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Trade: YFI/USDT/480/PWMA/ALMA/1239

Strategy
YFI/USDT/480/PWMA/ALMA/1239
Pair
YFI_USDT
Interval
8h
Score
434830
Daily Profit
0.181731
Profit Factor
1.602537
Profitability
57.657658
Streak
54.934134
Best Strategy
Training Data Length
1885.670000
Evaluation Time
2025-10-09 01:25
Expiration Time
2025-12-04 07:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 342684.6352 224461.5564 118223.0787 231693.5095 149601.8353 82091.6742
Total P&L (%) 342.6846 224.4616 118.2231 231.6935 149.6018 82.0917
Avg Daily Profit (%) 0.1817 0.119 0.0627 0.0636 0.0485 0.0318
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94650 -40988 -69216 -115940 -51483 -102432
Profit Factor 1.6025 2.1313 1.3192 1.2793 1.5196 1.1515
Total Trades 111 55 56 111 55 56
Winning Trades 64 29 35 64 29 35
Losing Trades 47 26 21 47 26 21
Profitability (%) 57.6577 52.7273 62.5 57.6577 52.7273 62.5
Ratio Avg Win / Avg Loss 1.1769 1.9109 0.7915 0.9395 1.3624 0.6909
Largest Winning Trade 66437 66066 66437 81569 51218 81569
Largest Losing Trade -69216 -21784 -69216 -75294 -37698 -75294
Avg Bars in Trades 49 41 56 49 41 56
Avg Bars in Winners 52 42 59 52 42 59
Avg Bars in Losers 44 39 51 44 39 51
Bars Traded 5446 2275 3171 5446 2275 3171
Profit Streak 54.9341 54.9341 81.9341 54.9341 54.9341 81.9341
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434830 -209179 -288149 -107014 -305826 -383393
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759962309199,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 83,
            "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": [
        [
            342684.6351832928,
            224461.5564434433,
            118223.0787398495,
            231693.5094541292,
            149601.8352558308,
            82091.6741982985
        ],
        [
            342.684635,
            224.461556,
            118.223079,
            231.693509,
            149.601835,
            82.091674
        ],
        [
            0.181731,
            0.119035,
            0.062696,
            0.063607,
            0.04852,
            0.031789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94650,
            -40988,
            -69216,
            -115940,
            -51483,
            -102432
        ],
        [
            1.602537,
            2.131339,
            1.319235,
            1.279272,
            1.519596,
            1.15154
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            57.657658,
            52.727273,
            62.5,
            57.657658,
            52.727273,
            62.5
        ],
        [
            1.176863,
            1.910855,
            0.791541,
            0.939465,
            1.362397,
            0.690924
        ],
        [
            66437,
            66066,
            66437,
            81569,
            51218,
            81569
        ],
        [
            -69216,
            -21784,
            -69216,
            -75294,
            -37698,
            -75294
        ],
        [
            49,
            41,
            56,
            49,
            41,
            56
        ],
        [
            52,
            42,
            59,
            52,
            42,
            59
        ],
        [
            44,
            39,
            51,
            44,
            39,
            51
        ],
        [
            5446,
            2275,
            3171,
            5446,
            2275,
            3171
        ],
        [
            54.934134,
            54.934134,
            81.934134,
            54.934134,
            54.934134,
            81.934134
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434830,
            -209179,
            -288149,
            -107014,
            -305826,
            -383393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759962309199,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 83,
            "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)