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Trade: YFI/USDT/480/SINWMA/HWMA/4528

Strategy
YFI/USDT/480/SINWMA/HWMA/4528
Pair
YFI_USDT
Interval
8h
Score
490512
Daily Profit
0.262242
Profit Factor
1.972515
Profitability
57.812500
Streak
31.706493
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-26 11:57
Expiration Time
2025-11-21 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 491179.98 265061.2192 226118.7608 3341908.8704 1432550.517 1909358.3534
Total P&L (%) 491.18 265.0612 226.1188 3341.9089 1432.5505 1909.3584
Avg Daily Profit (%) 0.2622 0.1415 0.1207 0.1891 0.1458 0.1603
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53021 -82975 -62181 -1390761 -1161937 -623783
Profit Factor 1.9725 1.9772 1.9671 1.5859 1.4021 1.8917
Total Trades 192 96 96 192 96 96
Winning Trades 111 55 56 111 55 56
Losing Trades 81 41 40 81 41 40
Profitability (%) 57.8125 57.2917 58.3333 57.8125 57.2917 58.3333
Ratio Avg Win / Avg Loss 1.4394 1.4739 1.405 1.1573 1.0452 1.3512
Largest Winning Trade 55046 55046 50656 991703 991703 674586
Largest Losing Trade -34650 -31665 -34650 -813179 -813179 -272870
Avg Bars in Trades 27 30 24 27 30 24
Avg Bars in Winners 30 26 33 30 26 33
Avg Bars in Losers 24 36 12 24 36 12
Bars Traded 5332 2939 2393 5332 2939 2393
Profit Streak 31.7065 0 34.3732 31.7065 0 34.3732
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490512 -824 -27612 454029 122884 424102

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603555200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877041029,
    "expiration_time": 1763699616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 226,
            "na": 0.2,
            "nb": 0.53378,
            "nc": 0.25238
        }
    }
}
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": [
        [
            491179.9800490367,
            265061.2192474873,
            226118.7608015489,
            3341908.870418787,
            1432550.517006573,
            1909358.3534122158
        ],
        [
            491.17998,
            265.061219,
            226.118761,
            3341.90887,
            1432.550517,
            1909.358353
        ],
        [
            0.262242,
            0.141517,
            0.120725,
            0.189106,
            0.145836,
            0.160321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53021,
            -82975,
            -62181,
            -1390761,
            -1161937,
            -623783
        ],
        [
            1.972515,
            1.977218,
            1.967058,
            1.585908,
            1.402107,
            1.891723
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            57.8125,
            57.291667,
            58.333333,
            57.8125,
            57.291667,
            58.333333
        ],
        [
            1.439403,
            1.473926,
            1.405042,
            1.157284,
            1.045207,
            1.351231
        ],
        [
            55046,
            55046,
            50656,
            991703,
            991703,
            674586
        ],
        [
            -34650,
            -31665,
            -34650,
            -813179,
            -813179,
            -272870
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            30,
            26,
            33,
            30,
            26,
            33
        ],
        [
            24,
            36,
            12,
            24,
            36,
            12
        ],
        [
            5332,
            2939,
            2393,
            5332,
            2939,
            2393
        ],
        [
            31.706493,
            0,
            34.37316,
            31.706493,
            0,
            34.37316
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490512,
            -824,
            -27612,
            454029,
            122884,
            424102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603555200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877041029,
    "expiration_time": 1763699616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 226,
            "na": 0.2,
            "nb": 0.53378,
            "nc": 0.25238
        }
    }
}

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)