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Trade: YFI/USDT/360/ALMA/SINWMA/3819

Strategy
YFI/USDT/360/ALMA/SINWMA/3819
Pair
YFI_USDT
Interval
6h
Score
517508
Daily Profit
0.277229
Profit Factor
2.040718
Profitability
53.781513
Streak
34.658449
Best Strategy
Training Data Length
1882.250000
Evaluation Time
2025-10-05 18:48
Expiration Time
2025-12-01 01:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 521815.1161 308678.1606 213136.9555 2439219.4974 888482.2961 1550737.2013
Total P&L (%) 521.8151 308.6782 213.137 2439.2195 888.4823 1550.7372
Avg Daily Profit (%) 0.2772 0.164 0.1132 0.172 0.1218 0.1491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83636 -84725 -58605 -548462 -573231 -417681
Profit Factor 2.0407 2.0863 1.9811 1.7004 1.4069 2.1936
Total Trades 119 59 60 119 59 60
Winning Trades 64 28 36 64 28 36
Losing Trades 55 31 24 55 31 24
Profitability (%) 53.7815 47.4576 60 53.7815 47.4576 60
Ratio Avg Win / Avg Loss 1.7537 2.3098 1.3207 1.4612 1.5576 1.4624
Largest Winning Trade 114316 114316 43895 466818 466818 334685
Largest Losing Trade -41049 -25719 -41049 -375945 -350285 -375945
Avg Bars in Trades 60 65 56 60 65 56
Avg Bars in Winners 61 60 61 61 60 61
Avg Bars in Losers 60 70 48 60 70 48
Bars Traded 7251 3881 3370 7251 3881 3370
Profit Streak 34.6584 60.6584 34.6584 34.6584 60.6584 34.6584
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517508 -165828 -206515 421480 -205263 -157907
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679290011,
    "expiration_time": 1764544392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 172
        }
    }
}
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": [
        [
            521815.1161332546,
            308678.1606138689,
            213136.9555193859,
            2439219.4974278966,
            888482.296109268,
            1550737.2013186284
        ],
        [
            521.815116,
            308.678161,
            213.136956,
            2439.219497,
            888.482296,
            1550.737201
        ],
        [
            0.277229,
            0.163994,
            0.113235,
            0.171987,
            0.12179,
            0.149071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83636,
            -84725,
            -58605,
            -548462,
            -573231,
            -417681
        ],
        [
            2.040718,
            2.08629,
            1.981109,
            1.700359,
            1.406888,
            2.193601
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            53.781513,
            47.457627,
            60,
            53.781513,
            47.457627,
            60
        ],
        [
            1.753742,
            2.309821,
            1.320739,
            1.461246,
            1.557626,
            1.462401
        ],
        [
            114316,
            114316,
            43895,
            466818,
            466818,
            334685
        ],
        [
            -41049,
            -25719,
            -41049,
            -375945,
            -350285,
            -375945
        ],
        [
            60,
            65,
            56,
            60,
            65,
            56
        ],
        [
            61,
            60,
            61,
            61,
            60,
            61
        ],
        [
            60,
            70,
            48,
            60,
            70,
            48
        ],
        [
            7251,
            3881,
            3370,
            7251,
            3881,
            3370
        ],
        [
            34.658449,
            60.658449,
            34.658449,
            34.658449,
            60.658449,
            34.658449
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517508,
            -165828,
            -206515,
            421480,
            -205263,
            -157907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759679290011,
    "expiration_time": 1764544392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 172
        }
    }
}

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)