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Trade: YFI/USDT/240/JMA/PWMA/5525

Strategy
YFI/USDT/240/JMA/PWMA/5525
Pair
YFI_USDT
Interval
4h
Score
335211
Daily Profit
0.163654
Profit Factor
1.363735
Profitability
50.929368
Streak
0.000000
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-01 12:43
Expiration Time
2025-11-26 18:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307341.862 151994.0244 155347.8375 237043.2618 -75798.2572 312841.519
Total P&L (%) 307.3419 151.994 155.3478 237.0433 -75.7983 312.8415
Avg Daily Profit (%) 0.1637 0.0809 0.0827 0.0647 -0.0755 0.0755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172711 -83445 -136210 -2329997 -930747 -1815227
Profit Factor 1.3637 1.3491 1.3793 1.032 0.9797 1.085
Total Trades 269 135 134 269 135 134
Winning Trades 137 59 78 137 59 78
Losing Trades 132 76 56 132 76 56
Profitability (%) 50.9294 43.7037 58.209 50.9294 43.7037 58.209
Ratio Avg Win / Avg Loss 1.314 1.7378 0.9903 0.9943 1.262 0.7789
Largest Winning Trade 62537 62537 38487 373518 301386 373518
Largest Losing Trade -52563 -52563 -42369 -640287 -620468 -640287
Avg Bars in Trades 40 42 39 40 42 39
Avg Bars in Winners 36 34 37 36 34 37
Avg Bars in Losers 45 49 40 45 49 40
Bars Traded 11017 5789 5228 11017 5789 5228
Profit Streak 0 0 15.4052 0 0 15.4052
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335211 -86044 -82163 -292000 -581756 -219393
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11268,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759311809274,
    "expiration_time": 1764173376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "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": [
        [
            307341.8619503689,
            151994.0244292475,
            155347.8375211213,
            237043.2618031309,
            -75798.257246788,
            312841.5190499197
        ],
        [
            307.341862,
            151.994024,
            155.347838,
            237.043262,
            -75.798257,
            312.841519
        ],
        [
            0.163654,
            0.080934,
            0.08272,
            0.06472,
            -0.075517,
            0.075529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172711,
            -83445,
            -136210,
            -2329997,
            -930747,
            -1815227
        ],
        [
            1.363735,
            1.349087,
            1.379308,
            1.031981,
            0.979677,
            1.084958
        ],
        [
            269,
            135,
            134,
            269,
            135,
            134
        ],
        [
            137,
            59,
            78,
            137,
            59,
            78
        ],
        [
            132,
            76,
            56,
            132,
            76,
            56
        ],
        [
            50.929368,
            43.703704,
            58.208955,
            50.929368,
            43.703704,
            58.208955
        ],
        [
            1.313964,
            1.737808,
            0.990272,
            0.994318,
            1.261956,
            0.778944
        ],
        [
            62537,
            62537,
            38487,
            373518,
            301386,
            373518
        ],
        [
            -52563,
            -52563,
            -42369,
            -640287,
            -620468,
            -640287
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            36,
            34,
            37,
            36,
            34,
            37
        ],
        [
            45,
            49,
            40,
            45,
            49,
            40
        ],
        [
            11017,
            5789,
            5228,
            11017,
            5789,
            5228
        ],
        [
            0,
            0,
            15.4052,
            0,
            0,
            15.4052
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335211,
            -86044,
            -82163,
            -292000,
            -581756,
            -219393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11268,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599955200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759311809274,
    "expiration_time": 1764173376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "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)