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Trade: YFI/USDT/360/HILO/HWMA/3377

Strategy
YFI/USDT/360/HILO/HWMA/3377
Pair
YFI_USDT
Interval
6h
Score
360081
Daily Profit
0.263323
Profit Factor
1.404783
Profitability
42.816901
Streak
9.825745
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-06 10:49
Expiration Time
2025-12-01 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495837.3002 380388.8011 115448.4991 823651.3978 716582.8312 107068.5666
Total P&L (%) 495.8373 380.3888 115.4485 823.6514 716.5828 107.0686
Avg Daily Profit (%) 0.2633 0.202 0.0613 0.1181 0.1116 0.0387
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117724 -78262 -100073 -955880 -834369 -632980
Profit Factor 1.4048 1.574 1.2053 1.0937 1.1494 1.0268
Total Trades 355 178 177 355 178 177
Winning Trades 152 66 86 152 66 86
Losing Trades 203 112 91 203 112 91
Profitability (%) 42.8169 37.0787 48.5876 42.8169 37.0787 48.5876
Ratio Avg Win / Avg Loss 1.8761 2.671 1.2754 1.4607 1.9505 1.0865
Largest Winning Trade 122334 122334 41457 440534 440534 195733
Largest Losing Trade -28462 -28356 -28462 -309048 -309048 -219813
Avg Bars in Trades 21 21 20 21 21 20
Avg Bars in Winners 29 32 26 29 32 26
Avg Bars in Losers 15 14 15 15 14 15
Bars Traded 7505 3817 3688 7505 3817 3688
Profit Streak 9.8257 10.5757 0 9.8257 10.5757 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360081 244345 -111452 -152331 -102409 -332195
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597514400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759736944394,
    "expiration_time": 1764611136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.19174
        }
    }
}
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": [
        [
            495837.300175331,
            380388.8010964949,
            115448.4990788356,
            823651.3978363278,
            716582.8312358606,
            107068.5666004675
        ],
        [
            495.8373,
            380.388801,
            115.448499,
            823.651398,
            716.582831,
            107.068567
        ],
        [
            0.263323,
            0.202012,
            0.061311,
            0.118135,
            0.111584,
            0.038663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117724,
            -78262,
            -100073,
            -955880,
            -834369,
            -632980
        ],
        [
            1.404783,
            1.57399,
            1.205337,
            1.093698,
            1.149398,
            1.026807
        ],
        [
            355,
            178,
            177,
            355,
            178,
            177
        ],
        [
            152,
            66,
            86,
            152,
            66,
            86
        ],
        [
            203,
            112,
            91,
            203,
            112,
            91
        ],
        [
            42.816901,
            37.078652,
            48.587571,
            42.816901,
            37.078652,
            48.587571
        ],
        [
            1.876124,
            2.671014,
            1.275415,
            1.460662,
            1.950493,
            1.086505
        ],
        [
            122334,
            122334,
            41457,
            440534,
            440534,
            195733
        ],
        [
            -28462,
            -28356,
            -28462,
            -309048,
            -309048,
            -219813
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            7505,
            3817,
            3688,
            7505,
            3817,
            3688
        ],
        [
            9.825745,
            10.575745,
            0,
            9.825745,
            10.575745,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360081,
            244345,
            -111452,
            -152331,
            -102409,
            -332195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7532,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597514400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759736944394,
    "expiration_time": 1764611136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.19174
        }
    }
}

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)