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Trade: YFI/USDT/120/MIDPRICE/DCU/5119

Strategy
YFI/USDT/120/MIDPRICE/DCU/5119
Pair
YFI_USDT
Interval
2h
Score
337622
Daily Profit
0.189965
Profit Factor
1.809166
Profitability
45.263158
Streak
0.000000
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-06 14:04
Expiration Time
2025-12-13 06:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357608.9629 246902.8074 110706.1555 252601.7079 39306.6367 213295.0711
Total P&L (%) 357.609 246.9028 110.7062 252.6017 39.3066 213.2951
Avg Daily Profit (%) 0.19 0.1312 0.0588 0.067 0.0176 0.0607
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72623 -63418 -33823 -489870 -443436 -140971
Profit Factor 1.8092 1.799 1.8327 1.1268 1.0271 1.3929
Total Trades 95 47 48 95 47 48
Winning Trades 43 18 25 43 18 25
Losing Trades 52 29 23 52 29 23
Profitability (%) 45.2632 38.2979 52.0833 45.2632 38.2979 52.0833
Ratio Avg Win / Avg Loss 2.1878 2.8985 1.6861 1.3627 1.6548 1.2815
Largest Winning Trade 228087 228087 41248 313438 313438 104481
Largest Losing Trade -44646 -44646 -29570 -175246 -175246 -121796
Avg Bars in Trades 226 382 75 226 382 75
Avg Bars in Winners 245 442 104 245 442 104
Avg Bars in Losers 211 344 43 211 344 43
Bars Traded 21561 17957 3604 21561 17957 3604
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 337622 -18987 -110559 -186140 -365654 -110887
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22590,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599148800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759748661262,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "offset": 68
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 139,
            "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": [
        [
            357608.9629058659,
            246902.8074361061,
            110706.1554697597,
            252601.707870325,
            39306.6367211576,
            213295.0711491673
        ],
        [
            357.608963,
            246.902807,
            110.706155,
            252.601708,
            39.306637,
            213.295071
        ],
        [
            0.189965,
            0.131157,
            0.058808,
            0.066964,
            0.017612,
            0.060681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72623,
            -63418,
            -33823,
            -489870,
            -443436,
            -140971
        ],
        [
            1.809166,
            1.799048,
            1.832683,
            1.126815,
            1.027126,
            1.392915
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            45.263158,
            38.297872,
            52.083333,
            45.263158,
            38.297872,
            52.083333
        ],
        [
            2.187829,
            2.898466,
            1.686068,
            1.36266,
            1.654814,
            1.281482
        ],
        [
            228087,
            228087,
            41248,
            313438,
            313438,
            104481
        ],
        [
            -44646,
            -44646,
            -29570,
            -175246,
            -175246,
            -121796
        ],
        [
            226,
            382,
            75,
            226,
            382,
            75
        ],
        [
            245,
            442,
            104,
            245,
            442,
            104
        ],
        [
            211,
            344,
            43,
            211,
            344,
            43
        ],
        [
            21561,
            17957,
            3604,
            21561,
            17957,
            3604
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337622,
            -18987,
            -110559,
            -186140,
            -365654,
            -110887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22590,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599148800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759748661262,
    "expiration_time": 1765600128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "offset": 68
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 139,
            "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)