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Trade: YFI/USDT/720/HWMA/SWMA/7939

Strategy
YFI/USDT/720/HWMA/SWMA/7939
Pair
YFI_USDT
Interval
12h
Score
450610
Daily Profit
0.247721
Profit Factor
1.406123
Profitability
53.351206
Streak
11.048666
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-01 04:10
Expiration Time
2025-11-26 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 465219.5264 260961.7399 204257.7865 729005.3246 354383.8967 374621.4279
Total P&L (%) 465.2195 260.9617 204.2578 729.0053 354.3839 374.6214
Avg Daily Profit (%) 0.2477 0.139 0.1088 0.1127 0.0806 0.083
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101205 -107722 -87252 -208158 -161944 -96533
Profit Factor 1.4061 1.4385 1.3711 1.4309 1.42 1.4418
Total Trades 373 187 186 373 187 186
Winning Trades 199 93 106 199 93 106
Losing Trades 174 94 80 174 94 80
Profitability (%) 53.3512 49.7326 56.9892 53.3512 49.7326 56.9892
Ratio Avg Win / Avg Loss 1.2295 1.454 1.0348 1.2512 1.4352 1.0882
Largest Winning Trade 85221 85221 45258 124671 124671 74592
Largest Losing Trade -52746 -25790 -52746 -94939 -75695 -94939
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3345 1677 1667 3345 1677 1667
Profit Streak 11.0487 11.0487 51.5487 11.0487 11.0487 51.5487
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450610 -5362 -44124 -37502 -83234 -78096
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1614384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281004793,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24931,
            "nb": 0.22293,
            "nc": 0.82774
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 208
        }
    }
}
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": [
        [
            465219.5263576616,
            260961.7399064283,
            204257.7864512331,
            729005.3245905506,
            354383.8967085222,
            374621.4278820284
        ],
        [
            465.219526,
            260.96174,
            204.257786,
            729.005325,
            354.383897,
            374.621428
        ],
        [
            0.247721,
            0.138957,
            0.108763,
            0.112686,
            0.080638,
            0.08296
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101205,
            -107722,
            -87252,
            -208158,
            -161944,
            -96533
        ],
        [
            1.406123,
            1.438505,
            1.371109,
            1.430918,
            1.419968,
            1.441816
        ],
        [
            373,
            187,
            186,
            373,
            187,
            186
        ],
        [
            199,
            93,
            106,
            199,
            93,
            106
        ],
        [
            174,
            94,
            80,
            174,
            94,
            80
        ],
        [
            53.351206,
            49.73262,
            56.989247,
            53.351206,
            49.73262,
            56.989247
        ],
        [
            1.229474,
            1.453973,
            1.0348,
            1.251155,
            1.435236,
            1.088163
        ],
        [
            85221,
            85221,
            45258,
            124671,
            124671,
            74592
        ],
        [
            -52746,
            -25790,
            -52746,
            -94939,
            -75695,
            -94939
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3345,
            1677,
            1667,
            3345,
            1677,
            1667
        ],
        [
            11.048666,
            11.048666,
            51.548666,
            11.048667,
            11.048667,
            51.548667
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450610,
            -5362,
            -44124,
            -37502,
            -83234,
            -78096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1614384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281004793,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.24931,
            "nb": 0.22293,
            "nc": 0.82774
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 208
        }
    }
}

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)