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Trade: YFI/USDT/240/HMA/RMA/4189

Strategy
YFI/USDT/240/HMA/RMA/4189
Pair
YFI_USDT
Interval
4h
Score
324713
Daily Profit
0.185173
Profit Factor
1.263529
Profitability
47.023810
Streak
19.500143
Best Strategy
Training Data Length
1889.330000
Evaluation Time
2025-10-12 23:00
Expiration Time
2025-12-08 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 349852.638 262449.206 87403.432 38552.9491 1228105.7988 -1189552.8497
Total P&L (%) 349.8526 262.4492 87.4034 38.5529 1228.1058 -1189.5529
Avg Daily Profit (%) 0.1852 0.1389 0.0463 0.0173 0.137 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222428 -157992 -109259 -3494898 -1130787 -2484924
Profit Factor 1.2635 1.3844 1.1356 1.0043 1.3376 0.7803
Total Trades 336 168 168 336 168 168
Winning Trades 158 75 83 158 75 83
Losing Trades 178 93 85 178 93 85
Profitability (%) 47.0238 44.6429 49.4048 47.0238 44.6429 49.4048
Ratio Avg Win / Avg Loss 1.4235 1.7166 1.1629 1.1314 1.6586 0.7991
Largest Winning Trade 85459 85459 40712 588815 588815 571084
Largest Losing Trade -48346 -40943 -48346 -1161154 -233341 -1161154
Avg Bars in Trades 33 36 30 33 36 30
Avg Bars in Winners 38 40 36 38 40 36
Avg Bars in Losers 28 33 24 28 33 24
Bars Traded 11224 6165 5059 11224 6165 5059
Profit Streak 19.5001 20.6668 19.5001 19.5001 20.6668 19.5001
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324713 -7086 -201887 -386320 -9522 -580127
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11336,
    "evaluation_days": 1889.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760299212390,
    "expiration_time": 1765181952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 12,
            "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": [
        [
            349852.6380287264,
            262449.2060155856,
            87403.432013141,
            38552.9490797981,
            1228105.7988019434,
            -1189552.849722147
        ],
        [
            349.852638,
            262.449206,
            87.403432,
            38.552949,
            1228.105799,
            -1189.55285
        ],
        [
            0.185173,
            0.138911,
            0.046262,
            0.017261,
            0.136986,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222428,
            -157992,
            -109259,
            -3494898,
            -1130787,
            -2484924
        ],
        [
            1.263529,
            1.384374,
            1.135557,
            1.004259,
            1.337609,
            0.780288
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            158,
            75,
            83,
            158,
            75,
            83
        ],
        [
            178,
            93,
            85,
            178,
            93,
            85
        ],
        [
            47.02381,
            44.642857,
            49.404762,
            47.02381,
            44.642857,
            49.404762
        ],
        [
            1.423469,
            1.716624,
            1.16292,
            1.131381,
            1.658635,
            0.79909
        ],
        [
            85459,
            85459,
            40712,
            588815,
            588815,
            571084
        ],
        [
            -48346,
            -40943,
            -48346,
            -1161154,
            -233341,
            -1161154
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            28,
            33,
            24,
            28,
            33,
            24
        ],
        [
            11224,
            6165,
            5059,
            11224,
            6165,
            5059
        ],
        [
            19.500143,
            20.66681,
            19.500143,
            19.500143,
            20.66681,
            19.500143
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324713,
            -7086,
            -201887,
            -386320,
            -9522,
            -580127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11336,
    "evaluation_days": 1889.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598342400000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760299212390,
    "expiration_time": 1765181952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 12,
            "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)