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Trade: YFI/USDT/360/HWMA/BBM/9537

Strategy
YFI/USDT/360/HWMA/BBM/9537
Pair
YFI_USDT
Interval
6h
Score
464378
Daily Profit
0.318267
Profit Factor
1.477510
Profitability
56.565657
Streak
0.000000
Best Strategy
Training Data Length
1885.250000
Evaluation Time
2025-10-08 21:47
Expiration Time
2025-12-04 03:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600012.7966 495935.3075 104077.4891 -277217.6601 12355.956 -289573.6162
Total P&L (%) 600.0128 495.9353 104.0775 -277.2177 12.356 -289.5736
Avg Daily Profit (%) 0.3183 0.2631 0.0552 0 0.0062 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210657 -149307 -158849 -2985835 -973930 -2236157
Profit Factor 1.4775 1.8435 1.1557 0.9427 1.0069 0.9046
Total Trades 297 148 149 297 148 149
Winning Trades 168 82 86 132 67 65
Losing Trades 129 66 63 165 81 84
Profitability (%) 56.5657 55.4054 57.7181 44.4444 45.2703 43.6242
Ratio Avg Win / Avg Loss 1.1345 1.4838 0.8466 1.1784 1.2172 1.169
Largest Winning Trade 142356 142356 38592 534533 408130 534533
Largest Losing Trade -107163 -31327 -107163 -1945779 -567716 -1945779
Avg Bars in Trades 25 25 25 25 25 25
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 7523 3752 3771 7523 3752 3771
Profit Streak 0 21.7831 0 9.0331 0 15.5331
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464378 428869 -169044 -578772 -491760 -580891
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597125600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759949256728,
    "expiration_time": 1764811368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03694,
            "nb": 0.1,
            "nc": 0.65934
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.71367
        }
    }
}
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": [
        [
            600012.7966023384,
            495935.3074811308,
            104077.4891212072,
            -277217.6601386203,
            12355.9560263175,
            -289573.6161649371
        ],
        [
            600.012797,
            495.935307,
            104.077489,
            -277.21766,
            12.355956,
            -289.573616
        ],
        [
            0.318267,
            0.263061,
            0.055206,
            0,
            0.00618,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210657,
            -149307,
            -158849,
            -2985835,
            -973930,
            -2236157
        ],
        [
            1.47751,
            1.843519,
            1.155663,
            0.942694,
            1.006853,
            0.904576
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            168,
            82,
            86,
            132,
            67,
            65
        ],
        [
            129,
            66,
            63,
            165,
            81,
            84
        ],
        [
            56.565657,
            55.405405,
            57.718121,
            44.444444,
            45.27027,
            43.624161
        ],
        [
            1.134517,
            1.483808,
            0.84659,
            1.178367,
            1.217241,
            1.16899
        ],
        [
            142356,
            142356,
            38592,
            534533,
            408130,
            534533
        ],
        [
            -107163,
            -31327,
            -107163,
            -1945779,
            -567716,
            -1945779
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            7523,
            3752,
            3771,
            7523,
            3752,
            3771
        ],
        [
            0,
            21.783064,
            0,
            9.033064,
            0,
            15.533064
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464378,
            428869,
            -169044,
            -578772,
            -491760,
            -580891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7541,
    "evaluation_days": 1885.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597125600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759949256728,
    "expiration_time": 1764811368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03694,
            "nb": 0.1,
            "nc": 0.65934
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.71367
        }
    }
}

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)