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Trade: YFI/USDT/120/HILO/HWMA/4102

Strategy
YFI/USDT/120/HILO/HWMA/4102
Pair
YFI_USDT
Interval
2h
Score
364112
Daily Profit
0.218762
Profit Factor
1.334150
Profitability
47.913189
Streak
0.000000
Best Strategy
Training Data Length
1883.250000
Evaluation Time
2025-10-07 07:32
Expiration Time
2025-12-14 01:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436520.397 411983.301 24537.096 3201.3314 76351.9888 -73150.6574
Total P&L (%) 436.5204 411.9833 24.5371 3.2013 76.352 -73.1507
Avg Daily Profit (%) 0.2318 0.2188 0.013 0.0017 0.0301 -0.0698
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210917 -174311 -202217 -1656802 -926796 -1040696
Profit Factor 1.167 1.3342 1.0178 1.0006 1.0279 0.9744
Total Trades 1198 599 599 1198 599 599
Winning Trades 583 287 296 583 287 296
Losing Trades 615 312 303 615 312 303
Profitability (%) 48.6644 47.9132 49.4157 48.6644 47.9132 49.4157
Ratio Avg Win / Avg Loss 1.231 1.4504 1.0418 1.0555 1.1175 0.9975
Largest Winning Trade 132146 132146 37107 442776 442776 296969
Largest Losing Trade -76663 -23069 -76663 -450767 -187507 -450767
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 19 18 18 19 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 22526 11313 11212 22526 11313 11212
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22965 364112 -377660 -570259 -340409 -578153
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22599,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597212000000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759811538777,
    "expiration_time": 1765667260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.30869
        }
    }
}
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": [
        [
            436520.3969978469,
            411983.3010170812,
            24537.0959807659,
            3201.3314410483,
            76351.9888088712,
            -73150.6573678232
        ],
        [
            436.520397,
            411.983301,
            24.537096,
            3.201331,
            76.351989,
            -73.150657
        ],
        [
            0.231791,
            0.218762,
            0.013029,
            0.001673,
            0.030129,
            -0.069798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210917,
            -174311,
            -202217,
            -1656802,
            -926796,
            -1040696
        ],
        [
            1.16698,
            1.33415,
            1.017764,
            1.000572,
            1.02792,
            0.974407
        ],
        [
            1198,
            599,
            599,
            1198,
            599,
            599
        ],
        [
            583,
            287,
            296,
            583,
            287,
            296
        ],
        [
            615,
            312,
            303,
            615,
            312,
            303
        ],
        [
            48.664441,
            47.913189,
            49.415693,
            48.664441,
            47.913189,
            49.415693
        ],
        [
            1.231034,
            1.450365,
            1.041833,
            1.055492,
            1.117461,
            0.997451
        ],
        [
            132146,
            132146,
            37107,
            442776,
            442776,
            296969
        ],
        [
            -76663,
            -23069,
            -76663,
            -450767,
            -187507,
            -450767
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            22526,
            11313,
            11212,
            22526,
            11313,
            11212
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22965,
            364112,
            -377660,
            -570259,
            -340409,
            -578153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22599,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597212000000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759811538777,
    "expiration_time": 1765667260800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.30869
        }
    }
}

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)