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Trade: YFI/USDT/240/HWMA/T3/1696

Strategy
YFI/USDT/240/HWMA/T3/1696
Pair
YFI_USDT
Interval
4h
Score
340832
Daily Profit
0.155007
Profit Factor
1.356378
Profitability
46.530612
Streak
23.171020
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-27 03:06
Expiration Time
2025-11-19 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 180808.1611 290044.513 -109236.3519 -114876.8439 128689.414 -243566.2578
Total P&L (%) 180.8082 290.0445 -109.2364 -114.8768 128.6894 -243.5663
Avg Daily Profit (%) 0.0966 0.155 -0.0584 0 0.0442 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227618 -125594 -167521 -564748 -173912 -322570
Profit Factor 1.1009 1.3564 0.8883 0.9316 1.1654 0.7295
Total Trades 490 245 245 490 245 245
Winning Trades 241 114 127 247 131 116
Losing Trades 249 131 118 243 114 129
Profitability (%) 49.1837 46.5306 51.8367 50.4082 53.4694 47.3469
Ratio Avg Win / Avg Loss 1.1375 1.5586 0.8253 0.9165 1.0142 0.8113
Largest Winning Trade 70096 70096 43553 176678 139758 176678
Largest Losing Trade -141917 -34583 -141917 -127231 -70982 -127231
Avg Bars in Trades 22 22 22 22 22 22
Avg Bars in Winners 22 22 22 22 22 22
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 11198 5594 5604 11198 5594 5604
Profit Streak 23.171 23.171 34.5044 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169400 340832 -578032 -577886 -170947 -580805
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931576144,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08338,
            "nb": 0.1,
            "nc": 0.36623
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.4069
        }
    }
}
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": [
        [
            180808.1610688046,
            290044.5129921692,
            -109236.3519233641,
            -114876.8438556396,
            128689.4139665453,
            -243566.2578221852
        ],
        [
            180.808161,
            290.044513,
            -109.236352,
            -114.876844,
            128.689414,
            -243.566258
        ],
        [
            0.096628,
            0.155007,
            -0.058379,
            0,
            0.044217,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227618,
            -125594,
            -167521,
            -564748,
            -173912,
            -322570
        ],
        [
            1.100932,
            1.356378,
            0.888252,
            0.931552,
            1.165433,
            0.729497
        ],
        [
            490,
            245,
            245,
            490,
            245,
            245
        ],
        [
            241,
            114,
            127,
            247,
            131,
            116
        ],
        [
            249,
            131,
            118,
            243,
            114,
            129
        ],
        [
            49.183673,
            46.530612,
            51.836735,
            50.408163,
            53.469388,
            47.346939
        ],
        [
            1.137477,
            1.558645,
            0.825305,
            0.916466,
            1.014194,
            0.811251
        ],
        [
            70096,
            70096,
            43553,
            176678,
            139758,
            176678
        ],
        [
            -141917,
            -34583,
            -141917,
            -127231,
            -70982,
            -127231
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            11198,
            5594,
            5604,
            11198,
            5594,
            5604
        ],
        [
            23.17102,
            23.17102,
            34.504353,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169400,
            340832,
            -578032,
            -577886,
            -170947,
            -580805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931576144,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.08338,
            "nb": 0.1,
            "nc": 0.36623
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 18,
            "offset": 0,
            "a": 0.4069
        }
    }
}

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)