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Trade: YFI/USDT/240/JMA/MIDPRICE/1599

Strategy
YFI/USDT/240/JMA/MIDPRICE/1599
Pair
YFI_USDT
Interval
4h
Score
337569
Daily Profit
0.240598
Profit Factor
1.711875
Profitability
43.125000
Streak
0.000000
Best Strategy
Training Data Length
1882.170000
Evaluation Time
2025-10-05 16:08
Expiration Time
2025-12-01 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452845.951 285796.8632 167049.0878 1141813.4909 315400.3732 826413.1177
Total P&L (%) 452.846 285.7969 167.0491 1141.8135 315.4004 826.4131
Avg Daily Profit (%) 0.2406 0.1518 0.0888 0.1339 0.0757 0.1183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58821 -74409 -41063 -1156206 -1031532 -722705
Profit Factor 1.7119 1.8139 1.5861 1.1599 1.0779 1.2673
Total Trades 160 80 80 160 80 80
Winning Trades 69 29 40 69 29 40
Losing Trades 91 51 40 91 51 40
Profitability (%) 43.125 36.25 50 43.125 36.25 50
Ratio Avg Win / Avg Loss 2.2577 3.19 1.5861 1.5298 1.8957 1.2673
Largest Winning Trade 162229 162229 39193 534099 534099 432437
Largest Losing Trade -25496 -25496 -19291 -347433 -347433 -312349
Avg Bars in Trades 67 65 68 67 65 68
Avg Bars in Winners 96 103 90 96 103 90
Avg Bars in Losers 45 44 46 45 44 46
Bars Traded 10734 5249 5485 10734 5249 5485
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 337569 -14154 -90983 -59134 -250385 -54169
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11293,
    "evaluation_days": 1882.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600632000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759669680630,
    "expiration_time": 1764544176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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": [
        [
            452845.9510017346,
            285796.8631657875,
            167049.087835947,
            1141813.4909402307,
            315400.3731994531,
            826413.1177407779
        ],
        [
            452.845951,
            285.796863,
            167.049088,
            1141.813491,
            315.400373,
            826.413118
        ],
        [
            0.240598,
            0.151844,
            0.088753,
            0.133933,
            0.07569,
            0.118346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58821,
            -74409,
            -41063,
            -1156206,
            -1031532,
            -722705
        ],
        [
            1.711875,
            1.813945,
            1.586125,
            1.159936,
            1.077929,
            1.26728
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            91,
            51,
            40,
            91,
            51,
            40
        ],
        [
            43.125,
            36.25,
            50,
            43.125,
            36.25,
            50
        ],
        [
            2.25769,
            3.190041,
            1.586125,
            1.52977,
            1.895669,
            1.26728
        ],
        [
            162229,
            162229,
            39193,
            534099,
            534099,
            432437
        ],
        [
            -25496,
            -25496,
            -19291,
            -347433,
            -347433,
            -312349
        ],
        [
            67,
            65,
            68,
            67,
            65,
            68
        ],
        [
            96,
            103,
            90,
            96,
            103,
            90
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            10734,
            5249,
            5485,
            10734,
            5249,
            5485
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337569,
            -14154,
            -90983,
            -59134,
            -250385,
            -54169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11293,
    "evaluation_days": 1882.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600632000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759669680630,
    "expiration_time": 1764544176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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)