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Trade: YFI/USDT/720/FWMA/HWMA/8538

Strategy
YFI/USDT/720/FWMA/HWMA/8538
Pair
YFI_USDT
Interval
12h
Score
501618
Daily Profit
0.164172
Profit Factor
2.372917
Profitability
67.272727
Streak
7.524861
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-26 15:35
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307248.7509 124173.4441 183075.3068 903293.8176 175023.1933 728270.6243
Total P&L (%) 307.2488 124.1734 183.0753 903.2938 175.0232 728.2706
Avg Daily Profit (%) 0.1642 0.0664 0.0978 0.1233 0.0541 0.113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97677 -98405 -13608 -522578 -530576 -86985
Profit Factor 2.3729 1.7519 4.1217 1.8032 1.2073 3.5974
Total Trades 110 55 55 110 55 55
Winning Trades 74 34 40 74 34 40
Losing Trades 36 21 15 36 21 15
Profitability (%) 67.2727 61.8182 72.7273 67.2727 61.8182 72.7273
Ratio Avg Win / Avg Loss 1.1544 1.0821 1.5457 0.8772 0.7457 1.349
Largest Winning Trade 45823 45823 36134 219926 88880 219926
Largest Losing Trade -51852 -51852 -13608 -238198 -238198 -86985
Avg Bars in Trades 31 38 23 31 38 23
Avg Bars in Winners 27 37 19 27 37 19
Avg Bars in Losers 39 41 35 39 41 35
Bars Traded 3445 2141 1304 3445 2141 1304
Profit Streak 7.5249 0 17.0249 7.5249 0 17.0249
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501618 -280652 -231485 -24155 -301382 -212288

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890147997,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 249,
            "na": 0.85118,
            "nb": 0.5723,
            "nc": 0.1
        }
    }
}
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": [
        [
            307248.7509007184,
            124173.4440769836,
            183075.3068237352,
            903293.8176126913,
            175023.1932693305,
            728270.6243433609
        ],
        [
            307.248751,
            124.173444,
            183.075307,
            903.293818,
            175.023193,
            728.270624
        ],
        [
            0.164172,
            0.06635,
            0.097823,
            0.123286,
            0.054072,
            0.11303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97677,
            -98405,
            -13608,
            -522578,
            -530576,
            -86985
        ],
        [
            2.372917,
            1.751895,
            4.121732,
            1.803229,
            1.207325,
            3.597425
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            67.272727,
            61.818182,
            72.727273,
            67.272727,
            61.818182,
            72.727273
        ],
        [
            1.154392,
            1.082053,
            1.54565,
            0.877247,
            0.745701,
            1.349034
        ],
        [
            45823,
            45823,
            36134,
            219926,
            88880,
            219926
        ],
        [
            -51852,
            -51852,
            -13608,
            -238198,
            -238198,
            -86985
        ],
        [
            31,
            38,
            23,
            31,
            38,
            23
        ],
        [
            27,
            37,
            19,
            27,
            37,
            19
        ],
        [
            39,
            41,
            35,
            39,
            41,
            35
        ],
        [
            3445,
            2141,
            1304,
            3445,
            2141,
            1304
        ],
        [
            7.524861,
            0,
            17.024861,
            7.524861,
            0,
            17.024861
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501618,
            -280652,
            -231485,
            -24155,
            -301382,
            -212288
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758890147997,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 249,
            "na": 0.85118,
            "nb": 0.5723,
            "nc": 0.1
        }
    }
}

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)