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Trade: YFI/USDT/480/PWMA/ALMA/2136

Strategy
YFI/USDT/480/PWMA/ALMA/2136
Pair
YFI_USDT
Interval
8h
Score
435377
Daily Profit
0.215932
Profit Factor
1.672014
Profitability
57.500000
Streak
36.934173
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 407177.059 286637.6281 120539.4309 327129.7196 259737.4161 67392.3035
Total P&L (%) 407.1771 286.6376 120.5394 327.1297 259.7374 67.3923
Avg Daily Profit (%) 0.2159 0.152 0.0639 0.077 0.0679 0.0273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135476 -95692 -92991 -1109708 -499377 -730547
Profit Factor 1.672 2.0117 1.3737 1.0897 1.1664 1.0323
Total Trades 120 60 60 120 60 60
Winning Trades 69 31 38 69 31 38
Losing Trades 51 29 22 51 29 22
Profitability (%) 57.5 51.6667 63.3333 57.5 51.6667 63.3333
Ratio Avg Win / Avg Loss 1.2358 1.8819 0.7953 0.8054 1.0911 0.5977
Largest Winning Trade 146907 146907 43370 570254 570254 242963
Largest Losing Trade -45706 -36875 -45706 -519069 -290768 -519069
Avg Bars in Trades 44 52 36 44 52 36
Avg Bars in Winners 45 55 37 45 55 37
Avg Bars in Losers 43 49 36 43 49 36
Bars Traded 5382 3164 2218 5382 3164 2218
Profit Streak 36.9342 63.9342 36.9342 36.9342 63.9342 36.9342
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435377 -157371 -275614 -211347 -308168 -510108
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": 1603872000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759962312591,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "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": [
        [
            407177.059037299,
            286637.6281462888,
            120539.4308910104,
            327129.7195710751,
            259737.4160841755,
            67392.3034868996
        ],
        [
            407.177059,
            286.637628,
            120.539431,
            327.12972,
            259.737416,
            67.392303
        ],
        [
            0.215932,
            0.152008,
            0.063924,
            0.077027,
            0.067914,
            0.027324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135476,
            -95692,
            -92991,
            -1109708,
            -499377,
            -730547
        ],
        [
            1.672014,
            2.011735,
            1.373659,
            1.0897,
            1.16638,
            1.03231
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            57.5,
            51.666667,
            63.333333,
            57.5,
            51.666667,
            63.333333
        ],
        [
            1.235837,
            1.881945,
            0.795276,
            0.80543,
            1.09113,
            0.597653
        ],
        [
            146907,
            146907,
            43370,
            570254,
            570254,
            242963
        ],
        [
            -45706,
            -36875,
            -45706,
            -519069,
            -290768,
            -519069
        ],
        [
            44,
            52,
            36,
            44,
            52,
            36
        ],
        [
            45,
            55,
            37,
            45,
            55,
            37
        ],
        [
            43,
            49,
            36,
            43,
            49,
            36
        ],
        [
            5382,
            3164,
            2218,
            5382,
            3164,
            2218
        ],
        [
            36.934173,
            63.934173,
            36.934173,
            36.934173,
            63.934173,
            36.934173
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435377,
            -157371,
            -275614,
            -211347,
            -308168,
            -510108
        ]
    ]
}
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": 1603872000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759962312591,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 164,
            "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)