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Trade: YFI/USDT/120/KCU/MIDPRICE/6831

Strategy
YFI/USDT/120/KCU/MIDPRICE/6831
Pair
YFI_USDT
Interval
2h
Score
403420
Daily Profit
0.164884
Profit Factor
1.734933
Profitability
52.688172
Streak
0.000000
Best Strategy
Training Data Length
1881.750000
Evaluation Time
2025-10-05 20:04
Expiration Time
2025-12-12 11:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310269.9296 157032.9242 153237.0054 342808.7695 327718.5127 15090.2568
Total P&L (%) 310.2699 157.0329 153.237 342.8088 327.7185 15.0903
Avg Daily Profit (%) 0.1649 0.0835 0.0814 0.0791 0.0773 0.0075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93059 -29615 -107775 -709397 -145650 -720921
Profit Factor 1.7349 2.6029 1.4727 1.178 1.7882 1.01
Total Trades 93 47 46 93 47 46
Winning Trades 49 27 22 49 27 22
Losing Trades 44 20 24 44 20 24
Profitability (%) 52.6882 57.4468 47.8261 52.6882 57.4468 47.8261
Ratio Avg Win / Avg Loss 1.5579 1.9281 1.6065 1.0578 1.3246 1.1018
Largest Winning Trade 50650 38647 50650 207870 142753 207870
Largest Losing Trade -57160 -15554 -57160 -296711 -49266 -296711
Avg Bars in Trades 226 22 435 226 22 435
Avg Bars in Winners 313 25 666 313 25 666
Avg Bars in Losers 130 18 223 130 18 223
Bars Traded 21081 1059 20022 21081 1059 20022
Profit Streak 0 0 108.5449 0 0 108.5449
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403420 -75251 -82188 -111500 -86186 -402757
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22581,
    "evaluation_days": 1881.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759683881943,
    "expiration_time": 1765532995200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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": [
        [
            310269.9296172327,
            157032.9241922383,
            153237.0054249945,
            342808.7695029827,
            327718.5126943229,
            15090.2568086595
        ],
        [
            310.26993,
            157.032924,
            153.237005,
            342.80877,
            327.718513,
            15.090257
        ],
        [
            0.164884,
            0.08345,
            0.081433,
            0.079105,
            0.077261,
            0.007469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93059,
            -29615,
            -107775,
            -709397,
            -145650,
            -720921
        ],
        [
            1.734933,
            2.602917,
            1.472651,
            1.177967,
            1.788221,
            1.00999
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            52.688172,
            57.446809,
            47.826087,
            52.688172,
            57.446809,
            47.826087
        ],
        [
            1.557899,
            1.928087,
            1.606528,
            1.057766,
            1.324608,
            1.101808
        ],
        [
            50650,
            38647,
            50650,
            207870,
            142753,
            207870
        ],
        [
            -57160,
            -15554,
            -57160,
            -296711,
            -49266,
            -296711
        ],
        [
            226,
            22,
            435,
            226,
            22,
            435
        ],
        [
            313,
            25,
            666,
            313,
            25,
            666
        ],
        [
            130,
            18,
            223,
            130,
            18,
            223
        ],
        [
            21081,
            1059,
            20022,
            21081,
            1059,
            20022
        ],
        [
            0,
            0,
            108.54493,
            0,
            0,
            108.54493
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403420,
            -75251,
            -82188,
            -111500,
            -86186,
            -402757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22581,
    "evaluation_days": 1881.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598234400000,
    "last_datapoint_time": 1759680000000,
    "evaluation_time": 1759683881943,
    "expiration_time": 1765532995200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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)