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Trade: YFI/USDT/720/MIDPRICE/SWMA/8043

Strategy
YFI/USDT/720/MIDPRICE/SWMA/8043
Pair
YFI_USDT
Interval
12h
Score
412219
Daily Profit
0.202125
Profit Factor
2.249814
Profitability
62.650602
Streak
0.000000
Best Strategy
Training Data Length
1885.500000
Evaluation Time
2025-10-09 02:58
Expiration Time
2025-12-04 03:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381106.4292 186454.1365 194652.2926 992260.1992 256314.7802 735945.4191
Total P&L (%) 381.1064 186.4541 194.6523 992.2602 256.3148 735.9454
Avg Daily Profit (%) 0.2021 0.0989 0.1032 0.1269 0.0674 0.1127
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88808 -68003 -33771 -416016 -379792 -117587
Profit Factor 2.2498 1.9683 2.7321 1.9467 1.3383 3.5333
Total Trades 83 42 41 83 42 41
Winning Trades 52 24 28 52 24 28
Losing Trades 31 18 13 31 18 13
Profitability (%) 62.6506 57.1429 68.2927 62.6506 57.1429 68.2927
Ratio Avg Win / Avg Loss 1.3412 1.4762 1.2685 1.1605 1.0037 1.6405
Largest Winning Trade 69769 69769 40395 202299 202299 164583
Largest Losing Trade -66536 -66536 -30703 -376429 -376429 -97519
Avg Bars in Trades 41 34 49 41 34 49
Avg Bars in Winners 39 29 47 39 29 47
Avg Bars in Losers 46 41 52 46 41 52
Bars Traded 3459 1445 2014 3459 1445 2014
Profit Streak 0 0 96.9986 0 0 96.9986
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412219 -57358 -47690 -19988 -101635 -32064
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967881746,
    "expiration_time": 1764812016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "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": [
        [
            381106.4291691385,
            186454.1365244353,
            194652.2926447033,
            992260.1992352284,
            256314.7801730646,
            735945.4190621634
        ],
        [
            381.106429,
            186.454137,
            194.652293,
            992.260199,
            256.31478,
            735.945419
        ],
        [
            0.202125,
            0.098888,
            0.103236,
            0.126881,
            0.067413,
            0.11268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88808,
            -68003,
            -33771,
            -416016,
            -379792,
            -117587
        ],
        [
            2.249814,
            1.968326,
            2.73213,
            1.946668,
            1.338302,
            3.533296
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            62.650602,
            57.142857,
            68.292683,
            62.650602,
            57.142857,
            68.292683
        ],
        [
            1.341235,
            1.476245,
            1.268489,
            1.160514,
            1.003726,
            1.640459
        ],
        [
            69769,
            69769,
            40395,
            202299,
            202299,
            164583
        ],
        [
            -66536,
            -66536,
            -30703,
            -376429,
            -376429,
            -97519
        ],
        [
            41,
            34,
            49,
            41,
            34,
            49
        ],
        [
            39,
            29,
            47,
            39,
            29,
            47
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            3459,
            1445,
            2014,
            3459,
            1445,
            2014
        ],
        [
            0,
            0,
            96.998631,
            0,
            0,
            96.998631
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412219,
            -57358,
            -47690,
            -19988,
            -101635,
            -32064
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3771,
    "evaluation_days": 1885.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602892800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759967881746,
    "expiration_time": 1764812016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "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)