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Trade: YFI/USDT/720/HWMA/OHLC4/4841

Strategy
YFI/USDT/720/HWMA/OHLC4/4841
Pair
YFI_USDT
Interval
12h
Score
307560
Daily Profit
0.151359
Profit Factor
1.544941
Profitability
44.000000
Streak
48.177530
Best Strategy
Training Data Length
1889.500000
Evaluation Time
2025-10-12 19:15
Expiration Time
2025-12-08 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272746.9596 285992.2673 -13245.3077 -56558.8917 861664.2471 -918223.1388
Total P&L (%) 272.747 285.9923 -13.2453 -56.5589 861.6642 -918.2231
Avg Daily Profit (%) 0.1443 0.1514 -0.007 -0.0441 0.1199 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -325537 -200675 -130877 -1751645 -580483 -1252836
Profit Factor 1.2558 1.5449 0.9755 0.9831 1.7613 0.5839
Total Trades 199 100 99 199 100 99
Winning Trades 101 44 57 101 44 57
Losing Trades 98 56 42 98 56 42
Profitability (%) 50.7538 44 57.5758 50.7538 44 57.5758
Ratio Avg Win / Avg Loss 1.2185 1.9663 0.7188 0.9539 2.2417 0.4302
Largest Winning Trade 105350 105350 39832 391225 391225 281922
Largest Losing Trade -60066 -35879 -60066 -501729 -145115 -501729
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 19 18 18 19 18
Avg Bars in Losers 18 18 19 18 18 19
Bars Traded 3759 1889 1870 3759 1889 1870
Profit Streak 48.1775 48.1775 57.6775 48.1775 48.1775 57.6775
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 85578 307560 -578828 -577873 -30583 -578828
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285738629,
    "expiration_time": 1765167984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.24668
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            272746.959571936,
            285992.26728374,
            -13245.3077118043,
            -56558.891694924,
            861664.247076973,
            -918223.1387718978
        ],
        [
            272.74696,
            285.992267,
            -13.245308,
            -56.558892,
            861.664247,
            -918.223139
        ],
        [
            0.144349,
            0.151359,
            -0.00701,
            -0.044116,
            0.119865,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -325537,
            -200675,
            -130877,
            -1751645,
            -580483,
            -1252836
        ],
        [
            1.255813,
            1.544941,
            0.975534,
            0.983058,
            1.761298,
            0.583876
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            101,
            44,
            57,
            101,
            44,
            57
        ],
        [
            98,
            56,
            42,
            98,
            56,
            42
        ],
        [
            50.753769,
            44,
            57.575758,
            50.753769,
            44,
            57.575758
        ],
        [
            1.218512,
            1.966289,
            0.718815,
            0.953859,
            2.241652,
            0.430224
        ],
        [
            105350,
            105350,
            39832,
            391225,
            391225,
            281922
        ],
        [
            -60066,
            -35879,
            -60066,
            -501729,
            -145115,
            -501729
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            18,
            18,
            19,
            18,
            18,
            19
        ],
        [
            3759,
            1889,
            1870,
            3759,
            1889,
            1870
        ],
        [
            48.17753,
            48.17753,
            57.67753,
            48.17753,
            48.17753,
            57.67753
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            85578,
            307560,
            -578828,
            -577873,
            -30583,
            -578828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3779,
    "evaluation_days": 1889.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760285738629,
    "expiration_time": 1765167984000,
    "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": 0.24668
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)