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Trade: YFI/USDT/720/HWMA/KCU/3649

Strategy
YFI/USDT/720/HWMA/KCU/3649
Pair
YFI_USDT
Interval
12h
Score
520604
Daily Profit
0.152516
Profit Factor
1.651795
Profitability
84.816754
Streak
55.182763
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 07:23
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287493.2402 142577.4121 144915.8281 228140.2351 -237499.7809 465640.016
Total P&L (%) 287.4932 142.5774 144.9158 228.1402 -237.4998 465.64
Avg Daily Profit (%) 0.1525 0.0756 0.0769 0.0631 0 0.092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100697 -95879 -64475 -1086558 -1035134 -503915
Profit Factor 1.6518 1.5273 1.8489 1.0654 0.8958 1.3843
Total Trades 191 95 96 191 95 96
Winning Trades 162 79 83 162 79 83
Losing Trades 29 16 13 29 16 13
Profitability (%) 84.8168 83.1579 86.4583 84.8168 83.1579 86.4583
Ratio Avg Win / Avg Loss 0.2957 0.3093 0.2896 0.1907 0.1814 0.2168
Largest Winning Trade 21142 21142 14939 112679 112679 96455
Largest Losing Trade -69072 -69072 -58663 -908266 -908266 -419371
Avg Bars in Trades 18 30 6 18 30 6
Avg Bars in Winners 5 7 3 5 7 3
Avg Bars in Losers 89 142 23 89 142 23
Bars Traded 3481 2893 588 3481 2893 588
Profit Streak 55.1828 89.6828 55.1828 55.1828 89.6828 55.1828
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520604 -86443 -84235 -252142 -575072 -65915
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897390768,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.98751,
            "nb": 0.37236,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            287493.240184213,
            142577.412101499,
            144915.8280827141,
            228140.2350901269,
            -237499.7809298314,
            465640.0160199581
        ],
        [
            287.49324,
            142.577412,
            144.915828,
            228.140235,
            -237.499781,
            465.640016
        ],
        [
            0.152516,
            0.075638,
            0.076878,
            0.063058,
            0,
            0.091967
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100697,
            -95879,
            -64475,
            -1086558,
            -1035134,
            -503915
        ],
        [
            1.651795,
            1.527337,
            1.848917,
            1.06535,
            0.895803,
            1.384287
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            162,
            79,
            83,
            162,
            79,
            83
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            84.816754,
            83.157895,
            86.458333,
            84.816754,
            83.157895,
            86.458333
        ],
        [
            0.295692,
            0.309334,
            0.289589,
            0.190711,
            0.181428,
            0.216816
        ],
        [
            21142,
            21142,
            14939,
            112679,
            112679,
            96455
        ],
        [
            -69072,
            -69072,
            -58663,
            -908266,
            -908266,
            -419371
        ],
        [
            18,
            30,
            6,
            18,
            30,
            6
        ],
        [
            5,
            7,
            3,
            5,
            7,
            3
        ],
        [
            89,
            142,
            23,
            89,
            142,
            23
        ],
        [
            3481,
            2893,
            588,
            3481,
            2893,
            588
        ],
        [
            55.182763,
            89.682763,
            55.182763,
            55.182763,
            89.682764,
            55.182763
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520604,
            -86443,
            -84235,
            -252142,
            -575072,
            -65915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897390768,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.98751,
            "nb": 0.37236,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)