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Trade: YFI/USDT/360/PWMA/BBL/2820

Strategy
YFI/USDT/360/PWMA/BBL/2820
Pair
YFI_USDT
Interval
6h
Score
394129
Daily Profit
0.171419
Profit Factor
1.604379
Profitability
51.666667
Streak
0.000000
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 12:33
Expiration Time
2025-11-25 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321753.5664 163084.7969 158668.7695 393460.1307 280941.1648 112518.9658
Total P&L (%) 321.7536 163.0848 158.6688 393.4601 280.9412 112.519
Avg Daily Profit (%) 0.1714 0.0869 0.0845 0.0851 0.0713 0.0402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71396 -45419 -60437 -713951 -331096 -625705
Profit Factor 1.6044 1.6878 1.5374 1.1222 1.2254 1.057
Total Trades 120 60 60 120 60 60
Winning Trades 62 27 35 62 27 35
Losing Trades 58 33 25 58 33 25
Profitability (%) 51.6667 45 58.3333 51.6667 45 58.3333
Ratio Avg Win / Avg Loss 1.5009 2.0629 1.0981 1.0498 1.4977 0.755
Largest Winning Trade 73494 61049 73494 280506 256594 280506
Largest Losing Trade -49062 -23831 -49062 -394402 -154030 -394402
Avg Bars in Trades 61 22 99 61 22 99
Avg Bars in Winners 81 25 125 81 25 125
Avg Bars in Losers 39 20 63 39 20 63
Bars Traded 7345 1368 5977 7345 1368 5977
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 394129 -244607 -246661 -164943 -268984 -466814
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759224836941,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.1261
        }
    }
}
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": [
        [
            321753.5663705267,
            163084.7968586736,
            158668.7695118531,
            393460.130656381,
            280941.1648268179,
            112518.9658295634
        ],
        [
            321.753566,
            163.084797,
            158.66877,
            393.460131,
            280.941165,
            112.518966
        ],
        [
            0.171419,
            0.086886,
            0.084533,
            0.08508,
            0.071281,
            0.040171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71396,
            -45419,
            -60437,
            -713951,
            -331096,
            -625705
        ],
        [
            1.604379,
            1.687827,
            1.53737,
            1.122196,
            1.225355,
            1.057022
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            51.666667,
            45,
            58.333333,
            51.666667,
            45,
            58.333333
        ],
        [
            1.50087,
            2.062899,
            1.098121,
            1.049797,
            1.497657,
            0.755016
        ],
        [
            73494,
            61049,
            73494,
            280506,
            256594,
            280506
        ],
        [
            -49062,
            -23831,
            -49062,
            -394402,
            -154030,
            -394402
        ],
        [
            61,
            22,
            99,
            61,
            22,
            99
        ],
        [
            81,
            25,
            125,
            81,
            25,
            125
        ],
        [
            39,
            20,
            63,
            39,
            20,
            63
        ],
        [
            7345,
            1368,
            5977,
            7345,
            1368,
            5977
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394129,
            -244607,
            -246661,
            -164943,
            -268984,
            -466814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759224836941,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 1.1261
        }
    }
}

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)