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Trade: YFI/USDT/120/BBM/MIDPOINT/6175

Strategy
YFI/USDT/120/BBM/MIDPOINT/6175
Pair
YFI_USDT
Interval
2h
Score
324366
Daily Profit
0.201758
Profit Factor
1.315887
Profitability
49.006623
Streak
0.000000
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-25 19:58
Expiration Time
2025-12-01 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377421.7976 261478.5893 115943.2084 64959.0408 214890.8043 -149931.7634
Total P&L (%) 377.4218 261.4786 115.9432 64.959 214.8908 -149.9318
Avg Daily Profit (%) 0.2018 0.1398 0.062 0.0268 0.0613 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143909 -120758 -100062 -371625 -201679 -404981
Profit Factor 1.3159 1.427 1.1991 1.0322 1.2261 0.8597
Total Trades 302 151 151 302 151 151
Winning Trades 148 70 78 148 70 78
Losing Trades 154 81 73 154 81 73
Profitability (%) 49.0066 46.3576 51.6556 49.0066 46.3576 51.6556
Ratio Avg Win / Avg Loss 1.3692 1.6513 1.1222 1.074 1.4188 0.8046
Largest Winning Trade 79396 79396 44824 152595 152595 119917
Largest Losing Trade -71796 -48205 -71796 -289070 -201679 -289070
Avg Bars in Trades 73 86 60 73 86 60
Avg Bars in Winners 86 100 74 86 100 74
Avg Bars in Losers 60 74 44 60 74 44
Bars Traded 22193 13106 9087 22193 13106 9087
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 324366 -5645 -111274 -341406 -112572 -580327

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758819539341,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 4.32325
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            377421.7976494933,
            261478.589291121,
            115943.208358372,
            64959.0408112658,
            214890.8042590334,
            -149931.7634477677
        ],
        [
            377.421798,
            261.478589,
            115.943208,
            64.959041,
            214.890804,
            -149.931763
        ],
        [
            0.201758,
            0.139778,
            0.06198,
            0.02676,
            0.061337,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143909,
            -120758,
            -100062,
            -371625,
            -201679,
            -404981
        ],
        [
            1.315887,
            1.427008,
            1.199062,
            1.032173,
            1.226093,
            0.859696
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            148,
            70,
            78,
            148,
            70,
            78
        ],
        [
            154,
            81,
            73,
            154,
            81,
            73
        ],
        [
            49.006623,
            46.357616,
            51.655629,
            49.006623,
            46.357616,
            51.655629
        ],
        [
            1.369234,
            1.651252,
            1.122199,
            1.074018,
            1.418765,
            0.804587
        ],
        [
            79396,
            79396,
            44824,
            152595,
            152595,
            119917
        ],
        [
            -71796,
            -48205,
            -71796,
            -289070,
            -201679,
            -289070
        ],
        [
            73,
            86,
            60,
            73,
            86,
            60
        ],
        [
            86,
            100,
            74,
            86,
            100,
            74
        ],
        [
            60,
            74,
            44,
            60,
            74,
            44
        ],
        [
            22193,
            13106,
            9087,
            22193,
            13106,
            9087
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324366,
            -5645,
            -111274,
            -341406,
            -112572,
            -580327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22448,
    "evaluation_days": 1870.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758819539341,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 188,
            "offset": 0,
            "std": 4.32325
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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)