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Trade: YFI/USDT/240/EMA/MIDPOINT/2672

Strategy
YFI/USDT/240/EMA/MIDPOINT/2672
Pair
YFI_USDT
Interval
4h
Score
386398
Daily Profit
0.203792
Profit Factor
1.282734
Profitability
45.933014
Streak
9.484175
Best Strategy
Training Data Length
1880.670000
Evaluation Time
2025-10-04 06:37
Expiration Time
2025-11-29 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383265.647 303301.8765 79963.7704 92146.8332 273037.4789 -180890.6457
Total P&L (%) 383.2656 303.3019 79.9638 92.1468 273.0375 -180.8906
Avg Daily Profit (%) 0.2038 0.1613 0.0425 0.0347 0.07 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123161 -79163 -105433 -495581 -290425 -437875
Profit Factor 1.2827 1.4731 1.1119 1.0196 1.1232 0.9276
Total Trades 418 209 209 418 209 209
Winning Trades 192 96 96 192 96 96
Losing Trades 226 113 113 226 113 113
Profitability (%) 45.933 45.933 45.933 45.933 45.933 45.933
Ratio Avg Win / Avg Loss 1.5099 1.7339 1.3088 1.2001 1.3222 1.0918
Largest Winning Trade 180578 180578 39740 202543 202543 112361
Largest Losing Trade -43261 -31113 -43261 -155924 -104680 -155924
Avg Bars in Trades 26 28 25 26 28 25
Avg Bars in Winners 32 30 33 32 30 33
Avg Bars in Losers 21 25 18 21 25 18
Bars Traded 11168 5896 5272 11168 5896 5272
Profit Streak 9.4842 9.4842 20.8175 9.4842 9.4842 20.8175
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386398 339953 -233234 -343526 -184492 -578820
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11284,
    "evaluation_days": 1880.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759549032744,
    "expiration_time": 1764410688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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": [
        [
            383265.6469625214,
            303301.8765132201,
            79963.7704493017,
            92146.8332201585,
            273037.4789466983,
            -180890.64572654
        ],
        [
            383.265647,
            303.301877,
            79.96377,
            92.146833,
            273.037479,
            -180.890646
        ],
        [
            0.203792,
            0.161273,
            0.042519,
            0.034732,
            0.070027,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123161,
            -79163,
            -105433,
            -495581,
            -290425,
            -437875
        ],
        [
            1.282734,
            1.473077,
            1.111924,
            1.019552,
            1.123247,
            0.927569
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            45.933014,
            45.933014,
            45.933014,
            45.933014,
            45.933014,
            45.933014
        ],
        [
            1.509884,
            1.733934,
            1.308827,
            1.200098,
            1.322155,
            1.091826
        ],
        [
            180578,
            180578,
            39740,
            202543,
            202543,
            112361
        ],
        [
            -43261,
            -31113,
            -43261,
            -155924,
            -104680,
            -155924
        ],
        [
            26,
            28,
            25,
            26,
            28,
            25
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            21,
            25,
            18,
            21,
            25,
            18
        ],
        [
            11168,
            5896,
            5272,
            11168,
            5896,
            5272
        ],
        [
            9.484175,
            9.484175,
            20.817508,
            9.484175,
            9.484175,
            20.817509
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386398,
            339953,
            -233234,
            -343526,
            -184492,
            -578820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11284,
    "evaluation_days": 1880.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598097600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759549032744,
    "expiration_time": 1764410688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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)