← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: YFI/USDT/120/SINWMA/BBM/7917

Strategy
YFI/USDT/120/SINWMA/BBM/7917
Pair
YFI_USDT
Interval
2h
Score
400684
Daily Profit
0.269691
Profit Factor
1.351269
Profitability
44.759825
Streak
11.461372
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-06 14:04
Expiration Time
2025-12-13 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507693.9524 374515.0547 133178.8977 614494.8014 1079099.6148 -464604.8134
Total P&L (%) 507.694 374.5151 133.1789 614.4948 1079.0996 -464.6048
Avg Daily Profit (%) 0.2697 0.1989 0.0707 0.1045 0.1312 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223939 -138337 -131638 -1899019 -847065 -1445065
Profit Factor 1.3513 1.5223 1.1829 1.0669 1.2473 0.9035
Total Trades 458 229 229 458 229 229
Winning Trades 205 97 108 205 97 108
Losing Trades 253 132 121 253 132 121
Profitability (%) 44.7598 42.3581 47.1616 44.7598 42.3581 47.1616
Ratio Avg Win / Avg Loss 1.6677 2.0715 1.3253 1.3168 1.6973 1.0123
Largest Winning Trade 98925 98925 41973 478126 478126 319772
Largest Losing Trade -43747 -28256 -43747 -478051 -335167 -478051
Avg Bars in Trades 48 51 46 48 51 46
Avg Bars in Winners 63 67 60 63 67 60
Avg Bars in Losers 37 39 34 37 39 34
Bars Traded 22412 11756 10656 22412 11756 10656
Profit Streak 11.4614 14.128 0 11.4614 14.128 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400684 303532 -118293 -198942 -18379 -579572
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22590,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759748662571,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 106,
            "offset": 0,
            "std": 3.65192
        }
    }
}
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": [
        [
            507693.952408856,
            374515.0546838537,
            133178.8977250027,
            614494.8014135504,
            1079099.6148127543,
            -464604.8133992022
        ],
        [
            507.693952,
            374.515055,
            133.178898,
            614.494801,
            1079.099615,
            -464.604813
        ],
        [
            0.269691,
            0.198946,
            0.070746,
            0.104512,
            0.131153,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223939,
            -138337,
            -131638,
            -1899019,
            -847065,
            -1445065
        ],
        [
            1.351269,
            1.522262,
            1.182885,
            1.066942,
            1.247293,
            0.903525
        ],
        [
            458,
            229,
            229,
            458,
            229,
            229
        ],
        [
            205,
            97,
            108,
            205,
            97,
            108
        ],
        [
            253,
            132,
            121,
            253,
            132,
            121
        ],
        [
            44.759825,
            42.358079,
            47.161572,
            44.759825,
            42.358079,
            47.161572
        ],
        [
            1.667664,
            2.071532,
            1.325269,
            1.316763,
            1.697347,
            1.012283
        ],
        [
            98925,
            98925,
            41973,
            478126,
            478126,
            319772
        ],
        [
            -43747,
            -28256,
            -43747,
            -478051,
            -335167,
            -478051
        ],
        [
            48,
            51,
            46,
            48,
            51,
            46
        ],
        [
            63,
            67,
            60,
            63,
            67,
            60
        ],
        [
            37,
            39,
            34,
            37,
            39,
            34
        ],
        [
            22412,
            11756,
            10656,
            22412,
            11756,
            10656
        ],
        [
            11.461372,
            14.128039,
            0,
            11.461372,
            14.128039,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400684,
            303532,
            -118293,
            -198942,
            -18379,
            -579572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22590,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597816800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759748662571,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 106,
            "offset": 0,
            "std": 3.65192
        }
    }
}

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)