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Trade: YFI/USDT/360/HMA/T3/5661

Strategy
YFI/USDT/360/HMA/T3/5661
Pair
YFI_USDT
Interval
6h
Score
377439
Daily Profit
0.183409
Profit Factor
1.402693
Profitability
46.927374
Streak
35.474791
Best Strategy
Training Data Length
1877.500000
Evaluation Time
2025-10-01 02:23
Expiration Time
2025-11-26 03:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344351.1935 192429.6644 151921.5291 257626.7777 -44437.7085 302064.4862
Total P&L (%) 344.3512 192.4297 151.9215 257.6268 -44.4377 302.0645
Avg Daily Profit (%) 0.1834 0.1025 0.0809 0.0679 -0.0313 0.0741
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106165 -81991 -68053 -361979 -380218 -185081
Profit Factor 1.4027 1.3964 1.4109 1.1039 0.9701 1.3038
Total Trades 179 89 90 179 89 90
Winning Trades 84 36 48 84 36 48
Losing Trades 95 53 42 95 53 42
Profitability (%) 46.9274 40.4494 53.3333 46.9274 40.4494 53.3333
Ratio Avg Win / Avg Loss 1.5864 2.0558 1.2346 1.2484 1.4282 1.1408
Largest Winning Trade 70171 70171 38179 146865 146865 119326
Largest Losing Trade -42595 -42595 -38135 -183954 -183954 -107410
Avg Bars in Trades 41 44 38 41 44 38
Avg Bars in Winners 52 60 46 52 60 46
Avg Bars in Losers 31 33 29 31 33 29
Bars Traded 7351 3920 3431 7351 3920 3431
Profit Streak 35.4748 35.4748 37.2248 35.4748 35.4748 37.2248
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377439 -57853 -83047 -207363 -582599 -92739
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274621995,
    "expiration_time": 1764121680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.62539
        }
    }
}
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": [
        [
            344351.1934966841,
            192429.6644451903,
            151921.5290514936,
            257626.7776749043,
            -44437.7085405345,
            302064.4862154382
        ],
        [
            344.351193,
            192.429664,
            151.921529,
            257.626778,
            -44.437709,
            302.064486
        ],
        [
            0.183409,
            0.102492,
            0.080917,
            0.067896,
            -0.031296,
            0.074139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106165,
            -81991,
            -68053,
            -361979,
            -380218,
            -185081
        ],
        [
            1.402693,
            1.396408,
            1.410945,
            1.103872,
            0.970096,
            1.303812
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            95,
            53,
            42,
            95,
            53,
            42
        ],
        [
            46.927374,
            40.449438,
            53.333333,
            46.927374,
            40.449438,
            53.333333
        ],
        [
            1.586378,
            2.055823,
            1.234577,
            1.248426,
            1.428196,
            1.140836
        ],
        [
            70171,
            70171,
            38179,
            146865,
            146865,
            119326
        ],
        [
            -42595,
            -42595,
            -38135,
            -183954,
            -183954,
            -107410
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            52,
            60,
            46,
            52,
            60,
            46
        ],
        [
            31,
            33,
            29,
            31,
            33,
            29
        ],
        [
            7351,
            3920,
            3431,
            7351,
            3920,
            3431
        ],
        [
            35.474791,
            35.474792,
            37.224792,
            35.474792,
            35.474792,
            37.224792
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377439,
            -57853,
            -83047,
            -207363,
            -582599,
            -92739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600171200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759274621995,
    "expiration_time": 1764121680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.62539
        }
    }
}

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)