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Trade: YFI/USDT/720/DCM/MIDPOINT/5250

Strategy
YFI/USDT/720/DCM/MIDPOINT/5250
Pair
YFI_USDT
Interval
12h
Score
490646
Daily Profit
0.248606
Profit Factor
2.325759
Profitability
52.941176
Streak
44.861686
Best Strategy
Training Data Length
1877.500000
Evaluation Time
2025-09-30 23:40
Expiration Time
2025-11-25 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 466758.0677 264057.618 202700.4496 1605750.5143 898341.0079 707409.5065
Total P&L (%) 466.7581 264.0576 202.7005 1605.7505 898.341 707.4095
Avg Daily Profit (%) 0.2486 0.1406 0.108 0.1512 0.1226 0.1113
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46177 -108697 -50747 -296446 -203739 -308004
Profit Factor 2.3258 2.6289 2.0671 2.0066 2.6057 1.683
Total Trades 85 42 43 85 42 43
Winning Trades 45 22 23 45 22 23
Losing Trades 40 20 20 40 20 20
Profitability (%) 52.9412 52.381 53.4884 52.9412 52.381 53.4884
Ratio Avg Win / Avg Loss 2.0673 2.3899 1.7974 1.7836 2.3688 1.4635
Largest Winning Trade 179772 179772 59050 569549 210012 569549
Largest Losing Trade -27730 -27730 -25052 -262088 -203739 -262088
Avg Bars in Trades 40 30 49 40 30 49
Avg Bars in Winners 57 38 74 57 38 74
Avg Bars in Losers 21 21 20 21 21 20
Bars Traded 3420 1285 2135 3420 1285 2135
Profit Streak 44.8617 0 52.8617 44.8617 0 52.8617
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490646 3008 -43859 453502 -23564 -40834
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3755,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264849676,
    "expiration_time": 1764100080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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": [
        [
            466758.0676663715,
            264057.6180493094,
            202700.4496170619,
            1605750.514349899,
            898341.0078541035,
            707409.5064957954
        ],
        [
            466.758068,
            264.057618,
            202.70045,
            1605.750514,
            898.341008,
            707.409506
        ],
        [
            0.248606,
            0.140643,
            0.107963,
            0.151198,
            0.122628,
            0.111309
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46177,
            -108697,
            -50747,
            -296446,
            -203739,
            -308004
        ],
        [
            2.325759,
            2.628903,
            2.067064,
            2.006599,
            2.605653,
            1.683001
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            52.941176,
            52.380952,
            53.488372,
            52.941176,
            52.380952,
            53.488372
        ],
        [
            2.067341,
            2.389912,
            1.797447,
            1.783643,
            2.368775,
            1.463479
        ],
        [
            179772,
            179772,
            59050,
            569549,
            210012,
            569549
        ],
        [
            -27730,
            -27730,
            -25052,
            -262088,
            -203739,
            -262088
        ],
        [
            40,
            30,
            49,
            40,
            30,
            49
        ],
        [
            57,
            38,
            74,
            57,
            38,
            74
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            3420,
            1285,
            2135,
            3420,
            1285,
            2135
        ],
        [
            44.861686,
            0,
            52.861686,
            44.861686,
            0,
            52.861686
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490646,
            3008,
            -43859,
            453502,
            -23564,
            -40834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3755,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607731200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759264849676,
    "expiration_time": 1764100080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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)