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Trade: YFI/USDT/720/HWMA/HL2/3473

Strategy
YFI/USDT/720/HWMA/HL2/3473
Pair
YFI_USDT
Interval
12h
Score
367641
Daily Profit
0.188688
Profit Factor
1.533040
Profitability
51.127820
Streak
27.749394
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-05 20:59
Expiration Time
2025-12-01 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241378.2028 327932.8776 -86554.6748 -100923.2721 3376813.2924 -3477736.5645
Total P&L (%) 241.3782 327.9329 -86.5547 -100.9233 3376.8133 -3477.7366
Avg Daily Profit (%) 0.1282 0.1742 -0.046 0 0.1887 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -434474 -229231 -240528 -7510276 -3702860 -5257986
Profit Factor 1.1764 1.5293 0.8844 0.995 1.533 0.7503
Total Trades 266 133 133 266 133 133
Winning Trades 126 58 68 138 68 70
Losing Trades 140 75 65 128 65 63
Profitability (%) 47.3684 43.609 51.1278 51.8797 51.1278 52.6316
Ratio Avg Win / Avg Loss 1.3071 1.9775 0.8454 0.9229 1.4654 0.6753
Largest Winning Trade 148753 148753 42472 2312110 2312110 1884643
Largest Losing Trade -103480 -39729 -103480 -5022265 -1257877 -5022265
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 13 14 14 13
Bars Traded 3741 1878 1863 3741 1878 1863
Profit Streak 0 0 0 27.7494 27.7494 34.7494
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47712 273147 -580555 -577400 367641 -579368
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3765,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687147664,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.6987
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            241378.2028097811,
            327932.8775836599,
            -86554.6747738795,
            -100923.2721040505,
            3376813.2923855702,
            -3477736.564489622
        ],
        [
            241.378203,
            327.932878,
            -86.554675,
            -100.923272,
            3376.813292,
            -3477.736564
        ],
        [
            0.128222,
            0.174201,
            -0.045979,
            0,
            0.188688,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -434474,
            -229231,
            -240528,
            -7510276,
            -3702860,
            -5257986
        ],
        [
            1.176375,
            1.529251,
            0.88443,
            0.995019,
            1.53304,
            0.750284
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            126,
            58,
            68,
            138,
            68,
            70
        ],
        [
            140,
            75,
            65,
            128,
            65,
            63
        ],
        [
            47.368421,
            43.609023,
            51.12782,
            51.879699,
            51.12782,
            52.631579
        ],
        [
            1.307083,
            1.97748,
            0.845411,
            0.922916,
            1.465406,
            0.675256
        ],
        [
            148753,
            148753,
            42472,
            2312110,
            2312110,
            1884643
        ],
        [
            -103480,
            -39729,
            -103480,
            -5022265,
            -1257877,
            -5022265
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            3741,
            1878,
            1863,
            3741,
            1878,
            1863
        ],
        [
            0,
            0,
            0,
            27.749394,
            27.749394,
            34.749394
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47712,
            273147,
            -580555,
            -577400,
            367641,
            -579368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3765,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687147664,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.6987
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)