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Trade: YFI/USDT/480/HILO/WMA/5180

Strategy
YFI/USDT/480/HILO/WMA/5180
Pair
YFI_USDT
Interval
8h
Score
419806
Daily Profit
0.219546
Profit Factor
1.440888
Profitability
58.947368
Streak
0.000000
Best Strategy
Training Data Length
1885.670000
Evaluation Time
2025-10-08 21:32
Expiration Time
2025-12-04 07:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413990.5709 247882.633 166107.9379 428700.83 172895.2051 255805.6249
Total P&L (%) 413.9906 247.8826 166.1079 428.7008 172.8952 255.8056
Avg Daily Profit (%) 0.2195 0.1315 0.0881 0.0884 0.0533 0.0673
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98360 -109044 -56925 -540854 -571718 -319303
Profit Factor 1.4409 1.4904 1.3832 1.11 1.0821 1.1429
Total Trades 285 143 142 285 143 142
Winning Trades 168 78 90 168 78 90
Losing Trades 117 65 52 117 65 52
Profitability (%) 58.9474 54.5455 63.3803 58.9474 54.5455 63.3803
Ratio Avg Win / Avg Loss 1.0035 1.242 0.7992 0.7731 0.9017 0.6604
Largest Winning Trade 72128 72128 44390 227407 227407 159734
Largest Losing Trade -64858 -64858 -38465 -287862 -287862 -186869
Avg Bars in Trades 19 26 12 19 26 12
Avg Bars in Winners 16 22 11 16 22 11
Avg Bars in Losers 24 31 15 24 31 15
Bars Traded 5580 3752 1828 5580 3752 1828
Profit Streak 0 0 41.106 0 0 41.106
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419806 -15592 -73167 -173226 -253011 -164726
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598860800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759948358657,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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": [
        [
            413990.5709457767,
            247882.6330365994,
            166107.9379091776,
            428700.8300488187,
            172895.2051271626,
            255805.624921656
        ],
        [
            413.990571,
            247.882633,
            166.107938,
            428.70083,
            172.895205,
            255.805625
        ],
        [
            0.219546,
            0.131456,
            0.08809,
            0.08835,
            0.053253,
            0.067331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98360,
            -109044,
            -56925,
            -540854,
            -571718,
            -319303
        ],
        [
            1.440888,
            1.490392,
            1.383166,
            1.110041,
            1.082085,
            1.142945
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            168,
            78,
            90,
            168,
            78,
            90
        ],
        [
            117,
            65,
            52,
            117,
            65,
            52
        ],
        [
            58.947368,
            54.545455,
            63.380282,
            58.947368,
            54.545455,
            63.380282
        ],
        [
            1.003476,
            1.241993,
            0.799163,
            0.773064,
            0.901738,
            0.660368
        ],
        [
            72128,
            72128,
            44390,
            227407,
            227407,
            159734
        ],
        [
            -64858,
            -64858,
            -38465,
            -287862,
            -287862,
            -186869
        ],
        [
            19,
            26,
            12,
            19,
            26,
            12
        ],
        [
            16,
            22,
            11,
            16,
            22,
            11
        ],
        [
            24,
            31,
            15,
            24,
            31,
            15
        ],
        [
            5580,
            3752,
            1828,
            5580,
            3752,
            1828
        ],
        [
            0,
            0,
            41.106003,
            0,
            0,
            41.106003
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419806,
            -15592,
            -73167,
            -173226,
            -253011,
            -164726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5657,
    "evaluation_days": 1885.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598860800000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759948358657,
    "expiration_time": 1764826848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "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)