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Trade: YFI/USDT/240/BBL/SMA/7182

Strategy
YFI/USDT/240/BBL/SMA/7182
Pair
YFI_USDT
Interval
4h
Score
520268
Daily Profit
0.281205
Profit Factor
1.668147
Profitability
61.187215
Streak
14.287183
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-26 13:53
Expiration Time
2025-11-19 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526182.883 398647.4018 127535.4812 457226.5605 -90464.3499 547690.9104
Total P&L (%) 526.1829 398.6474 127.5355 457.2266 -90.4644 547.6909
Avg Daily Profit (%) 0.2812 0.213 0.0682 0.0918 -0.1255 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104370 -106682 -40292 -1248147 -1223297 -244323
Profit Factor 1.6681 1.7203 1.5448 1.0874 0.9774 1.4449
Total Trades 219 109 110 219 109 110
Winning Trades 134 68 66 134 68 66
Losing Trades 85 41 44 85 41 44
Profitability (%) 61.1872 62.3853 60 61.1872 62.3853 60
Ratio Avg Win / Avg Loss 1.0582 1.0373 1.0298 0.6898 0.5893 0.9633
Largest Winning Trade 121302 121302 35700 343623 343623 155163
Largest Losing Trade -71742 -71742 -37463 -631762 -631762 -232871
Avg Bars in Trades 50 95 6 50 95 6
Avg Bars in Winners 25 43 5 25 43 5
Avg Bars in Losers 91 181 6 91 181 6
Bars Traded 11099 10400 699 11099 10400 699
Profit Streak 14.2872 14.6205 14.2872 14.2872 14.6205 14.2872
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520268 425285 -98443 -192686 -578846 -57989

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598011200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884012608,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 3.93515
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "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": [
        [
            526182.8830183027,
            398647.4017745432,
            127535.481243759,
            457226.5605392493,
            -90464.3498903619,
            547690.9104296115
        ],
        [
            526.182883,
            398.647402,
            127.535481,
            457.226561,
            -90.46435,
            547.69091
        ],
        [
            0.281205,
            0.213047,
            0.068158,
            0.091846,
            -0.125518,
            0.099893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104370,
            -106682,
            -40292,
            -1248147,
            -1223297,
            -244323
        ],
        [
            1.668147,
            1.720349,
            1.544752,
            1.087437,
            0.977374,
            1.444948
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            134,
            68,
            66,
            134,
            68,
            66
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            61.187215,
            62.385321,
            60,
            61.187215,
            62.385321,
            60
        ],
        [
            1.058153,
            1.037269,
            1.029835,
            0.689792,
            0.589299,
            0.963299
        ],
        [
            121302,
            121302,
            35700,
            343623,
            343623,
            155163
        ],
        [
            -71742,
            -71742,
            -37463,
            -631762,
            -631762,
            -232871
        ],
        [
            50,
            95,
            6,
            50,
            95,
            6
        ],
        [
            25,
            43,
            5,
            25,
            43,
            5
        ],
        [
            91,
            181,
            6,
            91,
            181,
            6
        ],
        [
            11099,
            10400,
            699,
            11099,
            10400,
            699
        ],
        [
            14.287183,
            14.620516,
            14.287183,
            14.287183,
            14.620516,
            14.287183
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520268,
            425285,
            -98443,
            -192686,
            -578846,
            -57989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598011200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758884012608,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 205,
            "offset": 0,
            "std": 3.93515
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "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)