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Trade: YFI/USDT/480/HWMA/VWAP/4511

Strategy
YFI/USDT/480/HWMA/VWAP/4511
Pair
YFI_USDT
Interval
8h
Score
350300
Daily Profit
0.181811
Profit Factor
1.236045
Profitability
50.491803
Streak
11.316318
Best Strategy
Training Data Length
1874.670000
Evaluation Time
2025-09-28 02:35
Expiration Time
2025-11-22 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340835.0534 368416.5903 -27581.5369 -67762.8724 224123.2878 -291886.1602
Total P&L (%) 340.8351 368.4166 -27.5815 -67.7629 224.1233 -291.8862
Avg Daily Profit (%) 0.1818 0.1965 -0.0147 -0.0604 0.0627 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272733 -97281 -189587 -920640 -620956 -643245
Profit Factor 1.236 1.5284 0.9631 0.9758 1.1641 0.797
Total Trades 305 152 153 305 152 153
Winning Trades 154 71 83 154 71 83
Losing Trades 151 81 70 151 81 70
Profitability (%) 50.4918 46.7105 54.2484 50.4918 46.7105 54.2484
Ratio Avg Win / Avg Loss 1.212 1.7436 0.8122 0.9568 1.328 0.6722
Largest Winning Trade 142268 142268 43501 330795 330795 134088
Largest Losing Trade -65191 -39575 -65191 -302439 -226661 -302439
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 5604 2792 2812 5604 2792 2812
Profit Streak 11.3163 0 17.3163 11.3163 0 17.3163
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350300 339170 -579134 -578206 -149975 -579134
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5624,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759016129923,
    "expiration_time": 1763847936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.32478
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            340835.0534193967,
            368416.5902827554,
            -27581.5368633587,
            -67762.8724489308,
            224123.2877732636,
            -291886.160222194
        ],
        [
            340.835053,
            368.41659,
            -27.581537,
            -67.762872,
            224.123288,
            -291.88616
        ],
        [
            0.181811,
            0.196523,
            -0.014713,
            -0.060368,
            0.062748,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272733,
            -97281,
            -189587,
            -920640,
            -620956,
            -643245
        ],
        [
            1.236045,
            1.528362,
            0.96306,
            0.975833,
            1.16405,
            0.796979
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            154,
            71,
            83,
            154,
            71,
            83
        ],
        [
            151,
            81,
            70,
            151,
            81,
            70
        ],
        [
            50.491803,
            46.710526,
            54.248366,
            50.491803,
            46.710526,
            54.248366
        ],
        [
            1.211966,
            1.743624,
            0.812219,
            0.956823,
            1.328001,
            0.672151
        ],
        [
            142268,
            142268,
            43501,
            330795,
            330795,
            134088
        ],
        [
            -65191,
            -39575,
            -65191,
            -302439,
            -226661,
            -302439
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            5604,
            2792,
            2812,
            5604,
            2792,
            2812
        ],
        [
            11.316318,
            0,
            17.316318,
            11.316319,
            0,
            17.316319
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350300,
            339170,
            -579134,
            -578206,
            -149975,
            -579134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5624,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759016129923,
    "expiration_time": 1763847936000,
    "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": 0.32478
        }
    },
    "second_band": {
        "type": "vwap",
        "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)