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Trade: YFI/USDT/720/SUPERTREND/EMA/3683

Strategy
YFI/USDT/720/SUPERTREND/EMA/3683
Pair
YFI_USDT
Interval
12h
Score
388808
Daily Profit
0.157370
Profit Factor
1.721203
Profitability
58.888889
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 07:47
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294518.4896 168970.8023 125547.6874 326747.2676 31471.4629 295275.8047
Total P&L (%) 294.5185 168.9708 125.5477 326.7473 31.4715 295.2758
Avg Daily Profit (%) 0.1574 0.0903 0.0671 0.0776 0.0146 0.0735
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86671 -74901 -85387 -374349 -381257 -188824
Profit Factor 1.7212 1.7742 1.6603 1.2184 1.0344 1.508
Total Trades 90 45 45 90 45 45
Winning Trades 53 25 28 53 25 28
Losing Trades 37 20 17 37 20 17
Profitability (%) 58.8889 55.5556 62.2222 58.8889 55.5556 62.2222
Ratio Avg Win / Avg Loss 1.2016 1.4194 1.0081 0.8506 0.8275 0.9156
Largest Winning Trade 84378 84378 37666 201566 201566 151754
Largest Losing Trade -51872 -51872 -47391 -302994 -302994 -139215
Avg Bars in Trades 40 45 34 40 45 34
Avg Bars in Winners 26 28 24 26 28 24
Avg Bars in Losers 59 67 49 59 67 49
Bars Traded 3608 2068 1540 3608 2068 1540
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388808 -69385 -99677 -90078 -359867 -93513
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034878659,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 2.21201
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "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": [
        [
            294518.4896400541,
            168970.8022522871,
            125547.687387767,
            326747.267582233,
            31471.4629231333,
            295275.8046590995
        ],
        [
            294.51849,
            168.970802,
            125.547687,
            326.747268,
            31.471463,
            295.275805
        ],
        [
            0.15737,
            0.090286,
            0.067084,
            0.077563,
            0.014621,
            0.073466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86671,
            -74901,
            -85387,
            -374349,
            -381257,
            -188824
        ],
        [
            1.721203,
            1.77424,
            1.660324,
            1.218364,
            1.034393,
            1.507969
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            58.888889,
            55.555556,
            62.222222,
            58.888889,
            55.555556,
            62.222222
        ],
        [
            1.201594,
            1.419392,
            1.008054,
            0.850556,
            0.827514,
            0.915553
        ],
        [
            84378,
            84378,
            37666,
            201566,
            201566,
            151754
        ],
        [
            -51872,
            -51872,
            -47391,
            -302994,
            -302994,
            -139215
        ],
        [
            40,
            45,
            34,
            40,
            45,
            34
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            59,
            67,
            49,
            59,
            67,
            49
        ],
        [
            3608,
            2068,
            1540,
            3608,
            2068,
            1540
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388808,
            -69385,
            -99677,
            -90078,
            -359867,
            -93513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602460800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034878659,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 2.21201
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "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)