3813 -507563.8219
Total P&L (%) 399.86 362.4177 37.4423 103.6596 611.2234 -507.5638
Avg Daily Profit (%) 0.2122 0.1923 0.0199 0.0377 0.1042 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202313 -153536 -116850 -1320643 -806044 -998309
Profit Factor 1.2023 1.3585 1.0388 1.0132 1.1562 0.8705
Total Trades 913 457 456 913 457 456
Winning Trades 347 157 190 347 157 190
Losing Trades 566 300 266 566 300 266
Profitability (%) 38.0066 34.3545 41.6667 38.0066 34.3545 41.6667
Ratio Avg Win / Avg Loss 1.961 2.5959 1.4543 1.6527 2.2094 1.2187
Largest Winning Trade 116233 116233 42173 260560 260560 232185
Largest Losing Trade -29837 -29837 -28199 -295597 -295597 -264155
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 34 35 34 34 35 34
Avg Bars in Losers 18 17 19 18 17 19
Bars Traded 22539 10829 11710 22539 10829 11710
Profit Streak 0 0 6.8522 0 0 6.8522
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313372 184825 -346637 -346946 -105034 -579089
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597284000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759926434243,
    "expiration_time": 1765786608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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": [
        [
            399859.9821883628,
            362417.6884107941,
            37442.293777569,
            103659.5594086068,
            611223.3813263986,
            -507563.8219177933
        ],
        [
            399.859982,
            362.417688,
            37.442294,
            103.659559,
            611.223381,
            -507.563822
        ],
        [
            0.212175,
            0.192307,
            0.019868,
            0.037749,
            0.104153,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202313,
            -153536,
            -116850,
            -1320643,
            -806044,
            -998309
        ],
        [
            1.202253,
            1.358495,
            1.038757,
            1.013238,
            1.156249,
            0.870481
        ],
        [
            913,
            457,
            456,
            913,
            457,
            456
        ],
        [
            347,
            157,
            190,
            347,
            157,
            190
        ],
        [
            566,
            300,
            266,
            566,
            300,
            266
        ],
        [
            38.006572,
            34.354486,
            41.666667,
            38.006572,
            34.354486,
            41.666667
        ],
        [
            1.961024,
            2.59585,
            1.454259,
            1.652716,
            2.209393,
            1.218674
        ],
        [
            116233,
            116233,
            42173,
            260560,
            260560,
            232185
        ],
        [
            -29837,
            -29837,
            -28199,
            -295597,
            -295597,
            -264155
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            22539,
            10829,
            11710,
            22539,
            10829,
            11710
        ],
        [
            0,
            0,
            6.852248,
            0,
            0,
            6.852248
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313372,
            184825,
            -346637,
            -346946,
            -105034,
            -579089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597284000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759926434243,
    "expiration_time": 1765786608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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)