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Trade: YFI/USDT/720/HWMA/HL2/5488

Strategy
YFI/USDT/720/HWMA/HL2/5488
Pair
YFI_USDT
Interval
12h
Score
364340
Daily Profit
0.252011
Profit Factor
1.309067
Profitability
44.957983
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-26 17:56
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 471638.9706 412389.9639 59249.0067 187013.7758 1052773.4114 -865759.6355
Total P&L (%) 471.639 412.39 59.249 187.0138 1052.7734 -865.7596
Avg Daily Profit (%) 0.252 0.2204 0.0317 0.0564 0.1307 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167892 -140609 -106426 -2996840 -1320200 -2093543
Profit Factor 1.3091 1.5732 1.0735 1.0157 1.2026 0.8711
Total Trades 476 238 238 476 238 238
Winning Trades 214 97 117 214 97 117
Losing Trades 262 141 121 262 141 121
Profitability (%) 44.958 40.7563 49.1597 44.958 40.7563 49.1597
Ratio Avg Win / Avg Loss 1.6027 2.2868 1.1102 1.2435 1.7482 0.9008
Largest Winning Trade 131734 131734 38299 621603 621603 407011
Largest Losing Trade -45762 -32941 -45762 -1010675 -287558 -1010675
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 9 8 9 9 8 9
Avg Bars in Losers 6 7 6 6 7 6
Bars Traded 3729 1833 1896 3729 1833 1896
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364340 289159 -290388 -320117 -20128 -580137

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": 1597060800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898598807,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.26702,
            "nc": 0.1
        }
    },
    "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": [
        [
            471638.9706396384,
            412389.9639421988,
            59249.0066974393,
            187013.7758454919,
            1052773.4113924815,
            -865759.635546991
        ],
        [
            471.638971,
            412.389964,
            59.249007,
            187.013776,
            1052.773411,
            -865.759636
        ],
        [
            0.252011,
            0.220353,
            0.031659,
            0.056354,
            0.130716,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167892,
            -140609,
            -106426,
            -2996840,
            -1320200,
            -2093543
        ],
        [
            1.309067,
            1.57317,
            1.073463,
            1.015703,
            1.202644,
            0.871055
        ],
        [
            476,
            238,
            238,
            476,
            238,
            238
        ],
        [
            214,
            97,
            117,
            214,
            97,
            117
        ],
        [
            262,
            141,
            121,
            262,
            141,
            121
        ],
        [
            44.957983,
            40.756303,
            49.159664,
            44.957983,
            40.756303,
            49.159664
        ],
        [
            1.602689,
            2.286773,
            1.110162,
            1.243524,
            1.748174,
            0.900834
        ],
        [
            131734,
            131734,
            38299,
            621603,
            621603,
            407011
        ],
        [
            -45762,
            -32941,
            -45762,
            -1010675,
            -287558,
            -1010675
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            9,
            8,
            9,
            9,
            8,
            9
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            3729,
            1833,
            1896,
            3729,
            1833,
            1896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364340,
            289159,
            -290388,
            -320117,
            -20128,
            -580137
        ]
    ]
}
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": 1597060800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898598807,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.26702,
            "nc": 0.1
        }
    },
    "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)