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Trade: YFI/USDT/240/DCM/SWMA/2086

Strategy
YFI/USDT/240/DCM/SWMA/2086
Pair
YFI_USDT
Interval
4h
Score
377502
Daily Profit
0.154055
Profit Factor
1.332076
Profitability
56.194690
Streak
34.968440
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-25 18:14
Expiration Time
2025-11-19 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288263.9235 174360.6363 113903.2872 -36347.6927 101095.3263 -137443.0189
Total P&L (%) 288.2639 174.3606 113.9033 -36.3477 101.0953 -137.443
Avg Daily Profit (%) 0.1541 0.0932 0.0609 -0.0241 0.0373 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137633 -88215 -86071 -398305 -288432 -361817
Profit Factor 1.3321 1.4736 1.2279 0.9797 1.1432 0.8731
Total Trades 226 113 113 226 113 113
Winning Trades 127 61 66 127 61 66
Losing Trades 99 52 47 99 52 47
Profitability (%) 56.1947 53.9823 58.4071 56.1947 53.9823 58.4071
Ratio Avg Win / Avg Loss 1.0384 1.2562 0.8744 0.7637 0.9745 0.6217
Largest Winning Trade 46439 46439 35233 99663 92050 99663
Largest Losing Trade -82343 -48082 -82343 -262076 -153655 -262076
Avg Bars in Trades 48 43 53 48 43 53
Avg Bars in Winners 42 32 52 42 32 52
Avg Bars in Losers 55 56 54 55 56 54
Bars Traded 10954 4909 6045 10954 4909 6045
Profit Streak 34.9684 49.1351 34.9684 34.9684 49.1351 34.9684
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377502 -66591 -112287 -577800 -206855 -579399

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813273231,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "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": [
        [
            288263.9234723322,
            174360.6362566125,
            113903.2872157198,
            -36347.6926603809,
            101095.3262885912,
            -137443.0189489721
        ],
        [
            288.263923,
            174.360636,
            113.903287,
            -36.347693,
            101.095326,
            -137.443019
        ],
        [
            0.154055,
            0.093183,
            0.060873,
            -0.024139,
            0.037342,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137633,
            -88215,
            -86071,
            -398305,
            -288432,
            -361817
        ],
        [
            1.332076,
            1.473586,
            1.227854,
            0.979679,
            1.143209,
            0.873058
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            56.19469,
            53.982301,
            58.40708,
            56.19469,
            53.982301,
            58.40708
        ],
        [
            1.03839,
            1.256171,
            0.874381,
            0.763687,
            0.974539,
            0.621723
        ],
        [
            46439,
            46439,
            35233,
            99663,
            92050,
            99663
        ],
        [
            -82343,
            -48082,
            -82343,
            -262076,
            -153655,
            -262076
        ],
        [
            48,
            43,
            53,
            48,
            43,
            53
        ],
        [
            42,
            32,
            52,
            42,
            32,
            52
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            10954,
            4909,
            6045,
            10954,
            4909,
            6045
        ],
        [
            34.96844,
            49.135107,
            34.96844,
            34.96844,
            49.135107,
            34.96844
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377502,
            -66591,
            -112287,
            -577800,
            -206855,
            -579399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813273231,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "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)