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Trade: YFI/USDT/720/HWMA/HWMA/5700

Strategy
YFI/USDT/720/HWMA/HWMA/5700
Pair
YFI_USDT
Interval
12h
Score
344254
Daily Profit
0.195546
Profit Factor
1.403738
Profitability
49.032258
Streak
22.360307
Best Strategy
Training Data Length
1888.000000
Evaluation Time
2025-10-11 11:38
Expiration Time
2025-12-06 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369190.2979 348195.7959 20994.502 -395933.4803 -128290.6491 -267642.8312
Total P&L (%) 369.1903 348.1958 20.9945 -395.9335 -128.2906 -267.6428
Avg Daily Profit (%) 0.1955 0.1844 0.0111 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132438 -67830 -88119 -416590 -146723 -217497
Profit Factor 1.4037 1.76 1.046 0.701 0.8106 0.5861
Total Trades 155 78 77 155 78 77
Winning Trades 76 30 46 77 47 30
Losing Trades 79 48 31 78 31 47
Profitability (%) 49.0323 38.4615 59.7403 49.6774 60.2564 38.961
Ratio Avg Win / Avg Loss 1.4591 2.816 0.7049 0.7101 0.5347 0.9182
Largest Winning Trade 117581 117581 39996 71914 55913 71914
Largest Losing Trade -132438 -45178 -132438 -118503 -111320 -118503
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 24 24 24 24 24 23
Avg Bars in Losers 23 24 23 24 23 24
Bars Traded 3754 1887 1867 3754 1887 1867
Profit Streak 22.3603 34.3603 0 0 0 46.8603
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344254 -27300 -395925 -579813 -613351 -626192
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3776,
    "evaluation_days": 1888,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171930567,
    "expiration_time": 1765034496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.9025,
            "nb": 0.51239,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06874,
            "nb": 0.1,
            "nc": 0.35046
        }
    }
}
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": [
        [
            369190.2979007911,
            348195.7959217255,
            20994.5019790654,
            -395933.4803075559,
            -128290.6491298046,
            -267642.8311777513
        ],
        [
            369.190298,
            348.195796,
            20.994502,
            -395.93348,
            -128.290649,
            -267.642831
        ],
        [
            0.195546,
            0.184426,
            0.01112,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132438,
            -67830,
            -88119,
            -416590,
            -146723,
            -217497
        ],
        [
            1.403738,
            1.759999,
            1.046013,
            0.700971,
            0.810628,
            0.586081
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            76,
            30,
            46,
            77,
            47,
            30
        ],
        [
            79,
            48,
            31,
            78,
            31,
            47
        ],
        [
            49.032258,
            38.461538,
            59.74026,
            49.677419,
            60.25641,
            38.961039
        ],
        [
            1.459149,
            2.815998,
            0.704921,
            0.710074,
            0.53467,
            0.918194
        ],
        [
            117581,
            117581,
            39996,
            71914,
            55913,
            71914
        ],
        [
            -132438,
            -45178,
            -132438,
            -118503,
            -111320,
            -118503
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            24,
            24,
            24,
            24,
            24,
            23
        ],
        [
            23,
            24,
            23,
            24,
            23,
            24
        ],
        [
            3754,
            1887,
            1867,
            3754,
            1887,
            1867
        ],
        [
            22.360307,
            34.360307,
            0,
            0,
            0,
            46.860307
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344254,
            -27300,
            -395925,
            -579813,
            -613351,
            -626192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3776,
    "evaluation_days": 1888,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760171930567,
    "expiration_time": 1765034496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.9025,
            "nb": 0.51239,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06874,
            "nb": 0.1,
            "nc": 0.35046
        }
    }
}

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)