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Trade: YFI/USDT/360/WMA/LINREG/3206

Strategy
YFI/USDT/360/WMA/LINREG/3206
Pair
YFI_USDT
Interval
6h
Score
410231
Daily Profit
0.187195
Profit Factor
1.872693
Profitability
50.505051
Streak
0.000000
Best Strategy
Training Data Length
1880.750000
Evaluation Time
2025-10-04 04:59
Expiration Time
2025-11-29 12:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352067.4139 192686.2313 159381.1826 661345.783 331472.2592 329873.5238
Total P&L (%) 352.0674 192.6862 159.3812 661.3458 331.4723 329.8735
Avg Daily Profit (%) 0.1872 0.1025 0.0847 0.108 0.0778 0.0776
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102593 -50080 -70858 -207704 -157344 -118162
Profit Factor 1.8727 1.86 1.8885 1.5956 1.5157 1.7055
Total Trades 99 49 50 99 49 50
Winning Trades 50 20 30 50 20 30
Losing Trades 49 29 20 49 29 20
Profitability (%) 50.5051 40.8163 60 50.5051 40.8163 60
Ratio Avg Win / Avg Loss 1.8352 2.6971 1.259 1.5637 2.1978 1.137
Largest Winning Trade 94442 94442 68527 196787 196787 170276
Largest Losing Trade -36153 -25429 -36153 -94683 -94683 -69274
Avg Bars in Trades 74 60 87 74 60 87
Avg Bars in Winners 106 96 112 106 96 112
Avg Bars in Losers 41 36 49 41 36 49
Bars Traded 7343 2986 4357 7343 2986 4357
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 410231 -56148 -256100 -45072 -90079 -266019
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598508000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759543147338,
    "expiration_time": 1764410904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "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": [
        [
            352067.4139225343,
            192686.2313375216,
            159381.1825850127,
            661345.7829607216,
            331472.2591631402,
            329873.5237975817
        ],
        [
            352.067414,
            192.686231,
            159.381183,
            661.345783,
            331.472259,
            329.873524
        ],
        [
            0.187195,
            0.102452,
            0.084743,
            0.10799,
            0.077767,
            0.077569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102593,
            -50080,
            -70858,
            -207704,
            -157344,
            -118162
        ],
        [
            1.872693,
            1.860043,
            1.888493,
            1.59562,
            1.515692,
            1.705496
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            49,
            29,
            20,
            49,
            29,
            20
        ],
        [
            50.505051,
            40.816327,
            60,
            50.505051,
            40.816327,
            60
        ],
        [
            1.835239,
            2.697062,
            1.258996,
            1.563707,
            2.197753,
            1.136997
        ],
        [
            94442,
            94442,
            68527,
            196787,
            196787,
            170276
        ],
        [
            -36153,
            -25429,
            -36153,
            -94683,
            -94683,
            -69274
        ],
        [
            74,
            60,
            87,
            74,
            60,
            87
        ],
        [
            106,
            96,
            112,
            106,
            96,
            112
        ],
        [
            41,
            36,
            49,
            41,
            36,
            49
        ],
        [
            7343,
            2986,
            4357,
            7343,
            2986,
            4357
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410231,
            -56148,
            -256100,
            -45072,
            -90079,
            -266019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7523,
    "evaluation_days": 1880.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598508000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759543147338,
    "expiration_time": 1764410904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 68,
            "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)