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Trade: YFI/USDT/720/HWMA/WMA/1382

Strategy
YFI/USDT/720/HWMA/WMA/1382
Pair
YFI_USDT
Interval
12h
Score
436067
Daily Profit
0.153661
Profit Factor
1.882502
Profitability
77.108434
Streak
71.949841
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 13:47
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289651.6108 128157.4715 161494.1393 411917.7786 -22953.6114 434871.3899
Total P&L (%) 289.6516 128.1575 161.4941 411.9178 -22.9536 434.8714
Avg Daily Profit (%) 0.1537 0.068 0.0857 0.0867 -0.0138 0.089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74459 -79511 -59897 -485000 -512582 -357391
Profit Factor 1.8825 1.6684 2.1832 1.2853 0.9742 1.7831
Total Trades 83 42 41 83 42 41
Winning Trades 64 30 34 64 30 34
Losing Trades 19 12 7 19 12 7
Profitability (%) 77.1084 71.4286 82.9268 77.1084 71.4286 82.9268
Ratio Avg Win / Avg Loss 0.5589 0.6674 0.4495 0.3816 0.3897 0.3671
Largest Winning Trade 29467 26581 29467 154835 90768 154835
Largest Losing Trade -59897 -57027 -59897 -381436 -381436 -357391
Avg Bars in Trades 41 51 31 41 51 31
Avg Bars in Winners 20 16 25 20 16 25
Avg Bars in Losers 112 140 64 112 140 64
Bars Traded 3478 2175 1303 3478 2175 1303
Profit Streak 71.9498 166.4498 71.9498 71.9498 166.4498 71.9498
Trades During Streak 7 7 3 7 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436067 -97483 -71614 -74828 -576488 -67954
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920466267,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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": [
        [
            289651.6108214087,
            128157.4715268082,
            161494.1392946008,
            411917.7785656409,
            -22953.6113585339,
            434871.3899241746
        ],
        [
            289.651611,
            128.157472,
            161.494139,
            411.917779,
            -22.953611,
            434.87139
        ],
        [
            0.153661,
            0.067988,
            0.085673,
            0.086669,
            -0.013833,
            0.088997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74459,
            -79511,
            -59897,
            -485000,
            -512582,
            -357391
        ],
        [
            1.882502,
            1.668425,
            2.183228,
            1.285287,
            0.974168,
            1.783121
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            19,
            12,
            7,
            19,
            12,
            7
        ],
        [
            77.108434,
            71.428571,
            82.926829,
            77.108434,
            71.428571,
            82.926829
        ],
        [
            0.558868,
            0.66737,
            0.449488,
            0.38157,
            0.389667,
            0.367113
        ],
        [
            29467,
            26581,
            29467,
            154835,
            90768,
            154835
        ],
        [
            -59897,
            -57027,
            -59897,
            -381436,
            -381436,
            -357391
        ],
        [
            41,
            51,
            31,
            41,
            51,
            31
        ],
        [
            20,
            16,
            25,
            20,
            16,
            25
        ],
        [
            112,
            140,
            64,
            112,
            140,
            64
        ],
        [
            3478,
            2175,
            1303,
            3478,
            2175,
            1303
        ],
        [
            71.949841,
            166.449841,
            71.949841,
            71.949841,
            166.449841,
            71.949841
        ],
        [
            7,
            7,
            3,
            7,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436067,
            -97483,
            -71614,
            -74828,
            -576488,
            -67954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606478400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920466267,
    "expiration_time": 1764767520000,
    "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": 0.1
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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)