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Trade: YFI/USDT/120/SSF/DCM/1390

Strategy
YFI/USDT/120/SSF/DCM/1390
Pair
YFI_USDT
Interval
2h
Score
415317
Daily Profit
0.288006
Profit Factor
1.402675
Profitability
47.000000
Streak
0.000000
Best Strategy
Training Data Length
1870.670000
Evaluation Time
2025-09-27 14:58
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 538764.9995 380168.9347 158596.0648 842960.4027 725658.1924 117302.2102
Total P&L (%) 538.765 380.1689 158.5961 842.9604 725.6582 117.3022
Avg Daily Profit (%) 0.288 0.2032 0.0848 0.12 0.1129 0.0415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211547 -119181 -128577 -692339 -605041 -673802
Profit Factor 1.4027 1.565 1.2385 1.1204 1.204 1.034
Total Trades 400 200 200 400 200 200
Winning Trades 188 91 97 188 91 97
Losing Trades 212 109 103 212 109 103
Profitability (%) 47 45.5 48.5 47 45.5 48.5
Ratio Avg Win / Avg Loss 1.5817 1.8746 1.3151 1.2634 1.4422 1.098
Largest Winning Trade 93184 93184 40708 411077 411077 128326
Largest Losing Trade -41860 -32598 -41860 -259870 -258284 -259870
Avg Bars in Trades 55 62 48 55 62 48
Avg Bars in Winners 64 67 61 64 67 61
Avg Bars in Losers 47 58 36 47 58 36
Bars Traded 22265 12506 9759 22265 12506 9759
Profit Streak 0 0 54.8326 0 0 54.8326
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415317 331366 -79167 -119544 -43601 -319667
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": 1597946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758974337603,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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": [
        [
            538764.9995434412,
            380168.9347013126,
            158596.0648421292,
            842960.4026791143,
            725658.1924399086,
            117302.2102392051
        ],
        [
            538.765,
            380.168935,
            158.596065,
            842.960403,
            725.658192,
            117.30221
        ],
        [
            0.288006,
            0.203226,
            0.08478,
            0.120021,
            0.112912,
            0.041497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211547,
            -119181,
            -128577,
            -692339,
            -605041,
            -673802
        ],
        [
            1.402675,
            1.56501,
            1.23845,
            1.120382,
            1.204039,
            1.034041
        ],
        [
            400,
            200,
            200,
            400,
            200,
            200
        ],
        [
            188,
            91,
            97,
            188,
            91,
            97
        ],
        [
            212,
            109,
            103,
            212,
            109,
            103
        ],
        [
            47,
            45.5,
            48.5,
            47,
            45.5,
            48.5
        ],
        [
            1.58174,
            1.874573,
            1.315055,
            1.26341,
            1.4422,
            1.098002
        ],
        [
            93184,
            93184,
            40708,
            411077,
            411077,
            128326
        ],
        [
            -41860,
            -32598,
            -41860,
            -259870,
            -258284,
            -259870
        ],
        [
            55,
            62,
            48,
            55,
            62,
            48
        ],
        [
            64,
            67,
            61,
            64,
            67,
            61
        ],
        [
            47,
            58,
            36,
            47,
            58,
            36
        ],
        [
            22265,
            12506,
            9759,
            22265,
            12506,
            9759
        ],
        [
            0,
            0,
            54.832611,
            0,
            0,
            54.832611
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415317,
            331366,
            -79167,
            -119544,
            -43601,
            -319667
        ]
    ]
}
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": 1597946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758974337603,
    "expiration_time": 1764540921600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 124,
            "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)