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Trade: YFI/USDT/240/JMA/HILO/8845

Strategy
YFI/USDT/240/JMA/HILO/8845
Pair
YFI_USDT
Interval
4h
Score
327790
Daily Profit
0.214529
Profit Factor
1.485358
Profitability
44.094488
Streak
0.000000
Best Strategy
Training Data Length
1889.500000
Evaluation Time
2025-10-13 02:11
Expiration Time
2025-12-08 14:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405351.8114 215516.3222 189835.4892 723708.0277 160369.2021 563338.8256
Total P&L (%) 405.3518 215.5163 189.8355 723.708 160.3692 563.3388
Avg Daily Profit (%) 0.2145 0.1141 0.1005 0.1117 0.0507 0.1002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58243 -59791 -64669 -839288 -770035 -422986
Profit Factor 1.4854 1.5049 1.4649 1.1195 1.0493 1.2011
Total Trades 254 127 127 254 127 127
Winning Trades 112 44 68 112 44 68
Losing Trades 142 83 59 142 83 59
Profitability (%) 44.0945 34.6457 53.5433 44.0945 34.6457 53.5433
Ratio Avg Win / Avg Loss 1.8832 2.8388 1.271 1.4194 1.9794 1.0421
Largest Winning Trade 80483 80483 57370 528851 528851 292192
Largest Losing Trade -23924 -23924 -21627 -222166 -174369 -222166
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 59 55 62 59 55 62
Avg Bars in Losers 31 28 34 31 28 34
Bars Traded 11091 4808 6283 11091 4808 6283
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 327790 -44467 -57513 -133522 -296643 -59082
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11337,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760310717223,
    "expiration_time": 1765196784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            405351.8114288864,
            215516.322216269,
            189835.4892126172,
            723708.027700778,
            160369.2021293393,
            563338.8255714383
        ],
        [
            405.351811,
            215.516322,
            189.835489,
            723.708028,
            160.369202,
            563.338826
        ],
        [
            0.214529,
            0.11406,
            0.100469,
            0.11166,
            0.050657,
            0.100189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58243,
            -59791,
            -64669,
            -839288,
            -770035,
            -422986
        ],
        [
            1.485358,
            1.504914,
            1.464916,
            1.119529,
            1.049295,
            1.201094
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            112,
            44,
            68,
            112,
            44,
            68
        ],
        [
            142,
            83,
            59,
            142,
            83,
            59
        ],
        [
            44.094488,
            34.645669,
            53.543307,
            44.094488,
            34.645669,
            53.543307
        ],
        [
            1.883222,
            2.838815,
            1.27103,
            1.419403,
            1.979351,
            1.042126
        ],
        [
            80483,
            80483,
            57370,
            528851,
            528851,
            292192
        ],
        [
            -23924,
            -23924,
            -21627,
            -222166,
            -174369,
            -222166
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            59,
            55,
            62,
            59,
            55,
            62
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            11091,
            4808,
            6283,
            11091,
            4808,
            6283
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327790,
            -44467,
            -57513,
            -133522,
            -296643,
            -59082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11337,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760310717223,
    "expiration_time": 1765196784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)