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Trade: YFI/USDT/480/MIDPRICE/LINREG/1371

Strategy
YFI/USDT/480/MIDPRICE/LINREG/1371
Pair
YFI_USDT
Interval
8h
Score
327663
Daily Profit
0.173075
Profit Factor
1.455268
Profitability
48.148148
Streak
0.000000
Best Strategy
Training Data Length
1875.330000
Evaluation Time
2025-09-28 16:04
Expiration Time
2025-11-23 16:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324572.5105 222359.4909 102213.0196 84182.6084 142589.2699 -58406.6615
Total P&L (%) 324.5725 222.3595 102.213 84.1826 142.5893 -58.4067
Avg Daily Profit (%) 0.1731 0.1186 0.0545 0.0326 0.0473 -0.0468
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143197 -54858 -109365 -233353 -101750 -166039
Profit Factor 1.4553 1.7267 1.2512 1.0776 1.312 0.9069
Total Trades 108 54 54 108 54 54
Winning Trades 52 28 24 52 28 24
Losing Trades 56 26 30 56 26 30
Profitability (%) 48.1481 51.8519 44.4444 48.1481 51.8519 44.4444
Ratio Avg Win / Avg Loss 1.5672 1.6034 1.564 1.1605 1.2183 1.1336
Largest Winning Trade 86377 86377 55907 97649 90719 97649
Largest Losing Trade -47283 -47283 -45385 -98636 -83280 -98636
Avg Bars in Trades 50 31 69 50 31 69
Avg Bars in Winners 58 25 97 58 25 97
Avg Bars in Losers 43 38 47 43 38 47
Bars Traded 5460 1708 3752 5460 1708 3752
Profit Streak 0 0 36.5446 0 0 36.5446
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327663 -211254 -300909 -284923 -309441 -760783
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599897600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759064650788,
    "expiration_time": 1763907264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 100,
            "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": [
        [
            324572.5105478854,
            222359.4909275454,
            102213.01962034,
            84182.6083987539,
            142589.2698610627,
            -58406.6614623087
        ],
        [
            324.572511,
            222.359491,
            102.21302,
            84.182608,
            142.58927,
            -58.406661
        ],
        [
            0.173075,
            0.118571,
            0.054504,
            0.032573,
            0.047267,
            -0.046766
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143197,
            -54858,
            -109365,
            -233353,
            -101750,
            -166039
        ],
        [
            1.455268,
            1.726738,
            1.251164,
            1.077648,
            1.311968,
            0.906862
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            48.148148,
            51.851852,
            44.444444,
            48.148148,
            51.851852,
            44.444444
        ],
        [
            1.567211,
            1.6034,
            1.563955,
            1.160544,
            1.218256,
            1.133577
        ],
        [
            86377,
            86377,
            55907,
            97649,
            90719,
            97649
        ],
        [
            -47283,
            -47283,
            -45385,
            -98636,
            -83280,
            -98636
        ],
        [
            50,
            31,
            69,
            50,
            31,
            69
        ],
        [
            58,
            25,
            97,
            58,
            25,
            97
        ],
        [
            43,
            38,
            47,
            43,
            38,
            47
        ],
        [
            5460,
            1708,
            3752,
            5460,
            1708,
            3752
        ],
        [
            0,
            0,
            36.544569,
            0,
            0,
            36.544569
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327663,
            -211254,
            -300909,
            -284923,
            -309441,
            -760783
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1599897600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759064650788,
    "expiration_time": 1763907264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 100,
            "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)