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Trade: YFI/USDT/240/SWMA/ALMA/2885

Strategy
YFI/USDT/240/SWMA/ALMA/2885
Pair
YFI_USDT
Interval
4h
Score
428703
Daily Profit
0.222979
Profit Factor
1.595632
Profitability
56.291391
Streak
14.275585
Best Strategy
Training Data Length
1877.500000
Evaluation Time
2025-10-01 01:36
Expiration Time
2025-11-26 05:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418643.3783 246852.4664 171790.912 466080.2997 249394.3847 216685.9149
Total P&L (%) 418.6434 246.8525 171.7909 466.0803 249.3944 216.6859
Avg Daily Profit (%) 0.223 0.1315 0.0915 0.0924 0.0667 0.0614
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103375 -82455 -73907 -379318 -140763 -299152
Profit Factor 1.5956 1.6802 1.5053 1.2628 1.3204 1.2177
Total Trades 151 75 76 151 75 76
Winning Trades 85 35 50 85 35 50
Losing Trades 66 40 26 66 40 26
Profitability (%) 56.2914 46.6667 65.7895 56.2914 46.6667 65.7895
Ratio Avg Win / Avg Loss 1.239 1.9202 0.7828 0.9805 1.509 0.6332
Largest Winning Trade 63717 63717 35942 171152 171152 137554
Largest Losing Trade -60361 -38737 -60361 -265677 -60433 -265677
Avg Bars in Trades 72 69 75 72 69 75
Avg Bars in Winners 67 59 72 67 59 72
Avg Bars in Losers 79 78 82 79 78 82
Bars Traded 10977 5229 5748 10977 5229 5748
Profit Streak 14.2756 0 62.2756 14.2756 0 62.2756
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428703 -72572 -117293 -69248 -160867 -159163
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11265,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759271810515,
    "expiration_time": 1764128880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "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": [
        [
            418643.3783423934,
            246852.46637998,
            171790.9119624137,
            466080.2996673274,
            249394.3847444385,
            216685.9149228886
        ],
        [
            418.643378,
            246.852466,
            171.790912,
            466.0803,
            249.394385,
            216.685915
        ],
        [
            0.222979,
            0.131479,
            0.0915,
            0.092376,
            0.066655,
            0.061416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103375,
            -82455,
            -73907,
            -379318,
            -140763,
            -299152
        ],
        [
            1.595632,
            1.680217,
            1.505337,
            1.262771,
            1.320414,
            1.217696
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            85,
            35,
            50,
            85,
            35,
            50
        ],
        [
            66,
            40,
            26,
            66,
            40,
            26
        ],
        [
            56.291391,
            46.666667,
            65.789474,
            56.291391,
            46.666667,
            65.789474
        ],
        [
            1.238961,
            1.920248,
            0.782775,
            0.980505,
            1.509045,
            0.633202
        ],
        [
            63717,
            63717,
            35942,
            171152,
            171152,
            137554
        ],
        [
            -60361,
            -38737,
            -60361,
            -265677,
            -60433,
            -265677
        ],
        [
            72,
            69,
            75,
            72,
            69,
            75
        ],
        [
            67,
            59,
            72,
            67,
            59,
            72
        ],
        [
            79,
            78,
            82,
            79,
            78,
            82
        ],
        [
            10977,
            5229,
            5748,
            10977,
            5229,
            5748
        ],
        [
            14.275585,
            0,
            62.275585,
            14.275585,
            0,
            62.275585
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428703,
            -72572,
            -117293,
            -69248,
            -160867,
            -159163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11265,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600372800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759271810515,
    "expiration_time": 1764128880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 145,
            "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)