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Trade: YFI/USDT/480/ZLMA/HWMA/4170

Strategy
YFI/USDT/480/ZLMA/HWMA/4170
Pair
YFI_USDT
Interval
8h
Score
369276
Daily Profit
0.171575
Profit Factor
1.224685
Profitability
50.835322
Streak
7.410858
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 12:51
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323419.6712 246510.0967 76909.5746 42142.1837 24437.4132 17704.7705
Total P&L (%) 323.4197 246.5101 76.9096 42.1422 24.4374 17.7048
Avg Daily Profit (%) 0.1716 0.1308 0.0408 0.0187 0.0116 0.0086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158473 -72884 -137952 -565611 -283067 -412075
Profit Factor 1.2247 1.3453 1.106 1.0176 1.0201 1.015
Total Trades 419 210 209 419 210 209
Winning Trades 213 99 114 213 99 114
Losing Trades 206 111 95 206 111 95
Profitability (%) 50.8353 47.1429 54.5455 50.8353 47.1429 54.5455
Ratio Avg Win / Avg Loss 1.1844 1.5084 0.9217 0.9841 1.1437 0.8458
Largest Winning Trade 84648 84648 23249 103874 103874 87302
Largest Losing Trade -55677 -31406 -55677 -167885 -109729 -167885
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 13 12 12 13 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 5416 2719 2697 5416 2719 2697
Profit Streak 7.4109 20.4109 0 7.4109 20.4109 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369276 -16196 -242603 -369566 -378956 -393975
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917098185,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 201,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.92596
        }
    }
}
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": [
        [
            323419.6712405304,
            246510.0966894988,
            76909.5745510315,
            42142.1837143896,
            24437.4131856862,
            17704.770528703
        ],
        [
            323.419671,
            246.510097,
            76.909575,
            42.142184,
            24.437413,
            17.704771
        ],
        [
            0.171575,
            0.130775,
            0.040801,
            0.018657,
            0.011599,
            0.008648
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158473,
            -72884,
            -137952,
            -565611,
            -283067,
            -412075
        ],
        [
            1.224685,
            1.345344,
            1.105991,
            1.017576,
            1.020065,
            1.015007
        ],
        [
            419,
            210,
            209,
            419,
            210,
            209
        ],
        [
            213,
            99,
            114,
            213,
            99,
            114
        ],
        [
            206,
            111,
            95,
            206,
            111,
            95
        ],
        [
            50.835322,
            47.142857,
            54.545455,
            50.835322,
            47.142857,
            54.545455
        ],
        [
            1.184438,
            1.508415,
            0.921659,
            0.984135,
            1.143709,
            0.845839
        ],
        [
            84648,
            84648,
            23249,
            103874,
            103874,
            87302
        ],
        [
            -55677,
            -31406,
            -55677,
            -167885,
            -109729,
            -167885
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            5416,
            2719,
            2697,
            5416,
            2719,
            2697
        ],
        [
            7.410858,
            20.410859,
            0,
            7.410859,
            20.410859,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369276,
            -16196,
            -242603,
            -369566,
            -378956,
            -393975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5655,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759917098185,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 201,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.92596
        }
    }
}

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)