← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: YFI/USDT/360/SSF/LINREG/9972

Strategy
YFI/USDT/360/SSF/LINREG/9972
Pair
YFI_USDT
Interval
6h
Score
394997
Daily Profit
0.158838
Profit Factor
1.467561
Profitability
56.363636
Streak
71.603235
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-05 23:28
Expiration Time
2025-12-01 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299013.2919 208689.9523 90323.3396 29549.5029 61659.2297 -32109.7268
Total P&L (%) 299.0133 208.69 90.3233 29.5495 61.6592 -32.1097
Avg Daily Profit (%) 0.1588 0.1109 0.048 0.0138 0.0255 -0.0206
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180695 -105403 -96519 -183991 -73127 -114251
Profit Factor 1.4676 1.8363 1.2316 1.0598 1.3693 0.902
Total Trades 110 55 55 110 55 55
Winning Trades 62 27 35 62 27 35
Losing Trades 48 28 20 48 28 20
Profitability (%) 56.3636 49.0909 63.6364 56.3636 49.0909 63.6364
Ratio Avg Win / Avg Loss 1.1362 1.9043 0.7038 0.8205 1.42 0.5154
Largest Winning Trade 84791 84791 41542 42839 42839 35428
Largest Losing Trade -76539 -32167 -76539 -63520 -40826 -63520
Avg Bars in Trades 65 54 77 65 54 77
Avg Bars in Winners 63 46 76 63 46 76
Avg Bars in Losers 69 62 80 69 62 80
Bars Traded 7258 2995 4264 7258 2995 4264
Profit Streak 71.6032 114.8532 71.6032 71.6032 114.8532 71.6032
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394997 -220567 -308152 -331486 -337887 -758098
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7530,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759696119491,
    "expiration_time": 1764566640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "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": [
        [
            299013.2918849982,
            208689.952261558,
            90323.3396234401,
            29549.5029197015,
            61659.229682993,
            -32109.7267632915
        ],
        [
            299.013292,
            208.689952,
            90.32334,
            29.549503,
            61.65923,
            -32.109727
        ],
        [
            0.158838,
            0.110858,
            0.047981,
            0.013754,
            0.025518,
            -0.02057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180695,
            -105403,
            -96519,
            -183991,
            -73127,
            -114251
        ],
        [
            1.467561,
            1.836308,
            1.23161,
            1.059756,
            1.36931,
            0.901967
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            62,
            27,
            35,
            62,
            27,
            35
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            56.363636,
            49.090909,
            63.636364,
            56.363636,
            49.090909,
            63.636364
        ],
        [
            1.136176,
            1.90432,
            0.703777,
            0.820457,
            1.420025,
            0.51541
        ],
        [
            84791,
            84791,
            41542,
            42839,
            42839,
            35428
        ],
        [
            -76539,
            -32167,
            -76539,
            -63520,
            -40826,
            -63520
        ],
        [
            65,
            54,
            77,
            65,
            54,
            77
        ],
        [
            63,
            46,
            76,
            63,
            46,
            76
        ],
        [
            69,
            62,
            80,
            69,
            62,
            80
        ],
        [
            7258,
            2995,
            4264,
            7258,
            2995,
            4264
        ],
        [
            71.603235,
            114.853235,
            71.603235,
            71.603235,
            114.853235,
            71.603235
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394997,
            -220567,
            -308152,
            -331486,
            -337887,
            -758098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7530,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600495200000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759696119491,
    "expiration_time": 1764566640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 78,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "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)