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Trade: YFI/USDT/480/PSAR/HMA/4937

Strategy
YFI/USDT/480/PSAR/HMA/4937
Pair
YFI_USDT
Interval
8h
Score
300532
Daily Profit
0.177402
Profit Factor
1.234933
Profitability
41.473684
Streak
7.552383
Best Strategy
Training Data Length
1890.000000
Evaluation Time
2025-10-13 08:15
Expiration Time
2025-12-08 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335290.5345 191443.7403 143846.7942 206325.2926 157029.9864 49295.3062
Total P&L (%) 335.2905 191.4437 143.8468 206.3253 157.03 49.2953
Avg Daily Profit (%) 0.1774 0.1013 0.0761 0.0592 0.05 0.0212
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136507 -97376 -74857 -635199 -410682 -390130
Profit Factor 1.2349 1.2548 1.2129 1.0406 1.0594 1.0203
Total Trades 475 237 238 475 237 238
Winning Trades 197 87 110 197 87 110
Losing Trades 278 150 128 278 150 128
Profitability (%) 41.4737 36.7089 46.2185 41.4737 36.7089 46.2185
Ratio Avg Win / Avg Loss 1.7427 2.1634 1.4113 1.4685 1.8266 1.1872
Largest Winning Trade 63893 63893 38407 233098 233098 106760
Largest Losing Trade -24562 -21293 -24562 -133970 -133970 -100931
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 15 14 16 15 14 16
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5605 2596 3009 5605 2596 3009
Profit Streak 7.5524 0 8.2191 7.5524 0 8.2191
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300532 -61036 -91606 -289501 -284470 -363994
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5670,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332525945,
    "expiration_time": 1765212480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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": [
        [
            335290.5344630433,
            191443.740267296,
            143846.7941957475,
            206325.2925668811,
            157029.9863599529,
            49295.3062069282
        ],
        [
            335.290534,
            191.44374,
            143.846794,
            206.325293,
            157.029986,
            49.295306
        ],
        [
            0.177402,
            0.101293,
            0.076109,
            0.059249,
            0.049961,
            0.021206
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136507,
            -97376,
            -74857,
            -635199,
            -410682,
            -390130
        ],
        [
            1.234933,
            1.254766,
            1.212877,
            1.040646,
            1.059403,
            1.020264
        ],
        [
            475,
            237,
            238,
            475,
            237,
            238
        ],
        [
            197,
            87,
            110,
            197,
            87,
            110
        ],
        [
            278,
            150,
            128,
            278,
            150,
            128
        ],
        [
            41.473684,
            36.708861,
            46.218487,
            41.473684,
            36.708861,
            46.218487
        ],
        [
            1.742697,
            2.16339,
            1.411348,
            1.468526,
            1.826558,
            1.187216
        ],
        [
            63893,
            63893,
            38407,
            233098,
            233098,
            106760
        ],
        [
            -24562,
            -21293,
            -24562,
            -133970,
            -133970,
            -100931
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5605,
            2596,
            3009,
            5605,
            2596,
            3009
        ],
        [
            7.552383,
            0,
            8.21905,
            7.552384,
            0,
            8.21905
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300532,
            -61036,
            -91606,
            -289501,
            -284470,
            -363994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5670,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1598601600000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332525945,
    "expiration_time": 1765212480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 49,
            "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)