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Trade: YFI/USDT/480/LINREG/PWMA/2531

Strategy
YFI/USDT/480/LINREG/PWMA/2531
Pair
YFI_USDT
Interval
8h
Score
436584
Daily Profit
0.246216
Profit Factor
1.583600
Profitability
49.152542
Streak
0.000000
Best Strategy
Training Data Length
1883.670000
Evaluation Time
2025-10-07 02:28
Expiration Time
2025-12-02 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463788.8369 236999.5433 226789.2935 1338041.8015 265000.5354 1073041.2661
Total P&L (%) 463.7888 236.9995 226.7893 1338.0418 265.0005 1073.0413
Avg Daily Profit (%) 0.2462 0.1258 0.1204 0.1416 0.0688 0.1308
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68151 -56038 -51507 -1018879 -816623 -642339
Profit Factor 1.5836 1.5143 1.6793 1.1966 1.0674 1.3732
Total Trades 236 118 118 236 118 118
Winning Trades 116 52 64 116 52 64
Losing Trades 120 66 54 120 66 54
Profitability (%) 49.1525 44.0678 54.2373 49.1525 44.0678 54.2373
Ratio Avg Win / Avg Loss 1.6382 1.9219 1.4169 1.2379 1.3548 1.1587
Largest Winning Trade 69973 69973 44156 454585 454585 336026
Largest Losing Trade -38132 -38132 -35390 -276836 -276836 -255036
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 30 34 26 30 34 26
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 5531 2965 2566 5531 2965 2566
Profit Streak 0 42.3115 0 0 42.3115 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436584 -23827 -29618 -6620 -248771 -16874
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759793311415,
    "expiration_time": 1764648864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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": [
        [
            463788.8368737834,
            236999.543331109,
            226789.2935426735,
            1338041.8014680773,
            265000.5353564989,
            1073041.2661115795
        ],
        [
            463.788837,
            236.999543,
            226.789294,
            1338.041801,
            265.000535,
            1073.041266
        ],
        [
            0.246216,
            0.125818,
            0.120398,
            0.141625,
            0.068758,
            0.130798
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68151,
            -56038,
            -51507,
            -1018879,
            -816623,
            -642339
        ],
        [
            1.5836,
            1.514255,
            1.679327,
            1.196618,
            1.067425,
            1.373233
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            116,
            52,
            64,
            116,
            52,
            64
        ],
        [
            120,
            66,
            54,
            120,
            66,
            54
        ],
        [
            49.152542,
            44.067797,
            54.237288,
            49.152542,
            44.067797,
            54.237288
        ],
        [
            1.638207,
            1.921939,
            1.416932,
            1.237881,
            1.354809,
            1.158665
        ],
        [
            69973,
            69973,
            44156,
            454585,
            454585,
            336026
        ],
        [
            -38132,
            -38132,
            -35390,
            -276836,
            -276836,
            -255036
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            30,
            34,
            26,
            30,
            34,
            26
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            5531,
            2965,
            2566,
            5531,
            2965,
            2566
        ],
        [
            0,
            42.311475,
            0,
            0,
            42.311475,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436584,
            -23827,
            -29618,
            -6620,
            -248771,
            -16874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759793311415,
    "expiration_time": 1764648864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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)