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Trade: YFI/USDT/480/SINWMA/T3/8935

Strategy
YFI/USDT/480/SINWMA/T3/8935
Pair
YFI_USDT
Interval
8h
Score
311371
Daily Profit
0.155217
Profit Factor
1.583650
Profitability
45.299145
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-03 11:59
Expiration Time
2025-11-28 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291807.1993 167326.5518 124480.6475 310700.0136 136294.8892 174405.1244
Total P&L (%) 291.8072 167.3266 124.4806 310.7 136.2949 174.4051
Avg Daily Profit (%) 0.1552 0.089 0.0662 0.0752 0.0458 0.0537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96358 -40984 -80359 -306316 -196541 -186034
Profit Factor 1.5837 1.6405 1.5215 1.1999 1.1587 1.2509
Total Trades 117 58 59 117 58 59
Winning Trades 53 24 29 53 24 29
Losing Trades 64 34 30 64 34 30
Profitability (%) 45.2991 41.3793 49.1525 45.2991 41.3793 49.1525
Ratio Avg Win / Avg Loss 1.9123 2.324 1.5739 1.449 1.6415 1.294
Largest Winning Trade 75601 75601 65887 253679 253679 117456
Largest Losing Trade -25560 -25560 -24245 -117729 -75018 -117729
Avg Bars in Trades 47 37 56 47 37 56
Avg Bars in Winners 73 61 83 73 61 83
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 5508 2174 3334 5508 2174 3334
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311371 -254437 -278983 -94685 -360058 -298421
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481940211,
    "expiration_time": 1764322560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 16,
            "offset": 0,
            "a": 0.74574
        }
    }
}
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": [
        [
            291807.1993020022,
            167326.5517847457,
            124480.6475172568,
            310700.0136313746,
            136294.8892308771,
            174405.1244004975
        ],
        [
            291.807199,
            167.326552,
            124.480648,
            310.700014,
            136.294889,
            174.405124
        ],
        [
            0.155217,
            0.089003,
            0.066213,
            0.075171,
            0.04575,
            0.053708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96358,
            -40984,
            -80359,
            -306316,
            -196541,
            -186034
        ],
        [
            1.58365,
            1.640451,
            1.521482,
            1.199943,
            1.158702,
            1.250895
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            45.299145,
            41.37931,
            49.152542,
            45.299145,
            41.37931,
            49.152542
        ],
        [
            1.912332,
            2.323972,
            1.573946,
            1.448988,
            1.641495,
            1.294029
        ],
        [
            75601,
            75601,
            65887,
            253679,
            253679,
            117456
        ],
        [
            -25560,
            -25560,
            -24245,
            -117729,
            -75018,
            -117729
        ],
        [
            47,
            37,
            56,
            47,
            37,
            56
        ],
        [
            73,
            61,
            83,
            73,
            61,
            83
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            5508,
            2174,
            3334,
            5508,
            2174,
            3334
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311371,
            -254437,
            -278983,
            -94685,
            -360058,
            -298421
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5640,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597766400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481940211,
    "expiration_time": 1764322560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 16,
            "offset": 0,
            "a": 0.74574
        }
    }
}

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)