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Trade: YFI/USDT/120/SWMA/WMA/9799

Strategy
YFI/USDT/120/SWMA/WMA/9799
Pair
YFI_USDT
Interval
2h
Score
390470
Daily Profit
0.188697
Profit Factor
1.339706
Profitability
52.466368
Streak
39.850507
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-05 15:24
Expiration Time
2025-12-12 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 355033.9917 245333.1323 109700.8594 -10688.3314 694402.8411 -705091.1725
Total P&L (%) 355.034 245.3331 109.7009 -10.6883 694.4028 -705.0912
Avg Daily Profit (%) 0.1887 0.1304 0.0583 -0.006 0.1102 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175345 -98373 -112404 -910750 -460320 -977442
Profit Factor 1.3397 1.4793 1.2057 0.9979 1.3451 0.7623
Total Trades 223 112 111 223 112 111
Winning Trades 117 48 69 117 48 69
Losing Trades 106 64 42 106 64 42
Profitability (%) 52.4664 42.8571 62.1622 52.4664 42.8571 62.1622
Ratio Avg Win / Avg Loss 1.2138 1.9724 0.7339 0.904 1.7934 0.464
Largest Winning Trade 66531 66531 57839 269153 269153 161010
Largest Losing Trade -71255 -39631 -71255 -597214 -170643 -597214
Avg Bars in Trades 100 111 88 100 111 88
Avg Bars in Winners 96 108 88 96 108 88
Avg Bars in Losers 103 113 88 103 113 88
Bars Traded 22319 12459 9860 22319 12459 9860
Profit Streak 39.8505 39.8505 69.6005 39.8505 39.8505 69.6005
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390470 -18705 -114528 -577782 -46021 -578081
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759667083830,
    "expiration_time": 1765510617600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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": [
        [
            355033.9917306005,
            245333.1322921409,
            109700.85943846,
            -10688.3314496784,
            694402.8410669952,
            -705091.1725166739
        ],
        [
            355.033992,
            245.333132,
            109.700859,
            -10.688331,
            694.402841,
            -705.091173
        ],
        [
            0.188697,
            0.130392,
            0.058305,
            -0.006008,
            0.110208,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175345,
            -98373,
            -112404,
            -910750,
            -460320,
            -977442
        ],
        [
            1.339706,
            1.479331,
            1.205703,
            0.997853,
            1.345067,
            0.762323
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            117,
            48,
            69,
            117,
            48,
            69
        ],
        [
            106,
            64,
            42,
            106,
            64,
            42
        ],
        [
            52.466368,
            42.857143,
            62.162162,
            52.466368,
            42.857143,
            62.162162
        ],
        [
            1.213751,
            1.972442,
            0.733906,
            0.904038,
            1.793423,
            0.464023
        ],
        [
            66531,
            66531,
            57839,
            269153,
            269153,
            161010
        ],
        [
            -71255,
            -39631,
            -71255,
            -597214,
            -170643,
            -597214
        ],
        [
            100,
            111,
            88,
            100,
            111,
            88
        ],
        [
            96,
            108,
            88,
            96,
            108,
            88
        ],
        [
            103,
            113,
            88,
            103,
            113,
            88
        ],
        [
            22319,
            12459,
            9860,
            22319,
            12459,
            9860
        ],
        [
            39.850507,
            39.850507,
            69.600507,
            39.850507,
            39.850507,
            69.600507
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390470,
            -18705,
            -114528,
            -577782,
            -46021,
            -578081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598572800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759667083830,
    "expiration_time": 1765510617600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 211,
            "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)