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Trade: YFI/USDT/360/MIDPRICE/SINWMA/7147

Strategy
YFI/USDT/360/MIDPRICE/SINWMA/7147
Pair
YFI_USDT
Interval
6h
Score
379299
Daily Profit
0.175264
Profit Factor
1.543211
Profitability
63.483146
Streak
25.229954
Best Strategy
Training Data Length
1875.750000
Evaluation Time
2025-09-29 08:31
Expiration Time
2025-11-24 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328751.6093 177317.6045 151434.0048 323447.3629 134009.8519 189437.5111
Total P&L (%) 328.7516 177.3176 151.434 323.4474 134.0099 189.4375
Avg Daily Profit (%) 0.1753 0.0945 0.0807 0.077 0.0453 0.0567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113935 -81690 -91950 -1241971 -871776 -1172486
Profit Factor 1.5432 1.6026 1.487 1.0681 1.0632 1.0721
Total Trades 178 89 89 178 89 89
Winning Trades 113 52 61 113 52 61
Losing Trades 65 37 28 65 37 28
Profitability (%) 63.4831 58.427 68.5393 63.4831 58.427 68.5393
Ratio Avg Win / Avg Loss 0.8877 1.1403 0.6825 0.6144 0.7565 0.4921
Largest Winning Trade 63792 63792 29150 227341 185783 227341
Largest Losing Trade -64421 -48939 -64421 -586627 -555352 -586627
Avg Bars in Trades 40 38 43 40 38 43
Avg Bars in Winners 31 25 35 31 25 35
Avg Bars in Losers 57 55 59 57 55 59
Bars Traded 7257 3405 3852 7257 3405 3852
Profit Streak 25.23 0 48.73 25.23 0 48.73
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379299 -64065 -82247 -234224 -284293 -256766
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123868018,
    "expiration_time": 1763965944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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": [
        [
            328751.6092699224,
            177317.6045018059,
            151434.0047681163,
            323447.3629235949,
            134009.8518715473,
            189437.5110520476
        ],
        [
            328.751609,
            177.317605,
            151.434005,
            323.447363,
            134.009852,
            189.437511
        ],
        [
            0.175264,
            0.094532,
            0.080733,
            0.076973,
            0.045336,
            0.056674
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113935,
            -81690,
            -91950,
            -1241971,
            -871776,
            -1172486
        ],
        [
            1.543211,
            1.602638,
            1.486982,
            1.068111,
            1.063166,
            1.072104
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            113,
            52,
            61,
            113,
            52,
            61
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            63.483146,
            58.426966,
            68.539326,
            63.483146,
            58.426966,
            68.539326
        ],
        [
            0.887688,
            1.140338,
            0.682549,
            0.6144,
            0.756484,
            0.492113
        ],
        [
            63792,
            63792,
            29150,
            227341,
            185783,
            227341
        ],
        [
            -64421,
            -48939,
            -64421,
            -586627,
            -555352,
            -586627
        ],
        [
            40,
            38,
            43,
            40,
            38,
            43
        ],
        [
            31,
            25,
            35,
            31,
            25,
            35
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            7257,
            3405,
            3852,
            7257,
            3405,
            3852
        ],
        [
            25.229954,
            0,
            48.729954,
            25.229954,
            0,
            48.729954
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379299,
            -64065,
            -82247,
            -234224,
            -284293,
            -256766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599415200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123868018,
    "expiration_time": 1763965944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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)