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Trade: YFI/USDT/480/SUPERTREND/PWMA/8662

Strategy
YFI/USDT/480/SUPERTREND/PWMA/8662
Pair
YFI_USDT
Interval
8h
Score
438983
Daily Profit
0.172562
Profit Factor
1.546346
Profitability
58.381503
Streak
34.927007
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-06 09:14
Expiration Time
2025-12-01 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489330.2779 324934.7985 164395.4795 1045477.5892 411931.0709 633546.5183
Total P&L (%) 489.3303 324.9348 164.3955 1045.4776 411.9311 633.5465
Avg Daily Profit (%) 0.2599 0.1726 0.0873 0.1296 0.0868 0.1059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103135 -88626 -77798 -1157031 -959227 -719388
Profit Factor 1.3965 1.5463 1.2571 1.1282 1.1092 1.1446
Total Trades 346 173 173 346 173 173
Winning Trades 201 101 100 201 101 100
Losing Trades 145 72 73 145 72 73
Profitability (%) 58.0925 58.3815 57.8035 58.0925 58.3815 57.8035
Ratio Avg Win / Avg Loss 1.0074 1.1023 0.9177 0.8139 0.7907 0.8356
Largest Winning Trade 47177 47177 40256 319895 258474 319895
Largest Losing Trade -39488 -35440 -39488 -422561 -422561 -352931
Avg Bars in Trades 16 13 18 16 13 18
Avg Bars in Winners 15 11 18 15 11 18
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 5599 2407 3192 5599 2407 3192
Profit Streak 0 34.927 0 0 34.927 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429924 438983 -76604 -97638 -175995 -112706
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598284800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731293395,
    "expiration_time": 1764589536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 10,
            "offset": 0,
            "multiplier": 2.93531
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "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": [
        [
            489330.277947115,
            324934.7984695927,
            164395.4794775222,
            1045477.5892049202,
            411931.0709394767,
            633546.5182654446
        ],
        [
            489.330278,
            324.934798,
            164.395479,
            1045.477589,
            411.931071,
            633.546518
        ],
        [
            0.259867,
            0.172562,
            0.087305,
            0.12958,
            0.086762,
            0.105883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103135,
            -88626,
            -77798,
            -1157031,
            -959227,
            -719388
        ],
        [
            1.396522,
            1.546346,
            1.257144,
            1.128214,
            1.109185,
            1.1446
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            58.092486,
            58.381503,
            57.803468,
            58.092486,
            58.381503,
            57.803468
        ],
        [
            1.007442,
            1.102345,
            0.917715,
            0.813886,
            0.790706,
            0.835558
        ],
        [
            47177,
            47177,
            40256,
            319895,
            258474,
            319895
        ],
        [
            -39488,
            -35440,
            -39488,
            -422561,
            -422561,
            -352931
        ],
        [
            16,
            13,
            18,
            16,
            13,
            18
        ],
        [
            15,
            11,
            18,
            15,
            11,
            18
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            5599,
            2407,
            3192,
            5599,
            2407,
            3192
        ],
        [
            0,
            34.927007,
            0,
            0,
            34.927007,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429924,
            438983,
            -76604,
            -97638,
            -175995,
            -112706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598284800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731293395,
    "expiration_time": 1764589536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 10,
            "offset": 0,
            "multiplier": 2.93531
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "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)