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Trade: YFI/USDT/480/PSAR/HWMA/5668

Strategy
YFI/USDT/480/PSAR/HWMA/5668
Pair
YFI_USDT
Interval
8h
Score
323139
Daily Profit
0.291281
Profit Factor
1.374030
Profitability
39.301310
Streak
0.000000
Best Strategy
Training Data Length
1882.670000
Evaluation Time
2025-10-05 22:31
Expiration Time
2025-12-01 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548385.0952 450344.3551 98040.74 632935.5623 1801762.9425 -1168827.3802
Total P&L (%) 548.3851 450.3444 98.0407 632.9356 1801.7629 -1168.8274
Avg Daily Profit (%) 0.2913 0.2392 0.0521 0.1059 0.1566 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193805 -136367 -97719 -4821243 -2687572 -2999669
Profit Factor 1.374 1.5837 1.1411 1.0271 1.1581 0.9021
Total Trades 458 229 229 458 229 229
Winning Trades 180 78 102 180 78 102
Losing Trades 278 151 127 278 151 127
Profitability (%) 39.3013 34.0611 44.5415 39.3013 34.0611 44.5415
Ratio Avg Win / Avg Loss 2.1221 3.066 1.4208 1.5863 2.242 1.1233
Largest Winning Trade 151154 151154 38407 1521658 1521658 1057632
Largest Losing Trade -25903 -19975 -25903 -773535 -634084 -773535
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5628 2628 3000 5628 2628 3000
Profit Streak 0 16.1467 0 0 16.1467 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323139 222628 -189857 -242321 -42510 -580313
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692679065,
    "expiration_time": 1764559872000,
    "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": 0.85131,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            548385.0951542007,
            450344.3551097667,
            98040.7400444345,
            632935.5623274257,
            1801762.9425347396,
            -1168827.3802073146
        ],
        [
            548.385095,
            450.344355,
            98.04074,
            632.935562,
            1801.762943,
            -1168.82738
        ],
        [
            0.291281,
            0.239205,
            0.052075,
            0.105857,
            0.156569,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193805,
            -136367,
            -97719,
            -4821243,
            -2687572,
            -2999669
        ],
        [
            1.37403,
            1.583743,
            1.141132,
            1.027119,
            1.158127,
            0.902147
        ],
        [
            458,
            229,
            229,
            458,
            229,
            229
        ],
        [
            180,
            78,
            102,
            180,
            78,
            102
        ],
        [
            278,
            151,
            127,
            278,
            151,
            127
        ],
        [
            39.30131,
            34.061135,
            44.541485,
            39.30131,
            34.061135,
            44.541485
        ],
        [
            2.122113,
            3.065964,
            1.420821,
            1.586328,
            2.242016,
            1.123262
        ],
        [
            151154,
            151154,
            38407,
            1521658,
            1521658,
            1057632
        ],
        [
            -25903,
            -19975,
            -25903,
            -773535,
            -634084,
            -773535
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5628,
            2628,
            3000,
            5628,
            2628,
            3000
        ],
        [
            0,
            16.146748,
            0,
            0,
            16.146748,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323139,
            222628,
            -189857,
            -242321,
            -42510,
            -580313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5648,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759692679065,
    "expiration_time": 1764559872000,
    "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": 0.85131,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)