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Trade: YFI/USDT/720/SUPERTREND/HWMA/7595

Strategy
YFI/USDT/720/SUPERTREND/HWMA/7595
Pair
YFI_USDT
Interval
12h
Score
330702
Daily Profit
0.179702
Profit Factor
1.581970
Profitability
46.315789
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 11:39
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 338738.9193 232686.943 106051.9763 245984.4973 150033.7366 95950.7607
Total P&L (%) 338.7389 232.6869 106.052 245.9845 150.0337 95.9508
Avg Daily Profit (%) 0.1797 0.1234 0.0563 0.0659 0.0486 0.0357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131910 -88468 -105545 -268805 -99347 -169457
Profit Factor 1.582 1.8203 1.3554 1.2942 1.3859 1.2145
Total Trades 95 47 48 95 47 48
Winning Trades 44 22 22 44 22 22
Losing Trades 51 25 26 51 25 26
Profitability (%) 46.3158 46.8085 45.8333 46.3158 46.8085 45.8333
Ratio Avg Win / Avg Loss 1.8336 2.0685 1.6018 1.5001 1.5748 1.4354
Largest Winning Trade 104011 104011 65182 181677 138909 181677
Largest Losing Trade -39361 -39361 -35120 -104321 -51931 -104321
Avg Bars in Trades 38 24 52 38 24 52
Avg Bars in Winners 49 24 74 49 24 74
Avg Bars in Losers 28 23 33 28 23 33
Bars Traded 3651 1130 2521 3651 1130 2521
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 330702 -25647 -117789 -105000 -127130 -147185
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759912790484,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 77,
            "offset": 184,
            "multiplier": 3.05772
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19001,
            "nb": 0.021,
            "nc": 0.1
        }
    }
}
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": [
        [
            338738.9193279163,
            232686.9430055403,
            106051.976322376,
            245984.4972626353,
            150033.7366104187,
            95950.7606522167
        ],
        [
            338.738919,
            232.686943,
            106.051976,
            245.984497,
            150.033737,
            95.950761
        ],
        [
            0.179702,
            0.123441,
            0.056261,
            0.065869,
            0.048629,
            0.035693
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131910,
            -88468,
            -105545,
            -268805,
            -99347,
            -169457
        ],
        [
            1.58197,
            1.820307,
            1.355406,
            1.294212,
            1.385855,
            1.214538
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            46.315789,
            46.808511,
            45.833333,
            46.315789,
            46.808511,
            45.833333
        ],
        [
            1.833648,
            2.06853,
            1.601843,
            1.50011,
            1.574835,
            1.435363
        ],
        [
            104011,
            104011,
            65182,
            181677,
            138909,
            181677
        ],
        [
            -39361,
            -39361,
            -35120,
            -104321,
            -51931,
            -104321
        ],
        [
            38,
            24,
            52,
            38,
            24,
            52
        ],
        [
            49,
            24,
            74,
            49,
            24,
            74
        ],
        [
            28,
            23,
            33,
            28,
            23,
            33
        ],
        [
            3651,
            1130,
            2521,
            3651,
            1130,
            2521
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330702,
            -25647,
            -117789,
            -105000,
            -127130,
            -147185
        ]
    ]
}
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": 1600387200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759912790484,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 77,
            "offset": 184,
            "multiplier": 3.05772
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19001,
            "nb": 0.021,
            "nc": 0.1
        }
    }
}

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)