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Trade: YFI/USDT/360/HWMA/ALMA/9550

Strategy
YFI/USDT/360/HWMA/ALMA/9550
Pair
YFI_USDT
Interval
6h
Score
420830
Daily Profit
0.157486
Profit Factor
1.579434
Profitability
57.303371
Streak
121.150661
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-04 12:36
Expiration Time
2025-11-29 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296230.7478 187597.3931 108633.3547 129081.9324 -95671.077 224753.0094
Total P&L (%) 296.2307 187.5974 108.6334 129.0819 -95.6711 224.753
Avg Daily Profit (%) 0.1575 0.0997 0.0578 0.0441 -0.1668 0.0626
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126791 -79986 -71027 -337033 -305477 -71896
Profit Factor 1.5794 1.6453 1.4926 1.168 0.8241 2.0014
Total Trades 89 45 44 89 45 44
Winning Trades 51 24 27 51 24 27
Losing Trades 38 21 17 38 21 17
Profitability (%) 57.3034 53.3333 61.3636 57.3034 53.3333 61.3636
Ratio Avg Win / Avg Loss 1.1768 1.4397 0.9398 0.8703 0.7211 1.2601
Largest Winning Trade 101490 101490 35066 97971 58948 97971
Largest Losing Trade -69253 -69253 -46487 -243133 -243133 -50458
Avg Bars in Trades 81 85 77 81 85 77
Avg Bars in Winners 70 66 73 70 66 73
Avg Bars in Losers 96 107 84 96 107 84
Bars Traded 7255 3838 3417 7255 3838 3417
Profit Streak 121.1507 121.1507 138.9007 121.1507 121.1507 138.9007
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420830 -55974 -113325 -168788 -578928 -103711
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759570617132,
    "expiration_time": 1764433152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00675,
            "nc": 0.29122
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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": [
        [
            296230.747839896,
            187597.3931206546,
            108633.3547192416,
            129081.9323904139,
            -95671.0770348814,
            224753.0094252952
        ],
        [
            296.230748,
            187.597393,
            108.633355,
            129.081932,
            -95.671077,
            224.753009
        ],
        [
            0.157486,
            0.099733,
            0.057753,
            0.044077,
            -0.166785,
            0.06264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126791,
            -79986,
            -71027,
            -337033,
            -305477,
            -71896
        ],
        [
            1.579434,
            1.645318,
            1.492586,
            1.168002,
            0.8241,
            2.001396
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            57.303371,
            53.333333,
            61.363636,
            57.303371,
            53.333333,
            61.363636
        ],
        [
            1.176833,
            1.439654,
            0.939777,
            0.870276,
            0.721087,
            1.260138
        ],
        [
            101490,
            101490,
            35066,
            97971,
            58948,
            97971
        ],
        [
            -69253,
            -69253,
            -46487,
            -243133,
            -243133,
            -50458
        ],
        [
            81,
            85,
            77,
            81,
            85,
            77
        ],
        [
            70,
            66,
            73,
            70,
            66,
            73
        ],
        [
            96,
            107,
            84,
            96,
            107,
            84
        ],
        [
            7255,
            3838,
            3417,
            7255,
            3838,
            3417
        ],
        [
            121.150661,
            121.150661,
            138.900661,
            121.150661,
            121.150661,
            138.900661
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420830,
            -55974,
            -113325,
            -168788,
            -578928,
            -103711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759570617132,
    "expiration_time": 1764433152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00675,
            "nc": 0.29122
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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)