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Trade: YFI/USDT/360/BBM/PWMA/3506

Strategy
YFI/USDT/360/BBM/PWMA/3506
Pair
YFI_USDT
Interval
6h
Score
371528
Daily Profit
0.173579
Profit Factor
1.509986
Profitability
59.259259
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 12:01
Expiration Time
2025-12-03 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327196.5459 190950.4303 136246.1156 193082.6978 -135254.1168 328336.8145
Total P&L (%) 327.1965 190.9504 136.2461 193.0827 -135.2541 328.3368
Avg Daily Profit (%) 0.1736 0.1013 0.0723 0.0571 0 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110858 -100032 -72822 -827915 -859484 -397361
Profit Factor 1.51 1.5985 1.4224 1.0575 0.9247 1.2104
Total Trades 135 67 68 135 67 68
Winning Trades 80 38 42 80 38 42
Losing Trades 55 29 26 55 29 26
Profitability (%) 59.2593 56.7164 61.7647 59.2593 56.7164 61.7647
Ratio Avg Win / Avg Loss 1.0381 1.2199 0.8805 0.7271 0.7057 0.7493
Largest Winning Trade 84658 84658 50593 306441 206892 306441
Largest Losing Trade -55523 -55523 -46699 -536279 -536279 -267943
Avg Bars in Trades 54 60 47 54 60 47
Avg Bars in Winners 43 48 39 43 48 39
Avg Bars in Losers 69 76 62 69 76 62
Bars Traded 7322 4059 3263 7322 4059 3263
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 371528 -171641 -204924 -274081 -696587 -199653
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7540,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759914080671,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 131,
            "offset": 0,
            "std": 1.44554
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 178,
            "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": [
        [
            327196.5459022699,
            190950.4303054398,
            136246.1155968299,
            193082.6977500234,
            -135254.1167546779,
            328336.8145047006
        ],
        [
            327.196546,
            190.95043,
            136.246116,
            193.082698,
            -135.254117,
            328.336815
        ],
        [
            0.173579,
            0.1013,
            0.072279,
            0.057061,
            0,
            0.077204
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110858,
            -100032,
            -72822,
            -827915,
            -859484,
            -397361
        ],
        [
            1.509986,
            1.598508,
            1.422422,
            1.057527,
            0.924684,
            1.210394
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            59.259259,
            56.716418,
            61.764706,
            59.259259,
            56.716418,
            61.764706
        ],
        [
            1.038115,
            1.219914,
            0.880547,
            0.72705,
            0.70568,
            0.749292
        ],
        [
            84658,
            84658,
            50593,
            306441,
            206892,
            306441
        ],
        [
            -55523,
            -55523,
            -46699,
            -536279,
            -536279,
            -267943
        ],
        [
            54,
            60,
            47,
            54,
            60,
            47
        ],
        [
            43,
            48,
            39,
            43,
            48,
            39
        ],
        [
            69,
            76,
            62,
            69,
            76,
            62
        ],
        [
            7322,
            4059,
            3263,
            7322,
            4059,
            3263
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371528,
            -171641,
            -204924,
            -274081,
            -696587,
            -199653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7540,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759914080671,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 131,
            "offset": 0,
            "std": 1.44554
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 178,
            "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)