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Trade: YFI/USDT/360/HILO/RMA/6654

Strategy
YFI/USDT/360/HILO/RMA/6654
Pair
YFI_USDT
Interval
6h
Score
504513
Daily Profit
0.186845
Profit Factor
2.138202
Profitability
65.168539
Streak
16.819238
Best Strategy
Training Data Length
1882.750000
Evaluation Time
2025-10-06 04:39
Expiration Time
2025-12-01 13:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 351783.3336 155871.2164 195912.1172 990749.8804 -4758.1732 995508.0536
Total P&L (%) 351.7833 155.8712 195.9121 990.7499 -4.7582 995.5081
Avg Daily Profit (%) 0.1868 0.0828 0.1041 0.127 -0.0026 0.1272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56659 -79975 -33814 -671533 -802785 -262265
Profit Factor 2.1382 1.7626 2.8716 1.4779 0.9967 2.5881
Total Trades 89 45 44 89 45 44
Winning Trades 58 26 32 58 26 32
Losing Trades 31 19 12 31 19 12
Profitability (%) 65.1685 57.7778 72.7273 65.1685 57.7778 72.7273
Ratio Avg Win / Avg Loss 1.1428 1.2881 1.0768 0.7899 0.7284 0.9705
Largest Winning Trade 65259 65259 37670 293382 195036 293382
Largest Losing Trade -43338 -43338 -32083 -447128 -447128 -244070
Avg Bars in Trades 82 104 59 82 104 59
Avg Bars in Winners 50 44 54 50 44 54
Avg Bars in Losers 143 187 73 143 187 73
Bars Traded 7339 4717 2622 7339 4717 2622
Profit Streak 16.8192 16.8192 18.3192 16.8192 16.8192 18.3192
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504513 -78543 -46126 -20011 -579131 -17031
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714782137,
    "expiration_time": 1764588888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "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": [
        [
            351783.3336153739,
            155871.2164008213,
            195912.1172145528,
            990749.8803752707,
            -4758.1732224151,
            995508.0535976856
        ],
        [
            351.783334,
            155.871216,
            195.912117,
            990.74988,
            -4.758173,
            995.508054
        ],
        [
            0.186845,
            0.082789,
            0.104056,
            0.126993,
            -0.002589,
            0.127225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56659,
            -79975,
            -33814,
            -671533,
            -802785,
            -262265
        ],
        [
            2.138202,
            1.762612,
            2.871567,
            1.477884,
            0.99671,
            2.588107
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            65.168539,
            57.777778,
            72.727273,
            65.168539,
            57.777778,
            72.727273
        ],
        [
            1.142832,
            1.288063,
            1.076838,
            0.789903,
            0.728365,
            0.97054
        ],
        [
            65259,
            65259,
            37670,
            293382,
            195036,
            293382
        ],
        [
            -43338,
            -43338,
            -32083,
            -447128,
            -447128,
            -244070
        ],
        [
            82,
            104,
            59,
            82,
            104,
            59
        ],
        [
            50,
            44,
            54,
            50,
            44,
            54
        ],
        [
            143,
            187,
            73,
            143,
            187,
            73
        ],
        [
            7339,
            4717,
            2622,
            7339,
            4717,
            2622
        ],
        [
            16.819238,
            16.819238,
            18.319238,
            16.819238,
            16.819238,
            18.319238
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504513,
            -78543,
            -46126,
            -20011,
            -579131,
            -17031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7531,
    "evaluation_days": 1882.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600344000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759714782137,
    "expiration_time": 1764588888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "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)