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Trade: YFI/USDT/720/HWMA/ALMA/8515

Strategy
YFI/USDT/720/HWMA/ALMA/8515
Pair
YFI_USDT
Interval
12h
Score
311658
Daily Profit
0.145925
Profit Factor
1.906151
Profitability
80.808081
Streak
23.994792
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-08 02:52
Expiration Time
2025-12-03 02:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 274996.5305 142801.1808 132195.3497 364513.354 -243619.1448 608132.4988
Total P&L (%) 274.9965 142.8012 132.1954 364.5134 -243.6191 608.1325
Avg Daily Profit (%) 0.1459 0.0758 0.0701 0.0815 0 0.1039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92076 -94782 -47412 -845073 -857922 -242429
Profit Factor 1.9062 1.8519 1.9731 1.2311 0.7786 2.275
Total Trades 99 50 49 99 50 49
Winning Trades 80 37 43 80 37 43
Losing Trades 19 13 6 19 13 6
Profitability (%) 80.8081 74 87.7551 80.8081 74 87.7551
Ratio Avg Win / Avg Loss 0.4527 0.6507 0.2753 0.2924 0.2736 0.3174
Largest Winning Trade 81547 81547 23167 111440 92855 111440
Largest Losing Trade -61255 -61255 -47412 -625535 -625535 -242429
Avg Bars in Trades 36 42 30 36 42 30
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 127 126 131 127 126 131
Bars Traded 3617 2146 1471 3617 2146 1471
Profit Streak 23.9948 164.4948 23.9948 23.9948 164.4948 23.9948
Trades During Streak 5 14 2 5 14 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311658 -266329 -92533 -80046 -756073 -46498
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881150037,
    "expiration_time": 1764723024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89634,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 148,
            "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": [
        [
            274996.5305463906,
            142801.1808327311,
            132195.3497136597,
            364513.3540465697,
            -243619.1447658786,
            608132.498812448
        ],
        [
            274.996531,
            142.801181,
            132.19535,
            364.513354,
            -243.619145,
            608.132499
        ],
        [
            0.145925,
            0.075777,
            0.070149,
            0.081531,
            0,
            0.103926
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92076,
            -94782,
            -47412,
            -845073,
            -857922,
            -242429
        ],
        [
            1.906151,
            1.851873,
            1.973128,
            1.231085,
            0.778618,
            2.275047
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            80,
            37,
            43,
            80,
            37,
            43
        ],
        [
            19,
            13,
            6,
            19,
            13,
            6
        ],
        [
            80.808081,
            74,
            87.755102,
            80.808081,
            74,
            87.755102
        ],
        [
            0.452711,
            0.650658,
            0.27532,
            0.292383,
            0.273569,
            0.317448
        ],
        [
            81547,
            81547,
            23167,
            111440,
            92855,
            111440
        ],
        [
            -61255,
            -61255,
            -47412,
            -625535,
            -625535,
            -242429
        ],
        [
            36,
            42,
            30,
            36,
            42,
            30
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            127,
            126,
            131,
            127,
            126,
            131
        ],
        [
            3617,
            2146,
            1471,
            3617,
            2146,
            1471
        ],
        [
            23.994792,
            164.494792,
            23.994792,
            23.994792,
            164.494792,
            23.994792
        ],
        [
            5,
            14,
            2,
            5,
            14,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311658,
            -266329,
            -92533,
            -80046,
            -756073,
            -46498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3769,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1603411200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759881150037,
    "expiration_time": 1764723024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.89634,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 148,
            "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)