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Trade: YFI/USDT/480/MIDPRICE/WMA/3888

Strategy
YFI/USDT/480/MIDPRICE/WMA/3888
Pair
YFI_USDT
Interval
8h
Score
376232
Daily Profit
0.183659
Profit Factor
1.761381
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-09-30 15:35
Expiration Time
2025-11-25 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344787.8006 202179.5214 142608.2792 454960.78 282556.7992 172403.9809
Total P&L (%) 344.7878 202.1795 142.6083 454.9608 282.5568 172.404
Avg Daily Profit (%) 0.1837 0.1077 0.076 0.0913 0.0715 0.0534
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91862 -50526 -53477 -245277 -148387 -223718
Profit Factor 1.7614 1.9989 1.5694 1.3349 1.4436 1.239
Total Trades 93 47 46 93 47 46
Winning Trades 60 28 32 60 28 32
Losing Trades 33 19 14 33 19 14
Profitability (%) 64.5161 59.5745 69.5652 64.5161 59.5745 69.5652
Ratio Avg Win / Avg Loss 0.9688 1.3564 0.6866 0.7342 0.9796 0.5421
Largest Winning Trade 76439 76439 41230 138096 138096 91155
Largest Losing Trade -53477 -37738 -53477 -207678 -99538 -207678
Avg Bars in Trades 55 43 67 55 43 67
Avg Bars in Winners 44 36 52 44 36 52
Avg Bars in Losers 75 55 102 75 55 102
Bars Traded 5177 2062 3115 5177 2062 3115
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 376232 -45203 -88848 -69998 -96864 -120960
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759235722018,
    "expiration_time": 1764085248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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": [
        [
            344787.8005718429,
            202179.5213729345,
            142608.2791989086,
            454960.7800414218,
            282556.7991860943,
            172403.9808553273
        ],
        [
            344.787801,
            202.179521,
            142.608279,
            454.96078,
            282.556799,
            172.403981
        ],
        [
            0.183659,
            0.107695,
            0.075963,
            0.091327,
            0.071494,
            0.053394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91862,
            -50526,
            -53477,
            -245277,
            -148387,
            -223718
        ],
        [
            1.761381,
            1.99892,
            1.569415,
            1.334939,
            1.443575,
            1.239006
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            64.516129,
            59.574468,
            69.565217,
            64.516129,
            59.574468,
            69.565217
        ],
        [
            0.96876,
            1.35641,
            0.686619,
            0.734217,
            0.979569,
            0.542065
        ],
        [
            76439,
            76439,
            41230,
            138096,
            138096,
            91155
        ],
        [
            -53477,
            -37738,
            -53477,
            -207678,
            -99538,
            -207678
        ],
        [
            55,
            43,
            67,
            55,
            43,
            67
        ],
        [
            44,
            36,
            52,
            44,
            36,
            52
        ],
        [
            75,
            55,
            102,
            75,
            55,
            102
        ],
        [
            5177,
            2062,
            3115,
            5177,
            2062,
            3115
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376232,
            -45203,
            -88848,
            -69998,
            -96864,
            -120960
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602979200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759235722018,
    "expiration_time": 1764085248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "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)