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Trade: YFI/USDT/720/PWMA/PWMA/2911

Strategy
YFI/USDT/720/PWMA/PWMA/2911
Pair
YFI_USDT
Interval
12h
Score
431059
Daily Profit
0.209101
Profit Factor
1.813410
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 13:47
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394154.7858 220675.6634 173479.1225 772863.255 218459.4942 554403.7608
Total P&L (%) 394.1548 220.6757 173.4791 772.8633 218.4595 554.4038
Avg Daily Profit (%) 0.2091 0.1171 0.092 0.115 0.0615 0.0997
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117863 -64404 -75108 -2091578 -1229107 -1076347
Profit Factor 1.8134 1.9428 1.6925 1.1834 1.0957 1.2869
Total Trades 105 52 53 105 52 53
Winning Trades 57 26 31 57 26 31
Losing Trades 48 26 22 48 26 22
Profitability (%) 54.2857 50 58.4906 54.2857 50 58.4906
Ratio Avg Win / Avg Loss 1.5271 1.9428 1.2011 0.9965 1.0957 0.9132
Largest Winning Trade 140798 140798 49021 868650 868650 597096
Largest Losing Trade -36131 -21778 -36131 -436791 -298904 -436791
Avg Bars in Trades 33 38 27 33 38 27
Avg Bars in Winners 36 43 30 36 43 30
Avg Bars in Losers 29 34 24 29 34 24
Bars Traded 3490 2012 1478 3490 2012 1478
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 431059 -213079 -246679 -58710 -406138 -239785
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920473461,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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": [
        [
            394154.785849098,
            220675.6633795213,
            173479.1224695768,
            772863.255048516,
            218459.4942259774,
            554403.7608225385
        ],
        [
            394.154786,
            220.675663,
            173.479122,
            772.863255,
            218.459494,
            554.403761
        ],
        [
            0.209101,
            0.117069,
            0.092031,
            0.115006,
            0.061468,
            0.099708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117863,
            -64404,
            -75108,
            -2091578,
            -1229107,
            -1076347
        ],
        [
            1.81341,
            1.94282,
            1.692498,
            1.183361,
            1.095721,
            1.28685
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            54.285714,
            50,
            58.490566,
            54.285714,
            50,
            58.490566
        ],
        [
            1.527082,
            1.94282,
            1.201128,
            0.996514,
            1.095721,
            0.913249
        ],
        [
            140798,
            140798,
            49021,
            868650,
            868650,
            597096
        ],
        [
            -36131,
            -21778,
            -36131,
            -436791,
            -298904,
            -436791
        ],
        [
            33,
            38,
            27,
            33,
            38,
            27
        ],
        [
            36,
            43,
            30,
            36,
            43,
            30
        ],
        [
            29,
            34,
            24,
            29,
            34,
            24
        ],
        [
            3490,
            2012,
            1478,
            3490,
            2012,
            1478
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431059,
            -213079,
            -246679,
            -58710,
            -406138,
            -239785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920473461,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "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)