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Trade: YFI/USDT/360/WMA/BBM/2042

Strategy
YFI/USDT/360/WMA/BBM/2042
Pair
YFI_USDT
Interval
6h
Score
431899
Daily Profit
0.156002
Profit Factor
2.486532
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 10:52
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 435133.8833 294063.8273 141070.056 555370.374 280466.9122 274903.4619
Total P&L (%) 435.1339 294.0638 141.0701 555.3704 280.4669 274.9035
Avg Daily Profit (%) 0.2308 0.156 0.0748 0.0998 0.0709 0.0701
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110082 -71793 -49591 -317998 -233498 -231751
Profit Factor 1.9206 2.4865 1.5132 1.3905 1.4853 1.3256
Total Trades 77 38 39 77 38 39
Winning Trades 42 19 23 42 19 23
Losing Trades 35 19 16 35 19 16
Profitability (%) 54.5455 50 58.9744 54.5455 50 58.9744
Ratio Avg Win / Avg Loss 1.6005 2.4865 1.0527 1.1587 1.4853 0.9221
Largest Winning Trade 137746 137746 65795 304395 304395 266889
Largest Losing Trade -49591 -33101 -49591 -205467 -116127 -205467
Avg Bars in Trades 94 71 116 94 71 116
Avg Bars in Winners 92 57 120 92 57 120
Avg Bars in Losers 97 85 110 97 85 110
Bars Traded 7265 2721 4544 7265 2721 4544
Profit Streak 28.3279 0 81.3279 28.3279 0 81.3279
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33616 431899 -89084 -103852 -97026 -98174
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7540,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600797600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759909931291,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.251
        }
    }
}
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": [
        [
            435133.883333044,
            294063.827340017,
            141070.0559930271,
            555370.374040977,
            280466.9121815589,
            274903.4618594177
        ],
        [
            435.133883,
            294.063827,
            141.070056,
            555.370374,
            280.466912,
            274.903462
        ],
        [
            0.23084,
            0.156002,
            0.074838,
            0.099786,
            0.070913,
            0.070131
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110082,
            -71793,
            -49591,
            -317998,
            -233498,
            -231751
        ],
        [
            1.92055,
            2.486532,
            1.513224,
            1.390456,
            1.485271,
            1.325559
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            54.545455,
            50,
            58.974359,
            54.545455,
            50,
            58.974359
        ],
        [
            1.600459,
            2.486532,
            1.052678,
            1.158713,
            1.485271,
            0.922128
        ],
        [
            137746,
            137746,
            65795,
            304395,
            304395,
            266889
        ],
        [
            -49591,
            -33101,
            -49591,
            -205467,
            -116127,
            -205467
        ],
        [
            94,
            71,
            116,
            94,
            71,
            116
        ],
        [
            92,
            57,
            120,
            92,
            57,
            120
        ],
        [
            97,
            85,
            110,
            97,
            85,
            110
        ],
        [
            7265,
            2721,
            4544,
            7265,
            2721,
            4544
        ],
        [
            28.327908,
            0,
            81.327908,
            28.327908,
            0,
            81.327908
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33616,
            431899,
            -89084,
            -103852,
            -97026,
            -98174
        ]
    ]
}
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": 1600797600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759909931291,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.251
        }
    }
}

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)