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Trade: YFI/USDT/360/FWMA/RMA/2401

Strategy
YFI/USDT/360/FWMA/RMA/2401
Pair
YFI_USDT
Interval
6h
Score
374931
Daily Profit
0.146414
Profit Factor
1.904385
Profitability
88.721805
Streak
164.533060
Best Strategy
Training Data Length
1885.250000
Evaluation Time
2025-10-08 21:47
Expiration Time
2025-12-04 03:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276027.8397 117542.7955 158485.0443 544568.0155 -43480.1107 588048.1262
Total P&L (%) 276.0278 117.5428 158.485 544.568 -43.4801 588.0481
Avg Daily Profit (%) 0.1464 0.0623 0.0841 0.0989 -0.0303 0.1024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76638 -83414 -41023 -471738 -533943 -192936
Profit Factor 1.9044 1.642 2.2977 1.3882 0.9551 2.3507
Total Trades 133 66 67 133 66 67
Winning Trades 118 58 60 118 58 60
Losing Trades 15 8 7 15 8 7
Profitability (%) 88.7218 87.8788 89.5522 88.7218 87.8788 89.5522
Ratio Avg Win / Avg Loss 0.2421 0.2265 0.2681 0.1765 0.1317 0.2742
Largest Winning Trade 20943 20943 12606 75184 40097 75184
Largest Losing Trade -61500 -61500 -37368 -441079 -441079 -166178
Avg Bars in Trades 53 68 38 53 68 38
Avg Bars in Winners 19 17 20 19 17 20
Avg Bars in Losers 323 437 193 323 437 193
Bars Traded 7146 4539 2607 7146 4539 2607
Profit Streak 164.5331 164.5331 268.5331 164.5331 164.5331 268.5331
Trades During Streak 25 12 15 25 12 15
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374931 -227266 -189393 -54415 -698701 -164488
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759949256410,
    "expiration_time": 1764811368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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": [
        [
            276027.8397403141,
            117542.7954577557,
            158485.0442825585,
            544568.0155211238,
            -43480.1107039685,
            588048.1262250927
        ],
        [
            276.02784,
            117.542795,
            158.485044,
            544.568016,
            -43.480111,
            588.048126
        ],
        [
            0.146414,
            0.062349,
            0.084066,
            0.09889,
            -0.030261,
            0.102356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76638,
            -83414,
            -41023,
            -471738,
            -533943,
            -192936
        ],
        [
            1.904385,
            1.642007,
            2.297738,
            1.388165,
            0.955062,
            2.350696
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            88.721805,
            87.878788,
            89.552239,
            88.721805,
            87.878788,
            89.552239
        ],
        [
            0.242083,
            0.226484,
            0.268069,
            0.176462,
            0.131733,
            0.274248
        ],
        [
            20943,
            20943,
            12606,
            75184,
            40097,
            75184
        ],
        [
            -61500,
            -61500,
            -37368,
            -441079,
            -441079,
            -166178
        ],
        [
            53,
            68,
            38,
            53,
            68,
            38
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            323,
            437,
            193,
            323,
            437,
            193
        ],
        [
            7146,
            4539,
            2607,
            7146,
            4539,
            2607
        ],
        [
            164.53306,
            164.53306,
            268.53306,
            164.53306,
            164.53306,
            268.53306
        ],
        [
            25,
            12,
            15,
            25,
            12,
            15
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374931,
            -227266,
            -189393,
            -54415,
            -698701,
            -164488
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759949256410,
    "expiration_time": 1764811368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 221,
            "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)