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Trade: YFI/USDT/240/JMA/SMA/2878

Strategy
YFI/USDT/240/JMA/SMA/2878
Pair
YFI_USDT
Interval
4h
Score
379536
Daily Profit
0.156273
Profit Factor
1.531677
Profitability
57.017544
Streak
15.360161
Best Strategy
Training Data Length
1883.170000
Evaluation Time
2025-10-06 19:38
Expiration Time
2025-12-02 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294288.3711 197864.6471 96423.7239 51830.2173 13522.9315 38307.2858
Total P&L (%) 294.2884 197.8646 96.4237 51.8302 13.5229 38.3073
Avg Daily Profit (%) 0.1563 0.1051 0.0512 0.0222 0.0067 0.0172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140975 -98979 -86935 -1436531 -649048 -943739
Profit Factor 1.5317 1.7158 1.348 1.0149 1.0079 1.0217
Total Trades 114 57 57 114 57 57
Winning Trades 65 29 36 65 29 36
Losing Trades 49 28 21 49 28 21
Profitability (%) 57.0175 50.8772 63.1579 57.0175 50.8772 63.1579
Ratio Avg Win / Avg Loss 1.1546 1.6566 0.7863 0.7651 0.9732 0.596
Largest Winning Trade 82078 82078 52272 276442 276442 171128
Largest Losing Trade -77872 -61604 -77872 -570261 -463348 -570261
Avg Bars in Trades 94 105 84 94 105 84
Avg Bars in Winners 76 93 63 76 93 63
Avg Bars in Losers 118 117 120 118 117 120
Bars Traded 10793 5989 4804 10793 5989 4804
Profit Streak 15.3602 0 127.3602 15.3602 0 127.3602
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379536 -229402 -302688 -368411 -633400 -547420
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11299,
    "evaluation_days": 1883.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768717900,
    "expiration_time": 1764633168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 72,
            "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": [
        [
            294288.3710593758,
            197864.6471410911,
            96423.7239182845,
            51830.2173127111,
            13522.9314864135,
            38307.2858262979
        ],
        [
            294.288371,
            197.864647,
            96.423724,
            51.830217,
            13.522931,
            38.307286
        ],
        [
            0.156273,
            0.10507,
            0.051203,
            0.022177,
            0.006735,
            0.017223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140975,
            -98979,
            -86935,
            -1436531,
            -649048,
            -943739
        ],
        [
            1.531677,
            1.715792,
            1.347996,
            1.014941,
            1.007943,
            1.021684
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            49,
            28,
            21,
            49,
            28,
            21
        ],
        [
            57.017544,
            50.877193,
            63.157895,
            57.017544,
            50.877193,
            63.157895
        ],
        [
            1.154649,
            1.656627,
            0.786331,
            0.765109,
            0.973186,
            0.595982
        ],
        [
            82078,
            82078,
            52272,
            276442,
            276442,
            171128
        ],
        [
            -77872,
            -61604,
            -77872,
            -570261,
            -463348,
            -570261
        ],
        [
            94,
            105,
            84,
            94,
            105,
            84
        ],
        [
            76,
            93,
            63,
            76,
            93,
            63
        ],
        [
            118,
            117,
            120,
            118,
            117,
            120
        ],
        [
            10793,
            5989,
            4804,
            10793,
            5989,
            4804
        ],
        [
            15.360161,
            0,
            127.360161,
            15.360161,
            0,
            127.360161
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379536,
            -229402,
            -302688,
            -368411,
            -633400,
            -547420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11299,
    "evaluation_days": 1883.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599580800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759768717900,
    "expiration_time": 1764633168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 72,
            "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)