← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: YFI/USDT/240/PWMA/HMA/2638

Strategy
YFI/USDT/240/PWMA/HMA/2638
Pair
YFI_USDT
Interval
4h
Score
339719
Daily Profit
0.210931
Profit Factor
1.839334
Profitability
44.628099
Streak
0.000000
Best Strategy
Training Data Length
1881.330000
Evaluation Time
2025-10-04 21:41
Expiration Time
2025-11-30 04:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396831.2576 219259.5374 177571.7202 962275.9228 309629.8857 652646.0371
Total P&L (%) 396.8313 219.2595 177.5717 962.2759 309.6299 652.646
Avg Daily Profit (%) 0.2109 0.1165 0.0944 0.1257 0.075 0.1073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74537 -47342 -40891 -1311320 -876979 -720596
Profit Factor 1.8393 1.8319 1.8486 1.1689 1.0963 1.263
Total Trades 121 60 61 121 60 61
Winning Trades 54 22 32 54 22 32
Losing Trades 67 38 29 67 38 29
Profitability (%) 44.6281 36.6667 52.459 44.6281 36.6667 52.459
Ratio Avg Win / Avg Loss 2.2821 3.1643 1.6753 1.4504 1.8936 1.1446
Largest Winning Trade 91593 91593 65454 907995 907995 471775
Largest Losing Trade -19882 -18062 -19882 -419846 -246596 -419846
Avg Bars in Trades 91 74 107 91 74 107
Avg Bars in Winners 145 128 157 145 128 157
Avg Bars in Losers 46 43 51 46 43 51
Bars Traded 11013 4472 6541 11013 4472 6541
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 339719 -208580 -224811 -61276 -380938 -210766
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603282732,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "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": [
        [
            396831.2575679572,
            219259.5373949772,
            177571.72017298,
            962275.9228316846,
            309629.8857045641,
            652646.0371271214
        ],
        [
            396.831258,
            219.259537,
            177.57172,
            962.275923,
            309.629886,
            652.646037
        ],
        [
            0.210931,
            0.116545,
            0.094386,
            0.125681,
            0.07498,
            0.107345
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74537,
            -47342,
            -40891,
            -1311320,
            -876979,
            -720596
        ],
        [
            1.839334,
            1.831941,
            1.848646,
            1.16894,
            1.096322,
            1.263011
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            44.628099,
            36.666667,
            52.459016,
            44.628099,
            36.666667,
            52.459016
        ],
        [
            2.282137,
            3.164262,
            1.675336,
            1.450351,
            1.893647,
            1.144603
        ],
        [
            91593,
            91593,
            65454,
            907995,
            907995,
            471775
        ],
        [
            -19882,
            -18062,
            -19882,
            -419846,
            -246596,
            -419846
        ],
        [
            91,
            74,
            107,
            91,
            74,
            107
        ],
        [
            145,
            128,
            157,
            145,
            128,
            157
        ],
        [
            46,
            43,
            51,
            46,
            43,
            51
        ],
        [
            11013,
            4472,
            6541,
            11013,
            4472,
            6541
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339719,
            -208580,
            -224811,
            -61276,
            -380938,
            -210766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599465600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603282732,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "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)