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Trade: YFI/USDT/720/JMA/HWMA/1461

Strategy
YFI/USDT/720/JMA/HWMA/1461
Pair
YFI_USDT
Interval
12h
Score
446932
Daily Profit
0.304973
Profit Factor
1.355675
Profitability
52.320675
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 13:47
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574873.5263 458411.1244 116462.4019 217496.0995 2054590.2962 -1837094.1967
Total P&L (%) 574.8735 458.4111 116.4624 217.4961 2054.5903 -1837.0942
Avg Daily Profit (%) 0.305 0.2432 0.0618 0.0613 0.163 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174967 -88307 -143972 -3700450 -1660976 -3955701
Profit Factor 1.3557 1.5969 1.1373 1.0096 1.2143 0.8599
Total Trades 474 237 237 474 237 237
Winning Trades 248 116 132 248 116 132
Losing Trades 226 121 105 226 121 105
Profitability (%) 52.3207 48.9451 55.6962 52.3207 48.9451 55.6962
Ratio Avg Win / Avg Loss 1.2354 1.6658 0.9047 0.92 1.2666 0.684
Largest Winning Trade 108918 108918 38620 912378 912378 606178
Largest Losing Trade -73436 -41624 -73436 -2857646 -684564 -2857646
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3745 1870 1875 3745 1870 1875
Profit Streak 0 15.9499 0 0 15.9499 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446932 436689 -179909 -319662 302837 -579077
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920469027,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12282,
            "nb": 0.82218,
            "nc": 0.49282
        }
    }
}
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": [
        [
            574873.5262839214,
            458411.1243861156,
            116462.4018978052,
            217496.0994918001,
            2054590.296230868,
            -1837094.1967390685
        ],
        [
            574.873526,
            458.411124,
            116.462402,
            217.496099,
            2054.590296,
            -1837.094197
        ],
        [
            0.304973,
            0.243189,
            0.061784,
            0.061308,
            0.163007,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174967,
            -88307,
            -143972,
            -3700450,
            -1660976,
            -3955701
        ],
        [
            1.355675,
            1.596928,
            1.137283,
            1.00958,
            1.214292,
            0.859931
        ],
        [
            474,
            237,
            237,
            474,
            237,
            237
        ],
        [
            248,
            116,
            132,
            248,
            116,
            132
        ],
        [
            226,
            121,
            105,
            226,
            121,
            105
        ],
        [
            52.320675,
            48.945148,
            55.696203,
            52.320675,
            48.945148,
            55.696203
        ],
        [
            1.235413,
            1.665762,
            0.904657,
            0.92002,
            1.266632,
            0.684036
        ],
        [
            108918,
            108918,
            38620,
            912378,
            912378,
            606178
        ],
        [
            -73436,
            -41624,
            -73436,
            -2857646,
            -684564,
            -2857646
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3745,
            1870,
            1875,
            3745,
            1870,
            1875
        ],
        [
            0,
            15.949873,
            0,
            0,
            15.949873,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446932,
            436689,
            -179909,
            -319662,
            302837,
            -579077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597320000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920469027,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12282,
            "nb": 0.82218,
            "nc": 0.49282
        }
    }
}

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)