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Trade: YFI/USDT/360/LINREG/PWMA/2576

Strategy
YFI/USDT/360/LINREG/PWMA/2576
Pair
YFI_USDT
Interval
6h
Score
420968
Daily Profit
0.253368
Profit Factor
1.596782
Profitability
48.333333
Streak
0.000000
Best Strategy
Training Data Length
1887.750000
Evaluation Time
2025-10-11 07:55
Expiration Time
2025-12-06 17:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478295.6181 261754.7921 216540.826 1091883.9406 269093.0492 822790.8914
Total P&L (%) 478.2956 261.7548 216.5408 1091.8839 269.093 822.7909
Avg Daily Profit (%) 0.2534 0.1387 0.1147 0.1314 0.0692 0.1178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84927 -82013 -94057 -557422 -505279 -284411
Profit Factor 1.5968 1.5591 1.6498 1.2566 1.0999 1.527
Total Trades 240 120 120 240 120 120
Winning Trades 116 51 65 116 51 65
Losing Trades 124 69 55 124 69 55
Profitability (%) 48.3333 42.5 54.1667 48.3333 42.5 54.1667
Ratio Avg Win / Avg Loss 1.7069 2.1093 1.3959 1.3432 1.4881 1.2921
Largest Winning Trade 66685 66685 54034 353429 353429 169885
Largest Losing Trade -56426 -46451 -56426 -233100 -233100 -188356
Avg Bars in Trades 30 32 28 30 32 28
Avg Bars in Winners 38 40 36 38 40 36
Avg Bars in Losers 23 27 19 23 27 19
Bars Traded 7399 3951 3447 7399 3951 3447
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 420968 -8300 -37266 -16816 -214359 -33285
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7551,
    "evaluation_days": 1887.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599933600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158534125,
    "expiration_time": 1765033848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "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": [
        [
            478295.6181284219,
            261754.7921036398,
            216540.8260247823,
            1091883.9405521902,
            269093.0491672934,
            822790.8913848975
        ],
        [
            478.295618,
            261.754792,
            216.540826,
            1091.883941,
            269.093049,
            822.790891
        ],
        [
            0.253368,
            0.13866,
            0.114708,
            0.13136,
            0.0692,
            0.117788
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84927,
            -82013,
            -94057,
            -557422,
            -505279,
            -284411
        ],
        [
            1.596782,
            1.559075,
            1.649756,
            1.256579,
            1.099872,
            1.527038
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            116,
            51,
            65,
            116,
            51,
            65
        ],
        [
            124,
            69,
            55,
            124,
            69,
            55
        ],
        [
            48.333333,
            42.5,
            54.166667,
            48.333333,
            42.5,
            54.166667
        ],
        [
            1.706905,
            2.109337,
            1.395947,
            1.343239,
            1.488061,
            1.292109
        ],
        [
            66685,
            66685,
            54034,
            353429,
            353429,
            169885
        ],
        [
            -56426,
            -46451,
            -56426,
            -233100,
            -233100,
            -188356
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            23,
            27,
            19,
            23,
            27,
            19
        ],
        [
            7399,
            3951,
            3447,
            7399,
            3951,
            3447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420968,
            -8300,
            -37266,
            -16816,
            -214359,
            -33285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7551,
    "evaluation_days": 1887.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599933600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760158534125,
    "expiration_time": 1765033848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "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)