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Trade: YFI/USDT/480/MIDPOINT/PWMA/5150

Strategy
YFI/USDT/480/MIDPOINT/PWMA/5150
Pair
YFI_USDT
Interval
8h
Score
371166
Daily Profit
0.179948
Profit Factor
1.557283
Profitability
56.692913
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-06 08:43
Expiration Time
2025-12-01 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338841.5345 204768.715 134072.8195 266719.9488 227486.4298 39233.5191
Total P&L (%) 338.8415 204.7687 134.0728 266.7199 227.4864 39.2335
Avg Daily Profit (%) 0.1799 0.1087 0.0712 0.069 0.063 0.0176
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75964 -53508 -61161 -423740 -192225 -347486
Profit Factor 1.5573 1.7475 1.4013 1.1407 1.2865 1.0356
Total Trades 127 63 64 127 63 64
Winning Trades 72 30 42 72 30 42
Losing Trades 55 33 22 55 33 22
Profitability (%) 56.6929 47.619 65.625 56.6929 47.619 65.625
Ratio Avg Win / Avg Loss 1.1896 1.9222 0.734 0.8714 1.4151 0.5425
Largest Winning Trade 65674 65674 34649 122682 122682 98188
Largest Losing Trade -66748 -33031 -66748 -195418 -140103 -195418
Avg Bars in Trades 43 32 52 43 32 52
Avg Bars in Winners 39 25 49 39 25 49
Avg Bars in Losers 47 39 59 47 39 59
Bars Traded 5463 2073 3390 5463 2073 3390
Profit Streak 0 30.2384 0 0 30.2384 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371166 -191102 -235988 -166935 -255383 -491809
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759729401556,
    "expiration_time": 1764589536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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": [
        [
            338841.5345111318,
            204768.714979294,
            134072.819531838,
            266719.948841397,
            227486.4297562109,
            39233.5190851861
        ],
        [
            338.841535,
            204.768715,
            134.07282,
            266.719949,
            227.48643,
            39.233519
        ],
        [
            0.179948,
            0.108746,
            0.071202,
            0.069032,
            0.063019,
            0.017579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75964,
            -53508,
            -61161,
            -423740,
            -192225,
            -347486
        ],
        [
            1.557283,
            1.747473,
            1.401324,
            1.140743,
            1.286484,
            1.035634
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            72,
            30,
            42,
            72,
            30,
            42
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            56.692913,
            47.619048,
            65.625,
            56.692913,
            47.619048,
            65.625
        ],
        [
            1.189591,
            1.92222,
            0.734027,
            0.871401,
            1.415132,
            0.542475
        ],
        [
            65674,
            65674,
            34649,
            122682,
            122682,
            98188
        ],
        [
            -66748,
            -33031,
            -66748,
            -195418,
            -140103,
            -195418
        ],
        [
            43,
            32,
            52,
            43,
            32,
            52
        ],
        [
            39,
            25,
            49,
            39,
            25,
            49
        ],
        [
            47,
            39,
            59,
            47,
            39,
            59
        ],
        [
            5463,
            2073,
            3390,
            5463,
            2073,
            3390
        ],
        [
            0,
            30.238444,
            0,
            0,
            30.238444,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371166,
            -191102,
            -235988,
            -166935,
            -255383,
            -491809
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759729401556,
    "expiration_time": 1764589536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "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)