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Trade: YFI/USDT/480/PSAR/WMA/2743

Strategy
YFI/USDT/480/PSAR/WMA/2743
Pair
YFI_USDT
Interval
8h
Score
405700
Daily Profit
0.212243
Profit Factor
1.333679
Profitability
50.720461
Streak
16.571887
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 399652.9402 264711.5852 134941.355 185877.6321 355203.3021 -169325.67
Total P&L (%) 399.6529 264.7116 134.9414 185.8776 355.2033 -169.3257
Avg Daily Profit (%) 0.2122 0.1406 0.0717 0.0558 0.0805 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109487 -78593 -87429 -668176 -438498 -604132
Profit Factor 1.3337 1.4369 1.228 1.0355 1.1404 0.9375
Total Trades 347 174 173 347 174 173
Winning Trades 176 86 90 176 86 90
Losing Trades 171 88 83 171 88 83
Profitability (%) 50.7205 49.4253 52.0231 50.7205 49.4253 52.0231
Ratio Avg Win / Avg Loss 1.2958 1.4703 1.1325 1.006 1.1669 0.8646
Largest Winning Trade 66831 66831 43888 193052 193052 129357
Largest Losing Trade -65264 -50767 -65264 -289221 -229475 -289221
Avg Bars in Trades 16 16 15 16 16 15
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 15 17 13 15 17 13
Bars Traded 5554 2954 2600 5554 2954 2600
Profit Streak 16.5719 16.5719 44.5719 16.5719 16.5719 44.5719
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405700 -3462 -95300 -296670 -150597 -578467
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759729411052,
    "expiration_time": 1764589536000,
    "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": "wma",
        "factors": {
            "length": 75,
            "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": [
        [
            399652.9402005638,
            264711.5852173561,
            134941.3549832079,
            185877.6320894293,
            355203.3021009685,
            -169325.6700115394
        ],
        [
            399.65294,
            264.711585,
            134.941355,
            185.877632,
            355.203302,
            -169.32567
        ],
        [
            0.212243,
            0.14058,
            0.071663,
            0.055799,
            0.08052,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109487,
            -78593,
            -87429,
            -668176,
            -438498,
            -604132
        ],
        [
            1.333679,
            1.436875,
            1.228019,
            1.035464,
            1.140357,
            0.937532
        ],
        [
            347,
            174,
            173,
            347,
            174,
            173
        ],
        [
            176,
            86,
            90,
            176,
            86,
            90
        ],
        [
            171,
            88,
            83,
            171,
            88,
            83
        ],
        [
            50.720461,
            49.425287,
            52.023121,
            50.720461,
            49.425287,
            52.023121
        ],
        [
            1.29579,
            1.470291,
            1.132507,
            1.006048,
            1.166877,
            0.864612
        ],
        [
            66831,
            66831,
            43888,
            193052,
            193052,
            129357
        ],
        [
            -65264,
            -50767,
            -65264,
            -289221,
            -229475,
            -289221
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            5554,
            2954,
            2600,
            5554,
            2954,
            2600
        ],
        [
            16.571887,
            16.571887,
            44.571887,
            16.571887,
            16.571887,
            44.571887
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405700,
            -3462,
            -95300,
            -296670,
            -150597,
            -578467
        ]
    ]
}
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": 1599177600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759729411052,
    "expiration_time": 1764589536000,
    "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": "wma",
        "factors": {
            "length": 75,
            "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)