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Trade: YFI/USDT/360/HWMA/HL2/5167

Strategy
YFI/USDT/360/HWMA/HL2/5167
Pair
YFI_USDT
Interval
6h
Score
436956
Daily Profit
0.296096
Profit Factor
1.276451
Profitability
42.822384
Streak
4.713685
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-03 02:07
Expiration Time
2025-11-28 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556511.6386 499728.2529 56783.3856 142578.4888 1316773.2606 -1174194.7718
Total P&L (%) 556.5116 499.7283 56.7834 142.5785 1316.7733 -1174.1948
Avg Daily Profit (%) 0.2961 0.2659 0.0302 0.0472 0.1411 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182939 -161130 -152121 -4793887 -3256009 -2843048
Profit Factor 1.2765 1.4851 1.0578 1.0049 1.0854 0.9151
Total Trades 822 411 411 822 411 411
Winning Trades 352 168 184 352 168 184
Losing Trades 470 243 227 470 243 227
Profitability (%) 42.8224 40.8759 44.7689 42.8224 40.8759 44.7689
Ratio Avg Win / Avg Loss 1.7044 2.1481 1.305 1.3417 1.57 1.1289
Largest Winning Trade 153855 153855 41592 1252318 1252318 457303
Largest Losing Trade -52628 -30035 -52628 -1127176 -662421 -1127176
Avg Bars in Trades 9 9 8 9 9 8
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 6 7 5 6 7 5
Bars Traded 7500 3810 3690 7500 3810 3690
Profit Streak 4.7137 7.7137 0 4.7137 7.7137 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436956 358930 -310549 -342861 -130160 -579275
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759446462364,
    "expiration_time": 1764299664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            556511.6385772373,
            499728.2529488318,
            56783.3856284056,
            142578.4888072426,
            1316773.2605935177,
            -1174194.7717862763
        ],
        [
            556.511639,
            499.728253,
            56.783386,
            142.578489,
            1316.773261,
            -1174.194772
        ],
        [
            0.296096,
            0.265884,
            0.030212,
            0.04716,
            0.141146,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182939,
            -161130,
            -152121,
            -4793887,
            -3256009,
            -2843048
        ],
        [
            1.276451,
            1.485121,
            1.057769,
            1.004877,
            1.085446,
            0.915069
        ],
        [
            822,
            411,
            411,
            822,
            411,
            411
        ],
        [
            352,
            168,
            184,
            352,
            168,
            184
        ],
        [
            470,
            243,
            227,
            470,
            243,
            227
        ],
        [
            42.822384,
            40.875912,
            44.768856,
            42.822384,
            40.875912,
            44.768856
        ],
        [
            1.704352,
            2.148121,
            1.304965,
            1.341739,
            1.570021,
            1.128917
        ],
        [
            153855,
            153855,
            41592,
            1252318,
            1252318,
            457303
        ],
        [
            -52628,
            -30035,
            -52628,
            -1127176,
            -662421,
            -1127176
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            6,
            7,
            5,
            6,
            7,
            5
        ],
        [
            7500,
            3810,
            3690,
            7500,
            3810,
            3690
        ],
        [
            4.713685,
            7.713685,
            0,
            4.713685,
            7.713685,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436956,
            358930,
            -310549,
            -342861,
            -130160,
            -579275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759428000000,
    "evaluation_time": 1759446462364,
    "expiration_time": 1764299664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)