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Trade: YFI/USDT/360/HMA/PWMA/6691

Strategy
YFI/USDT/360/HMA/PWMA/6691
Pair
YFI_USDT
Interval
6h
Score
302663
Daily Profit
0.158601
Profit Factor
1.301361
Profitability
45.357143
Streak
0.000000
Best Strategy
Training Data Length
1888.500000
Evaluation Time
2025-10-12 03:20
Expiration Time
2025-12-07 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299517.3366 165719.9054 133797.4312 147435.5 1459.2913 145976.2086
Total P&L (%) 299.5173 165.7199 133.7974 147.4355 1.4593 145.9762
Avg Daily Profit (%) 0.1586 0.0878 0.0708 0.048 0.0008 0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95151 -97978 -60202 -219432 -182409 -90802
Profit Factor 1.3014 1.2979 1.3058 1.0817 1.0014 1.1943
Total Trades 280 140 140 280 140 140
Winning Trades 127 54 73 127 54 73
Losing Trades 153 86 67 153 86 67
Profitability (%) 45.3571 38.5714 52.1429 45.3571 38.5714 52.1429
Ratio Avg Win / Avg Loss 1.5678 2.067 1.1985 1.3032 1.5948 1.0961
Largest Winning Trade 73200 73200 42226 92751 92751 55858
Largest Losing Trade -39349 -36847 -39349 -90115 -67187 -90115
Avg Bars in Trades 26 28 24 26 28 24
Avg Bars in Winners 32 36 29 32 36 29
Avg Bars in Losers 21 24 17 21 24 17
Bars Traded 7392 4024 3368 7392 4024 3368
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 302663 -78971 -97849 -259546 -579803 -135669
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7554,
    "evaluation_days": 1888.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600106400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760228399513,
    "expiration_time": 1765100592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "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": [
        [
            299517.3366313004,
            165719.9053839537,
            133797.4312473471,
            147435.4999787141,
            1459.2913431714,
            145976.2086355427
        ],
        [
            299.517337,
            165.719905,
            133.797431,
            147.4355,
            1.459291,
            145.976209
        ],
        [
            0.158601,
            0.087752,
            0.070849,
            0.047985,
            0.000767,
            0.047672
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95151,
            -97978,
            -60202,
            -219432,
            -182409,
            -90802
        ],
        [
            1.301361,
            1.297875,
            1.305792,
            1.0817,
            1.001385,
            1.194299
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            127,
            54,
            73,
            127,
            54,
            73
        ],
        [
            153,
            86,
            67,
            153,
            86,
            67
        ],
        [
            45.357143,
            38.571429,
            52.142857,
            45.357143,
            38.571429,
            52.142857
        ],
        [
            1.567781,
            2.066987,
            1.198467,
            1.30315,
            1.594799,
            1.096137
        ],
        [
            73200,
            73200,
            42226,
            92751,
            92751,
            55858
        ],
        [
            -39349,
            -36847,
            -39349,
            -90115,
            -67187,
            -90115
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            32,
            36,
            29,
            32,
            36,
            29
        ],
        [
            21,
            24,
            17,
            21,
            24,
            17
        ],
        [
            7392,
            4024,
            3368,
            7392,
            4024,
            3368
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302663,
            -78971,
            -97849,
            -259546,
            -579803,
            -135669
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7554,
    "evaluation_days": 1888.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600106400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760228399513,
    "expiration_time": 1765100592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 13,
            "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)