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Trade: YFI/USDT/360/HWMA/KCL/4373

Strategy
YFI/USDT/360/HWMA/KCL/4373
Pair
YFI_USDT
Interval
6h
Score
546191
Daily Profit
0.198388
Profit Factor
1.748538
Profitability
82.122905
Streak
122.388730
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 12:19
Expiration Time
2025-11-25 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372375.0744 180052.8852 192322.1892 782963.5193 316636.8263 466326.693
Total P&L (%) 372.3751 180.0529 192.3222 782.9635 316.6368 466.3267
Avg Daily Profit (%) 0.1984 0.0959 0.1025 0.1161 0.0761 0.0924
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64995 -64495 -60159 -214867 -196684 -150211
Profit Factor 1.7485 1.9639 1.619 1.6969 1.6786 1.71
Total Trades 179 90 89 179 90 89
Winning Trades 147 71 76 147 71 76
Losing Trades 32 19 13 32 19 13
Profitability (%) 82.1229 78.8889 85.3933 82.1229 78.8889 85.3933
Ratio Avg Win / Avg Loss 0.3806 0.5256 0.2769 0.3694 0.4492 0.2925
Largest Winning Trade 29571 29571 28542 53586 45530 53586
Largest Losing Trade -55881 -55881 -51293 -170681 -170681 -150211
Avg Bars in Trades 40 24 57 40 24 57
Avg Bars in Winners 24 12 35 24 12 35
Avg Bars in Losers 115 66 187 115 66 187
Bars Traded 7286 2180 5106 7286 2180 5106
Profit Streak 122.3887 171.1387 122.3887 122.3887 171.1387 122.3887
Trades During Streak 17 11 8 17 11 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546191 -58390 -50002 -30111 -85433 -63212
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759223986280,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05592,
            "nc": 0.00356
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            372375.0744400567,
            180052.8852485787,
            192322.1891914784,
            782963.5193194245,
            316636.8262696997,
            466326.6930497244
        ],
        [
            372.375074,
            180.052885,
            192.322189,
            782.963519,
            316.636826,
            466.326693
        ],
        [
            0.198388,
            0.095926,
            0.102463,
            0.11611,
            0.076057,
            0.092424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64995,
            -64495,
            -60159,
            -214867,
            -196684,
            -150211
        ],
        [
            1.748538,
            1.963934,
            1.619036,
            1.696914,
            1.678554,
            1.709958
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            147,
            71,
            76,
            147,
            71,
            76
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            82.122905,
            78.888889,
            85.393258,
            82.122905,
            78.888889,
            85.393258
        ],
        [
            0.380634,
            0.52556,
            0.27694,
            0.369396,
            0.44919,
            0.292493
        ],
        [
            29571,
            29571,
            28542,
            53586,
            45530,
            53586
        ],
        [
            -55881,
            -55881,
            -51293,
            -170681,
            -170681,
            -150211
        ],
        [
            40,
            24,
            57,
            40,
            24,
            57
        ],
        [
            24,
            12,
            35,
            24,
            12,
            35
        ],
        [
            115,
            66,
            187,
            115,
            66,
            187
        ],
        [
            7286,
            2180,
            5106,
            7286,
            2180,
            5106
        ],
        [
            122.38873,
            171.13873,
            122.38873,
            122.38873,
            171.13873,
            122.38873
        ],
        [
            17,
            11,
            8,
            17,
            11,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546191,
            -58390,
            -50002,
            -30111,
            -85433,
            -63212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759223986280,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05592,
            "nc": 0.00356
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 97,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)