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Trade: YFI/USDT/720/HLC3/KCB/6985

Strategy
YFI/USDT/720/HLC3/KCB/6985
Pair
YFI_USDT
Interval
12h
Score
452734
Daily Profit
0.148130
Profit Factor
1.819788
Profitability
83.236994
Streak
30.800915
Best Strategy
Training Data Length
1888.500000
Evaluation Time
2025-10-11 22:13
Expiration Time
2025-12-07 05:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279743.5494 114941.8032 164801.7462 565574.0782 44210.6881 521363.3901
Total P&L (%) 279.7435 114.9418 164.8017 565.5741 44.2107 521.3634
Avg Daily Profit (%) 0.1481 0.0609 0.0873 0.1004 0.0194 0.0968
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76461 -66053 -46666 -374965 -377860 -212043
Profit Factor 1.8198 1.5918 2.1209 1.4222 1.0515 2.0834
Total Trades 173 86 87 173 86 87
Winning Trades 144 69 75 144 69 75
Losing Trades 29 17 12 29 17 12
Profitability (%) 83.237 80.2326 86.2069 83.237 80.2326 86.2069
Ratio Avg Win / Avg Loss 0.3665 0.3922 0.3393 0.2864 0.2591 0.3333
Largest Winning Trade 19239 19239 15391 55082 49824 55082
Largest Losing Trade -53931 -53931 -40838 -261914 -261914 -163396
Avg Bars in Trades 20 26 15 20 26 15
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 86 103 62 86 103 62
Bars Traded 3572 2247 1325 3572 2247 1325
Profit Streak 30.8009 30.8009 78.8009 30.8009 30.8009 78.8009
Trades During Streak 5 2 9 5 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452734 -106309 -68847 -52131 -329188 -55821
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3777,
    "evaluation_days": 1888.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209999052,
    "expiration_time": 1765078992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            279743.5494160247,
            114941.8031872528,
            164801.7462287719,
            565574.0782280393,
            44210.6881361369,
            521363.3900919023
        ],
        [
            279.743549,
            114.941803,
            164.801746,
            565.574078,
            44.210688,
            521.36339
        ],
        [
            0.14813,
            0.060864,
            0.087266,
            0.10042,
            0.019388,
            0.096777
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76461,
            -66053,
            -46666,
            -374965,
            -377860,
            -212043
        ],
        [
            1.819788,
            1.591842,
            2.120882,
            1.422245,
            1.051514,
            2.083419
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            144,
            69,
            75,
            144,
            69,
            75
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            83.236994,
            80.232558,
            86.206897,
            83.236994,
            80.232558,
            86.206897
        ],
        [
            0.366485,
            0.392193,
            0.339341,
            0.286424,
            0.259069,
            0.333347
        ],
        [
            19239,
            19239,
            15391,
            55082,
            49824,
            55082
        ],
        [
            -53931,
            -53931,
            -40838,
            -261914,
            -261914,
            -163396
        ],
        [
            20,
            26,
            15,
            20,
            26,
            15
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            86,
            103,
            62,
            86,
            103,
            62
        ],
        [
            3572,
            2247,
            1325,
            3572,
            2247,
            1325
        ],
        [
            30.800915,
            30.800915,
            78.800915,
            30.800915,
            30.800915,
            78.800915
        ],
        [
            5,
            2,
            9,
            5,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452734,
            -106309,
            -68847,
            -52131,
            -329188,
            -55821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3777,
    "evaluation_days": 1888.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1605312000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209999052,
    "expiration_time": 1765078992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 192,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)