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Trade: YFI/USDT/480/OHLC4/HWMA/3709

Strategy
YFI/USDT/480/OHLC4/HWMA/3709
Pair
YFI_USDT
Interval
8h
Score
362179
Daily Profit
0.230544
Profit Factor
1.378105
Profitability
45.726496
Streak
0.000000
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-09-27 19:14
Expiration Time
2025-11-22 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455397.9126 432116.0788 23281.8338 25016.0766 -717327.0477 742343.1243
Total P&L (%) 455.3979 432.1161 23.2818 25.0161 -717.327 742.3431
Avg Daily Profit (%) 0.243 0.2305 0.0124 0.0119 0 0.1138
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257826 -161940 -174982 -4634898 -4276829 -2586123
Profit Factor 1.1929 1.3781 1.0191 1.001 0.9437 1.0608
Total Trades 936 468 468 936 468 468
Winning Trades 455 214 241 455 214 241
Losing Trades 481 254 227 481 254 227
Profitability (%) 48.6111 45.7265 51.4957 48.6111 45.7265 51.4957
Ratio Avg Win / Avg Loss 1.261 1.6357 0.9599 1.0582 1.12 0.9992
Largest Winning Trade 199738 199738 31050 1673676 1673676 833483
Largest Losing Trade -33464 -26652 -33464 -823640 -823640 -749472
Avg Bars in Trades 6 6 5 6 6 5
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 5619 2825 2794 5619 2825 2794
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 168303 362179 -379754 -394857 -578605 -193664
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989653687,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17672,
            "nb": 0.86157,
            "nc": 0.77286
        }
    }
}
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": [
        [
            455397.9126416751,
            432116.0788081175,
            23281.8338335562,
            25016.0765795712,
            -717327.0476925696,
            742343.1242721423
        ],
        [
            455.397913,
            432.116079,
            23.281834,
            25.016077,
            -717.327048,
            742.343124
        ],
        [
            0.242966,
            0.230544,
            0.012421,
            0.011913,
            0,
            0.11376
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257826,
            -161940,
            -174982,
            -4634898,
            -4276829,
            -2586123
        ],
        [
            1.192883,
            1.378105,
            1.019112,
            1.001003,
            0.943657,
            1.060797
        ],
        [
            936,
            468,
            468,
            936,
            468,
            468
        ],
        [
            455,
            214,
            241,
            455,
            214,
            241
        ],
        [
            481,
            254,
            227,
            481,
            254,
            227
        ],
        [
            48.611111,
            45.726496,
            51.495726,
            48.611111,
            45.726496,
            51.495726
        ],
        [
            1.261048,
            1.635695,
            0.959911,
            1.058203,
            1.120042,
            0.999174
        ],
        [
            199738,
            199738,
            31050,
            1673676,
            1673676,
            833483
        ],
        [
            -33464,
            -26652,
            -33464,
            -823640,
            -823640,
            -749472
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5619,
            2825,
            2794,
            5619,
            2825,
            2794
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            168303,
            362179,
            -379754,
            -394857,
            -578605,
            -193664
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989653687,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17672,
            "nb": 0.86157,
            "nc": 0.77286
        }
    }
}

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)