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Trade: YFI/USDT/120/SINWMA/HILO/1850

Strategy
YFI/USDT/120/SINWMA/HILO/1850
Pair
YFI_USDT
Interval
2h
Score
421527
Daily Profit
0.244199
Profit Factor
1.289603
Profitability
46.887417
Streak
7.517162
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-05 15:24
Expiration Time
2025-12-12 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459461.0616 363242.8639 96218.1977 519301.6232 857513.3103 -338211.6872
Total P&L (%) 459.4611 363.2429 96.2182 519.3016 857.5133 -338.2117
Avg Daily Profit (%) 0.2442 0.1931 0.0511 0.097 0.1201 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199025 -168462 -86932 -3582521 -2879607 -1284146
Profit Factor 1.2896 1.4414 1.126 1.0287 1.0912 0.961
Total Trades 755 378 377 755 378 377
Winning Trades 354 157 197 354 157 197
Losing Trades 401 221 180 401 221 180
Profitability (%) 46.8874 41.5344 52.2546 46.8874 41.5344 52.2546
Ratio Avg Win / Avg Loss 1.4608 2.0289 1.0288 1.1653 1.536 0.878
Largest Winning Trade 142927 142927 42795 618420 618420 400984
Largest Losing Trade -31292 -16742 -31292 -660289 -660289 -466716
Avg Bars in Trades 29 25 34 29 25 34
Avg Bars in Winners 36 32 38 36 32 38
Avg Bars in Losers 24 19 29 24 19 29
Bars Traded 22495 9497 12998 22495 9497 12998
Profit Streak 7.5172 10.3505 0 7.5172 10.3505 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 421527 312552 -204821 -248327 -152232 -579070
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759667082791,
    "expiration_time": 1765510617600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            459461.0616059143,
            363242.8639075583,
            96218.1976983557,
            519301.6231702022,
            857513.3103248517,
            -338211.6871546495
        ],
        [
            459.461062,
            363.242864,
            96.218198,
            519.301623,
            857.51331,
            -338.211687
        ],
        [
            0.244199,
            0.19306,
            0.051139,
            0.09696,
            0.120145,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199025,
            -168462,
            -86932,
            -3582521,
            -2879607,
            -1284146
        ],
        [
            1.289603,
            1.441371,
            1.126017,
            1.028745,
            1.091199,
            0.960959
        ],
        [
            755,
            378,
            377,
            755,
            378,
            377
        ],
        [
            354,
            157,
            197,
            354,
            157,
            197
        ],
        [
            401,
            221,
            180,
            401,
            221,
            180
        ],
        [
            46.887417,
            41.534392,
            52.254642,
            46.887417,
            41.534392,
            52.254642
        ],
        [
            1.460821,
            2.028936,
            1.028848,
            1.16533,
            1.536019,
            0.878034
        ],
        [
            142927,
            142927,
            42795,
            618420,
            618420,
            400984
        ],
        [
            -31292,
            -16742,
            -31292,
            -660289,
            -660289,
            -466716
        ],
        [
            29,
            25,
            34,
            29,
            25,
            34
        ],
        [
            36,
            32,
            38,
            36,
            32,
            38
        ],
        [
            24,
            19,
            29,
            24,
            19,
            29
        ],
        [
            22495,
            9497,
            12998,
            22495,
            9497,
            12998
        ],
        [
            7.517162,
            10.350495,
            0,
            7.517162,
            10.350495,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421527,
            312552,
            -204821,
            -248327,
            -152232,
            -579070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22578,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759667082791,
    "expiration_time": 1765510617600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)