← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: YFI/USDT/480/HWMA/VWAP/8779

Strategy
YFI/USDT/480/HWMA/VWAP/8779
Pair
YFI_USDT
Interval
8h
Score
320760
Daily Profit
0.185875
Profit Factor
1.213289
Profitability
42.424242
Streak
10.406264
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-03 04:45
Expiration Time
2025-11-28 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349445.5201 338768.9247 10676.5954 15829.0085 1119386.8054 -1103557.797
Total P&L (%) 349.4455 338.7689 10.6766 15.829 1119.3868 -1103.5578
Avg Daily Profit (%) 0.1859 0.1802 0.0057 0.0078 0.1331 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224759 -149060 -141387 -3805931 -2042576 -2651298
Profit Factor 1.2133 1.4157 1.013 1.0012 1.182 0.8451
Total Trades 528 264 264 528 264 264
Winning Trades 224 106 118 224 106 118
Losing Trades 304 158 146 304 158 146
Profitability (%) 42.4242 40.1515 44.697 42.4242 40.1515 44.697
Ratio Avg Win / Avg Loss 1.6466 2.1102 1.2533 1.3588 1.7619 1.0456
Largest Winning Trade 130666 130666 34543 938211 938211 498578
Largest Losing Trade -41573 -23375 -41573 -952456 -443248 -952456
Avg Bars in Trades 10 10 10 10 10 10
Avg Bars in Winners 13 12 13 13 12 13
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 5625 2858 2767 5625 2858 2767
Profit Streak 10.4063 11.0729 0 10.4063 11.0729 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320760 261613 -537184 -410523 -36172 -580070
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455901249,
    "expiration_time": 1764322560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            349445.5201058686,
            338768.9247016762,
            10676.5954041925,
            15829.0084550935,
            1119386.8054486564,
            -1103557.7969935653
        ],
        [
            349.44552,
            338.768925,
            10.676595,
            15.829008,
            1119.386805,
            -1103.557797
        ],
        [
            0.185875,
            0.180196,
            0.005679,
            0.007817,
            0.133117,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224759,
            -149060,
            -141387,
            -3805931,
            -2042576,
            -2651298
        ],
        [
            1.213289,
            1.415681,
            1.012967,
            1.001193,
            1.182028,
            0.84505
        ],
        [
            528,
            264,
            264,
            528,
            264,
            264
        ],
        [
            224,
            106,
            118,
            224,
            106,
            118
        ],
        [
            304,
            158,
            146,
            304,
            158,
            146
        ],
        [
            42.424242,
            40.151515,
            44.69697,
            42.424242,
            40.151515,
            44.69697
        ],
        [
            1.646607,
            2.110166,
            1.253332,
            1.358762,
            1.761891,
            1.04557
        ],
        [
            130666,
            130666,
            34543,
            938211,
            938211,
            498578
        ],
        [
            -41573,
            -23375,
            -41573,
            -952456,
            -443248,
            -952456
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            13,
            12,
            13,
            13,
            12,
            13
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            5625,
            2858,
            2767,
            5625,
            2858,
            2767
        ],
        [
            10.406264,
            11.072931,
            0,
            10.406264,
            11.072931,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320760,
            261613,
            -537184,
            -410523,
            -36172,
            -580070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759455901249,
    "expiration_time": 1764322560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)