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Trade: YFI/USDT/480/PWMA/ZLMA/1892

Strategy
YFI/USDT/480/PWMA/ZLMA/1892
Pair
YFI_USDT
Interval
8h
Score
328466
Daily Profit
0.150327
Profit Factor
1.273527
Profitability
47.887324
Streak
20.098456
Best Strategy
Training Data Length
1888.670000
Evaluation Time
2025-10-11 21:21
Expiration Time
2025-12-07 09:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283918.1992 182259.8275 101658.3716 69893.1542 120313.2805 -50420.1263
Total P&L (%) 283.9182 182.2598 101.6584 69.8932 120.3133 -50.4201
Avg Daily Profit (%) 0.1503 0.0965 0.0538 0.0281 0.0418 -0.0371
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128217 -78537 -101507 -190580 -124400 -165657
Profit Factor 1.2735 1.3815 1.1815 1.0449 1.1674 0.9398
Total Trades 284 142 142 284 142 142
Winning Trades 136 59 77 136 59 77
Losing Trades 148 83 65 148 83 65
Profitability (%) 47.8873 41.5493 54.2254 47.8873 41.5493 54.2254
Ratio Avg Win / Avg Loss 1.3859 1.9435 0.9973 1.1371 1.6423 0.7933
Largest Winning Trade 66309 66309 40128 93906 82974 93906
Largest Losing Trade -61175 -25924 -61175 -80609 -58444 -80609
Avg Bars in Trades 19 15 22 19 15 22
Avg Bars in Winners 22 17 25 22 17 25
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 5484 2268 3215 5484 2268 3215
Profit Streak 20.0985 20.0985 32.7651 20.0985 20.0985 32.7651
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328466 -65075 -141988 -324493 -174896 -579134
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5666,
    "evaluation_days": 1888.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760206906586,
    "expiration_time": 1765093824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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": [
        [
            283918.1991765851,
            182259.8275467123,
            101658.3716298727,
            69893.154178355,
            120313.2805148423,
            -50420.1263364871
        ],
        [
            283.918199,
            182.259828,
            101.658372,
            69.893154,
            120.313281,
            -50.420126
        ],
        [
            0.150327,
            0.096502,
            0.053825,
            0.028066,
            0.041831,
            -0.03714
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128217,
            -78537,
            -101507,
            -190580,
            -124400,
            -165657
        ],
        [
            1.273527,
            1.381494,
            1.181456,
            1.044928,
            1.167439,
            0.93977
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            136,
            59,
            77,
            136,
            59,
            77
        ],
        [
            148,
            83,
            65,
            148,
            83,
            65
        ],
        [
            47.887324,
            41.549296,
            54.225352,
            47.887324,
            41.549296,
            54.225352
        ],
        [
            1.385897,
            1.943458,
            0.997333,
            1.137127,
            1.642329,
            0.793313
        ],
        [
            66309,
            66309,
            40128,
            93906,
            82974,
            93906
        ],
        [
            -61175,
            -25924,
            -61175,
            -80609,
            -58444,
            -80609
        ],
        [
            19,
            15,
            22,
            19,
            15,
            22
        ],
        [
            22,
            17,
            25,
            22,
            17,
            25
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            5484,
            2268,
            3215,
            5484,
            2268,
            3215
        ],
        [
            20.098456,
            20.098456,
            32.765122,
            20.098456,
            20.098456,
            32.765122
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328466,
            -65075,
            -141988,
            -324493,
            -174896,
            -579134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5666,
    "evaluation_days": 1888.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760206906586,
    "expiration_time": 1765093824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 84,
            "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)