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Trade: YFI/USDT/720/HL2/RMA/2131

Strategy
YFI/USDT/720/HL2/RMA/2131
Pair
YFI_USDT
Interval
12h
Score
630549
Daily Profit
0.180500
Profit Factor
3.220007
Profitability
86.170213
Streak
148.449846
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 13:47
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340242.6537 151228.1557 189014.498 1124035.5812 172062.0806 951973.5006
Total P&L (%) 340.2427 151.2282 189.0145 1124.0356 172.0621 951.9735
Avg Daily Profit (%) 0.1805 0.0802 0.1003 0.133 0.0531 0.1249
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70452 -70452 -32847 -586298 -597380 -50729
Profit Factor 3.22 2.3681 5.4241 2.2725 1.2174 11.347
Total Trades 94 47 47 94 47 47
Winning Trades 81 41 40 81 41 40
Losing Trades 13 6 7 13 6 7
Profitability (%) 86.1702 87.234 85.1064 86.1702 87.234 85.1064
Ratio Avg Win / Avg Loss 0.5168 0.3466 0.9492 0.3647 0.1782 1.9857
Largest Winning Trade 52350 52350 17749 68983 68767 68983
Largest Losing Trade -70452 -70452 -32847 -586298 -586298 -50729
Avg Bars in Trades 36 53 20 36 53 20
Avg Bars in Winners 19 25 13 19 25 13
Avg Bars in Losers 143 240 61 143 240 61
Bars Traded 3449 2499 951 3449 2499 951
Profit Streak 148.4498 163.4498 148.4498 148.4498 163.4498 148.4498
Trades During Streak 14 8 7 14 8 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 630549 -77932 -47562 -6869 -117909 -11084
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920466679,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 235,
            "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": [
        [
            340242.6537012145,
            151228.1557456961,
            189014.4979555179,
            1124035.5812427367,
            172062.0805983978,
            951973.5006443383
        ],
        [
            340.242654,
            151.228156,
            189.014498,
            1124.035581,
            172.062081,
            951.973501
        ],
        [
            0.1805,
            0.080227,
            0.100273,
            0.132966,
            0.05311,
            0.124919
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70452,
            -70452,
            -32847,
            -586298,
            -597380,
            -50729
        ],
        [
            3.220007,
            2.368113,
            5.424065,
            2.27249,
            1.217434,
            11.34698
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            86.170213,
            87.234043,
            85.106383,
            86.170213,
            87.234043,
            85.106383
        ],
        [
            0.516791,
            0.346553,
            0.949211,
            0.364721,
            0.178161,
            1.985722
        ],
        [
            52350,
            52350,
            17749,
            68983,
            68767,
            68983
        ],
        [
            -70452,
            -70452,
            -32847,
            -586298,
            -586298,
            -50729
        ],
        [
            36,
            53,
            20,
            36,
            53,
            20
        ],
        [
            19,
            25,
            13,
            19,
            25,
            13
        ],
        [
            143,
            240,
            61,
            143,
            240,
            61
        ],
        [
            3449,
            2499,
            951,
            3449,
            2499,
            951
        ],
        [
            148.449846,
            163.449846,
            148.449846,
            148.449846,
            163.449846,
            148.449846
        ],
        [
            14,
            8,
            7,
            14,
            8,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            630549,
            -77932,
            -47562,
            -6869,
            -117909,
            -11084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920466679,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 235,
            "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)