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Trade: YFI/USDT/480/PSAR/HWMA/5421

Strategy
YFI/USDT/480/PSAR/HWMA/5421
Pair
YFI_USDT
Interval
8h
Score
304919
Daily Profit
0.258507
Profit Factor
1.316633
Profitability
38.888889
Streak
10.602154
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 09:27
Expiration Time
2025-11-25 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485218.0746 417011.789 68206.2857 272091.3684 1889273.6126 -1617182.2442
Total P&L (%) 485.2181 417.0118 68.2063 272.0914 1889.2736 -1617.1822
Avg Daily Profit (%) 0.2585 0.2222 0.0363 0.07 0.1594 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254895 -158161 -123106 -4815594 -2336880 -3282386
Profit Factor 1.3166 1.5199 1.0934 1.0147 1.212 0.8323
Total Trades 468 234 234 468 234 234
Winning Trades 182 78 104 182 78 104
Losing Trades 286 156 130 286 156 130
Profitability (%) 38.8889 33.3333 44.4444 38.8889 33.3333 44.4444
Ratio Avg Win / Avg Loss 2.069 3.0398 1.3667 1.5945 2.4239 1.0404
Largest Winning Trade 151154 151154 38407 1521658 1521658 768712
Largest Losing Trade -25903 -19975 -25903 -711599 -634084 -711599
Avg Bars in Trades 11 11 12 11 11 12
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 5603 2612 2991 5603 2612 2991
Profit Streak 10.6022 0 11.9355 10.6022 0 11.9355
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304919 173326 -262861 -303670 101278 -579700
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5631,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213626140,
    "expiration_time": 1764055584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.80623,
            "nb": 0.1,
            "nc": 0.58895
        }
    }
}
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": [
        [
            485218.0746330937,
            417011.7889679513,
            68206.2856651421,
            272091.3683546067,
            1889273.6125842552,
            -1617182.2442296483
        ],
        [
            485.218075,
            417.011789,
            68.206286,
            272.091368,
            1889.273613,
            -1617.182244
        ],
        [
            0.258507,
            0.222169,
            0.036338,
            0.070028,
            0.159443,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254895,
            -158161,
            -123106,
            -4815594,
            -2336880,
            -3282386
        ],
        [
            1.316633,
            1.519901,
            1.093391,
            1.014663,
            1.211953,
            0.832289
        ],
        [
            468,
            234,
            234,
            468,
            234,
            234
        ],
        [
            182,
            78,
            104,
            182,
            78,
            104
        ],
        [
            286,
            156,
            130,
            286,
            156,
            130
        ],
        [
            38.888889,
            33.333333,
            44.444444,
            38.888889,
            33.333333,
            44.444444
        ],
        [
            2.068995,
            3.039802,
            1.366739,
            1.59447,
            2.423907,
            1.040361
        ],
        [
            151154,
            151154,
            38407,
            1521658,
            1521658,
            768712
        ],
        [
            -25903,
            -19975,
            -25903,
            -711599,
            -634084,
            -711599
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            5603,
            2612,
            2991,
            5603,
            2612,
            2991
        ],
        [
            10.602154,
            0,
            11.935488,
            10.602154,
            0,
            11.935488
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304919,
            173326,
            -262861,
            -303670,
            101278,
            -579700
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5631,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759213626140,
    "expiration_time": 1764055584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.80623,
            "nb": 0.1,
            "nc": 0.58895
        }
    }
}

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)