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Trade: YFI/USDT/480/MIDPOINT/HWMA/2453

Strategy
YFI/USDT/480/MIDPOINT/HWMA/2453
Pair
YFI_USDT
Interval
8h
Score
305743
Daily Profit
0.156445
Profit Factor
1.247093
Profitability
45.396146
Streak
0.000000
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-09-27 18:27
Expiration Time
2025-11-22 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218974.5849 293228.9422 -74254.3573 -83468.3965 348561.0844 -432029.4809
Total P&L (%) 218.9746 293.2289 -74.2544 -83.4684 348.5611 -432.0295
Avg Daily Profit (%) 0.1168 0.1564 -0.0396 -0.096 0.0801 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180267 -133507 -156193 -832453 -441739 -592088
Profit Factor 1.0909 1.2471 0.9392 0.9729 1.2338 0.7274
Total Trades 933 467 466 933 467 466
Winning Trades 449 212 237 449 212 237
Losing Trades 484 255 229 484 255 229
Profitability (%) 48.1243 45.3961 50.8584 48.1243 45.3961 50.8584
Ratio Avg Win / Avg Loss 1.176 1.5 0.9075 1.0487 1.484 0.7029
Largest Winning Trade 158718 158718 39104 296038 296038 95251
Largest Losing Trade -56592 -28108 -56592 -195263 -119452 -195263
Avg Bars in Trades 6 6 5 6 6 5
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 5601 2815 2786 5601 2815 2786
Profit Streak 0 0 15.9774 0 0 15.9774
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152709 305743 -577025 -574273 -85945 -577025
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758986851448,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.73637,
            "nc": 0.8157
        }
    }
}
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": [
        [
            218974.5849293746,
            293228.9421950319,
            -74254.3572656572,
            -83468.3965022123,
            348561.0844379762,
            -432029.4809401893
        ],
        [
            218.974585,
            293.228942,
            -74.254357,
            -83.468397,
            348.561084,
            -432.029481
        ],
        [
            0.116828,
            0.156445,
            -0.039616,
            -0.095983,
            0.080107,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180267,
            -133507,
            -156193,
            -832453,
            -441739,
            -592088
        ],
        [
            1.090923,
            1.247093,
            0.939217,
            0.972865,
            1.233759,
            0.727409
        ],
        [
            933,
            467,
            466,
            933,
            467,
            466
        ],
        [
            449,
            212,
            237,
            449,
            212,
            237
        ],
        [
            484,
            255,
            229,
            484,
            255,
            229
        ],
        [
            48.12433,
            45.396146,
            50.858369,
            48.12433,
            45.396146,
            50.858369
        ],
        [
            1.175962,
            1.500041,
            0.907514,
            1.048701,
            1.484003,
            0.702855
        ],
        [
            158718,
            158718,
            39104,
            296038,
            296038,
            95251
        ],
        [
            -56592,
            -28108,
            -56592,
            -195263,
            -119452,
            -195263
        ],
        [
            6,
            6,
            5,
            6,
            6,
            5
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5601,
            2815,
            2786,
            5601,
            2815,
            2786
        ],
        [
            0,
            0,
            15.977447,
            0,
            0,
            15.977447
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152709,
            305743,
            -577025,
            -574273,
            -85945,
            -577025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597334400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758986851448,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.73637,
            "nc": 0.8157
        }
    }
}

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)