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Trade: YFI/USDT/480/PWMA/T3/1878

Strategy
YFI/USDT/480/PWMA/T3/1878
Pair
YFI_USDT
Interval
8h
Score
559335
Daily Profit
0.192572
Profit Factor
3.096650
Profitability
58.139535
Streak
31.343179
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-09-27 19:14
Expiration Time
2025-11-22 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585137.2729 369563.8934 215573.3795 3855398.5655 273652.4981 3581746.0674
Total P&L (%) 585.1373 369.5639 215.5734 3855.3986 273.6525 3581.7461
Avg Daily Profit (%) 0.3122 0.1972 0.115 0.1964 0.0704 0.1926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84823 -81007 -38701 -3788996 -3955231 -502995
Profit Factor 2.5683 2.5034 2.6938 1.4593 1.0409 3.0967
Total Trades 86 43 43 86 43 43
Winning Trades 47 22 25 47 22 25
Losing Trades 39 21 18 39 21 18
Profitability (%) 54.6512 51.1628 58.1395 54.6512 51.1628 58.1395
Ratio Avg Win / Avg Loss 2.1312 2.3896 1.9395 1.2109 0.9936 2.2296
Largest Winning Trade 143794 143794 39842 3266374 3266374 1249296
Largest Losing Trade -45679 -45679 -32344 -1583085 -1583085 -434982
Avg Bars in Trades 62 76 48 62 76 48
Avg Bars in Winners 71 84 60 71 84 60
Avg Bars in Losers 51 68 31 51 68 31
Bars Traded 5368 3286 2082 5368 3286 2082
Profit Streak 21.3432 0 31.3432 21.3432 0 31.3432
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549979 452525 -32668 376116 -275978 559335
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989650643,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 111,
            "offset": 0,
            "a": 0.32219
        }
    }
}
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": [
        [
            585137.2729169551,
            369563.8933719141,
            215573.3795450412,
            3855398.565531844,
            273652.4981253778,
            3581746.067406464
        ],
        [
            585.137273,
            369.563893,
            215.57338,
            3855.398566,
            273.652498,
            3581.746067
        ],
        [
            0.312185,
            0.197171,
            0.115014,
            0.196405,
            0.070352,
            0.192572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84823,
            -81007,
            -38701,
            -3788996,
            -3955231,
            -502995
        ],
        [
            2.568333,
            2.503372,
            2.693803,
            1.459253,
            1.040925,
            3.09665
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            54.651163,
            51.162791,
            58.139535,
            54.651163,
            51.162791,
            58.139535
        ],
        [
            2.13117,
            2.389583,
            1.939538,
            1.21087,
            0.993611,
            2.229588
        ],
        [
            143794,
            143794,
            39842,
            3266374,
            3266374,
            1249296
        ],
        [
            -45679,
            -45679,
            -32344,
            -1583085,
            -1583085,
            -434982
        ],
        [
            62,
            76,
            48,
            62,
            76,
            48
        ],
        [
            71,
            84,
            60,
            71,
            84,
            60
        ],
        [
            51,
            68,
            31,
            51,
            68,
            31
        ],
        [
            5368,
            3286,
            2082,
            5368,
            3286,
            2082
        ],
        [
            21.343179,
            0,
            31.343179,
            21.343179,
            0,
            31.343179
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549979,
            452525,
            -32668,
            376116,
            -275978,
            559335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602057600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989650643,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 111,
            "offset": 0,
            "a": 0.32219
        }
    }
}

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)