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Trade: YFI/USDT/720/HL2/SSF/8370

Strategy
YFI/USDT/720/HL2/SSF/8370
Pair
YFI_USDT
Interval
12h
Score
503031
Daily Profit
0.174803
Profit Factor
1.640476
Profitability
78.461538
Streak
27.813710
Best Strategy
Training Data Length
1889.000000
Evaluation Time
2025-10-12 10:31
Expiration Time
2025-12-07 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 330203.3793 358900.6345 -28697.2552 -66735.2656 -93063.1022 26327.8367
Total P&L (%) 330.2034 358.9006 -28.6973 -66.7353 -93.0631 26.3278
Avg Daily Profit (%) 0.1748 0.19 -0.0152 -0.0583 -0.1412 0.0124
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -262768 -153089 -115583 -634695 -578090 -208171
Profit Factor 1.6405 2.3617 0.8861 0.9485 0.8904 1.0589
Total Trades 130 65 65 130 65 65
Winning Trades 102 50 52 102 50 52
Losing Trades 28 15 13 28 15 13
Profitability (%) 78.4615 76.9231 80 78.4615 76.9231 80
Ratio Avg Win / Avg Loss 0.4503 0.7085 0.2215 0.2604 0.2671 0.2647
Largest Winning Trade 424983 424983 17564 424983 424983 79683
Largest Losing Trade -66745 -66745 -60060 -432728 -432728 -200976
Avg Bars in Trades 28 35 22 28 35 22
Avg Bars in Winners 10 11 10 10 11 10
Avg Bars in Losers 95 116 70 95 116 70
Bars Traded 3765 2305 1460 3765 2305 1460
Profit Streak 27.8137 171.3137 27.8137 27.8137 171.3137 27.8137
Trades During Streak 8 14 4 8 14 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503031 -117291 -706790 -574539 -707325 -463145
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3778,
    "evaluation_days": 1889,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760254304550,
    "expiration_time": 1765123488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            330203.3793058407,
            358900.6345310212,
            -28697.2552251811,
            -66735.2655890066,
            -93063.1022499839,
            26327.8366609772
        ],
        [
            330.203379,
            358.900635,
            -28.697255,
            -66.735266,
            -93.063102,
            26.327837
        ],
        [
            0.174803,
            0.189995,
            -0.015192,
            -0.05825,
            -0.141156,
            0.012373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -262768,
            -153089,
            -115583,
            -634695,
            -578090,
            -208171
        ],
        [
            1.640476,
            2.361706,
            0.886119,
            0.948509,
            0.890407,
            1.058915
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            78.461538,
            76.923077,
            80,
            78.461538,
            76.923077,
            80
        ],
        [
            0.450327,
            0.708512,
            0.22153,
            0.260375,
            0.267122,
            0.264729
        ],
        [
            424983,
            424983,
            17564,
            424983,
            424983,
            79683
        ],
        [
            -66745,
            -66745,
            -60060,
            -432728,
            -432728,
            -200976
        ],
        [
            28,
            35,
            22,
            28,
            35,
            22
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            95,
            116,
            70,
            95,
            116,
            70
        ],
        [
            3765,
            2305,
            1460,
            3765,
            2305,
            1460
        ],
        [
            27.81371,
            171.31371,
            27.81371,
            27.81371,
            171.31371,
            27.81371
        ],
        [
            8,
            14,
            4,
            8,
            14,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503031,
            -117291,
            -706790,
            -574539,
            -707325,
            -463145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3778,
    "evaluation_days": 1889,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760254304550,
    "expiration_time": 1765123488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 3
        }
    }
}

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)