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Trade: YFI/USDT/480/SSF/HWMA/5406

Strategy
YFI/USDT/480/SSF/HWMA/5406
Pair
YFI_USDT
Interval
8h
Score
390642
Daily Profit
0.228951
Profit Factor
1.440013
Profitability
47.058824
Streak
9.749184
Best Strategy
Training Data Length
1883.670000
Evaluation Time
2025-10-06 20:58
Expiration Time
2025-12-02 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315415.603 431267.2972 -115851.6941 -93337.8367 99732.3048 -193070.1414
Total P&L (%) 315.4156 431.2673 -115.8517 -93.3378 99.7323 -193.0701
Avg Daily Profit (%) 0.1674 0.229 -0.0615 -0.1437 0.0367 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -319021 -155078 -224957 -399324 -190013 -222736
Profit Factor 1.1492 1.44 0.8978 0.8931 1.2763 0.6229
Total Trades 647 323 324 647 323 324
Winning Trades 320 152 168 320 152 168
Losing Trades 327 171 156 327 171 156
Profitability (%) 49.459 47.0588 51.8519 49.459 47.0588 51.8519
Ratio Avg Win / Avg Loss 1.1744 1.62 0.8336 0.9126 1.4358 0.5784
Largest Winning Trade 390282 390282 37385 275780 275780 54842
Largest Losing Trade -68602 -30402 -68602 -176779 -63096 -176779
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 9 8 8 9 8
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 5635 2839 2796 5635 2839 2796
Profit Streak 6.7492 9.7492 6.7492 6.7492 9.7492 6.7492
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44403 390642 -578434 -576170 -142958 -578434
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773529494,
    "expiration_time": 1764648864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.38789,
            "nc": 0.54376
        }
    }
}
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": [
        [
            315415.603017845,
            431267.2971516585,
            -115851.6941338136,
            -93337.8366705964,
            99732.3047770949,
            -193070.141447691
        ],
        [
            315.415603,
            431.267297,
            -115.851694,
            -93.337837,
            99.732305,
            -193.070141
        ],
        [
            0.167447,
            0.228951,
            -0.061503,
            -0.143697,
            0.036733,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -319021,
            -155078,
            -224957,
            -399324,
            -190013,
            -222736
        ],
        [
            1.149248,
            1.440013,
            0.89777,
            0.893079,
            1.276265,
            0.622876
        ],
        [
            647,
            323,
            324,
            647,
            323,
            324
        ],
        [
            320,
            152,
            168,
            320,
            152,
            168
        ],
        [
            327,
            171,
            156,
            327,
            171,
            156
        ],
        [
            49.459042,
            47.058824,
            51.851852,
            49.459042,
            47.058824,
            51.851852
        ],
        [
            1.174388,
            1.620014,
            0.833643,
            0.912615,
            1.435798,
            0.578385
        ],
        [
            390282,
            390282,
            37385,
            275780,
            275780,
            54842
        ],
        [
            -68602,
            -30402,
            -68602,
            -176779,
            -63096,
            -176779
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            5635,
            2839,
            2796,
            5635,
            2839,
            2796
        ],
        [
            6.749184,
            9.749184,
            6.749184,
            6.749184,
            9.749184,
            6.749184
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44403,
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            -578434,
            -576170,
            -142958,
            -578434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759773529494,
    "expiration_time": 1764648864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.38789,
            "nc": 0.54376
        }
    }
}

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)