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Trade: YFI/USDT/120/PWMA/WMA/4875

Strategy
YFI/USDT/120/PWMA/WMA/4875
Pair
YFI_USDT
Interval
2h
Score
363424
Daily Profit
0.253616
Profit Factor
1.330911
Profitability
45.564516
Streak
3.983634
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-25 18:36
Expiration Time
2025-12-01 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474432.1537 318883.4674 155548.6864 582790.7563 1095009.0259 -512218.2696
Total P&L (%) 474.4322 318.8835 155.5487 582.7908 1095.009 -512.2183
Avg Daily Profit (%) 0.2536 0.1705 0.0832 0.1027 0.1327 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132508 -92239 -84930 -1405142 -956101 -1154885
Profit Factor 1.3309 1.4709 1.2056 1.044 1.1862 0.9305
Total Trades 496 248 248 496 248 248
Winning Trades 226 106 120 226 106 120
Losing Trades 270 142 128 270 142 128
Profitability (%) 45.5645 42.7419 48.3871 45.5645 42.7419 48.3871
Ratio Avg Win / Avg Loss 1.59 1.9705 1.286 1.2472 1.5891 0.9925
Largest Winning Trade 84757 84757 62097 409491 409491 407309
Largest Losing Trade -33582 -22869 -33582 -347640 -236920 -347640
Avg Bars in Trades 44 48 41 44 48 41
Avg Bars in Winners 53 59 48 53 59 48
Avg Bars in Losers 37 40 33 37 40 33
Bars Traded 22210 12029 10181 22210 12029 10181
Profit Streak 3.9836 0 52.067 3.9836 0 52.067
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363424 270994 -80741 -226909 -32099 -579088

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598421600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758814585992,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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": [
        [
            474432.1537420335,
            318883.4673656771,
            155548.6863763561,
            582790.7562912874,
            1095009.025938161,
            -512218.269646872
        ],
        [
            474.432154,
            318.883467,
            155.548686,
            582.790756,
            1095.009026,
            -512.21827
        ],
        [
            0.253616,
            0.170465,
            0.083151,
            0.102744,
            0.1327,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132508,
            -92239,
            -84930,
            -1405142,
            -956101,
            -1154885
        ],
        [
            1.330911,
            1.470925,
            1.205596,
            1.043985,
            1.18623,
            0.930498
        ],
        [
            496,
            248,
            248,
            496,
            248,
            248
        ],
        [
            226,
            106,
            120,
            226,
            106,
            120
        ],
        [
            270,
            142,
            128,
            270,
            142,
            128
        ],
        [
            45.564516,
            42.741935,
            48.387097,
            45.564516,
            42.741935,
            48.387097
        ],
        [
            1.590026,
            1.970485,
            1.285969,
            1.247239,
            1.5891,
            0.992531
        ],
        [
            84757,
            84757,
            62097,
            409491,
            409491,
            407309
        ],
        [
            -33582,
            -22869,
            -33582,
            -347640,
            -236920,
            -347640
        ],
        [
            44,
            48,
            41,
            44,
            48,
            41
        ],
        [
            53,
            59,
            48,
            53,
            59,
            48
        ],
        [
            37,
            40,
            33,
            37,
            40,
            33
        ],
        [
            22210,
            12029,
            10181,
            22210,
            12029,
            10181
        ],
        [
            3.983634,
            0,
            52.066967,
            3.983634,
            0,
            52.066967
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363424,
            270994,
            -80741,
            -226909,
            -32099,
            -579088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598421600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758814585992,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "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)