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Trade: YFI/USDT/240/OHLC4/WMA/4630

Strategy
YFI/USDT/240/OHLC4/WMA/4630
Pair
YFI_USDT
Interval
4h
Score
313470
Daily Profit
0.153994
Profit Factor
1.299565
Profitability
48.863636
Streak
0.000000
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-07 12:07
Expiration Time
2025-12-02 22:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290124.6537 245719.6601 44404.9935 3646.2416 53953.8547 -50307.6131
Total P&L (%) 290.1247 245.7197 44.405 3.6462 53.9539 -50.3076
Avg Daily Profit (%) 0.154 0.1304 0.0236 0.0019 0.0229 -0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155733 -98456 -86877 -816007 -437808 -455518
Profit Factor 1.2996 1.4637 1.1013 1.0014 1.0416 0.9622
Total Trades 352 176 176 352 176 176
Winning Trades 172 90 82 172 90 82
Losing Trades 180 86 94 180 86 94
Profitability (%) 48.8636 51.1364 46.5909 48.8636 51.1364 46.5909
Ratio Avg Win / Avg Loss 1.36 1.3986 1.2624 1.048 0.9953 1.103
Largest Winning Trade 188584 188584 46410 178364 156458 178364
Largest Losing Trade -48558 -40170 -48558 -357643 -135966 -357643
Avg Bars in Trades 30 37 23 30 37 23
Avg Bars in Winners 37 41 32 37 41 32
Avg Bars in Losers 24 33 15 24 33 15
Bars Traded 10804 6656 4147 10804 6656 4147
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 313470 -17309 -273044 -573651 -339277 -579793
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11304,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759828064704,
    "expiration_time": 1764707328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 187,
            "offset": 231
        }
    }
}
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": [
        [
            290124.6536798457,
            245719.6601331413,
            44404.9935467046,
            3646.241620279,
            53953.8547449513,
            -50307.6131246721
        ],
        [
            290.124654,
            245.71966,
            44.404994,
            3.646242,
            53.953855,
            -50.307613
        ],
        [
            0.153994,
            0.130424,
            0.02357,
            0.001901,
            0.022905,
            -0.037112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155733,
            -98456,
            -86877,
            -816007,
            -437808,
            -455518
        ],
        [
            1.299565,
            1.463693,
            1.10125,
            1.001388,
            1.041581,
            0.962182
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            172,
            90,
            82,
            172,
            90,
            82
        ],
        [
            180,
            86,
            94,
            180,
            86,
            94
        ],
        [
            48.863636,
            51.136364,
            46.590909,
            48.863636,
            51.136364,
            46.590909
        ],
        [
            1.36001,
            1.39864,
            1.262408,
            1.047964,
            0.995288,
            1.102989
        ],
        [
            188584,
            188584,
            46410,
            178364,
            156458,
            178364
        ],
        [
            -48558,
            -40170,
            -48558,
            -357643,
            -135966,
            -357643
        ],
        [
            30,
            37,
            23,
            30,
            37,
            23
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            24,
            33,
            15,
            24,
            33,
            15
        ],
        [
            10804,
            6656,
            4147,
            10804,
            6656,
            4147
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313470,
            -17309,
            -273044,
            -573651,
            -339277,
            -579793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11304,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1603065600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759828064704,
    "expiration_time": 1764707328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 187,
            "offset": 231
        }
    }
}

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)