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Trade: YFI/USDT/480/SINWMA/VWMA/9833

Strategy
YFI/USDT/480/SINWMA/VWMA/9833
Pair
YFI_USDT
Interval
8h
Score
380002
Daily Profit
0.186791
Profit Factor
1.629776
Profitability
49.122807
Streak
0.000000
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-09-30 18:26
Expiration Time
2025-11-25 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350668.377 190662.0675 160006.3095 332317.8859 -205673.3542 537991.2401
Total P&L (%) 350.6684 190.6621 160.0063 332.3179 -205.6734 537.9912
Avg Daily Profit (%) 0.1868 0.1016 0.0852 0.078 0 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120656 -90129 -57895 -762565 -726830 -306487
Profit Factor 1.6298 1.5089 1.8784 1.1131 0.9024 1.6475
Total Trades 114 57 57 114 57 57
Winning Trades 56 26 30 56 26 30
Losing Trades 58 31 27 58 31 27
Profitability (%) 49.1228 45.614 52.6316 49.1228 45.614 52.6316
Ratio Avg Win / Avg Loss 1.688 1.7991 1.6906 1.1529 1.0759 1.4827
Largest Winning Trade 142554 142554 38612 311540 311540 147052
Largest Losing Trade -41130 -41130 -39136 -296895 -296895 -161394
Avg Bars in Trades 48 68 28 48 68 28
Avg Bars in Winners 51 71 34 51 71 34
Avg Bars in Losers 44 66 20 44 66 20
Bars Traded 5515 3912 1603 5515 3912 1603
Profit Streak 0 0 130.6436 0 0 130.6436
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380002 -236682 -253684 -184934 -760872 -236784
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759246003104,
    "expiration_time": 1764085248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "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": [
        [
            350668.3769634791,
            190662.0674501247,
            160006.3095133546,
            332317.8859145745,
            -205673.354189862,
            537991.2401044364
        ],
        [
            350.668377,
            190.662067,
            160.00631,
            332.317886,
            -205.673354,
            537.99124
        ],
        [
            0.186791,
            0.10156,
            0.085231,
            0.078013,
            0,
            0.098761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120656,
            -90129,
            -57895,
            -762565,
            -726830,
            -306487
        ],
        [
            1.629776,
            1.508892,
            1.878416,
            1.113109,
            0.902391,
            1.647482
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            49.122807,
            45.614035,
            52.631579,
            49.122807,
            45.614035,
            52.631579
        ],
        [
            1.687983,
            1.799064,
            1.690575,
            1.152863,
            1.075928,
            1.482734
        ],
        [
            142554,
            142554,
            38612,
            311540,
            311540,
            147052
        ],
        [
            -41130,
            -41130,
            -39136,
            -296895,
            -296895,
            -161394
        ],
        [
            48,
            68,
            28,
            48,
            68,
            28
        ],
        [
            51,
            71,
            34,
            51,
            71,
            34
        ],
        [
            44,
            66,
            20,
            44,
            66,
            20
        ],
        [
            5515,
            3912,
            1603,
            5515,
            3912,
            1603
        ],
        [
            0,
            0,
            130.643554,
            0,
            0,
            130.643554
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380002,
            -236682,
            -253684,
            -184934,
            -760872,
            -236784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5632,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599638400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759246003104,
    "expiration_time": 1764085248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "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)