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Trade: YFI/USDT/240/DEMA/LINREG/9016

Strategy
YFI/USDT/240/DEMA/LINREG/9016
Pair
YFI_USDT
Interval
4h
Score
469620
Daily Profit
0.221221
Profit Factor
1.885695
Profitability
53.333333
Streak
36.109243
Best Strategy
Training Data Length
1889.830000
Evaluation Time
2025-10-13 09:37
Expiration Time
2025-12-08 22:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418069.4266 252815.2815 165254.1451 669472.3131 359309.2413 310163.0717
Total P&L (%) 418.0694 252.8153 165.2541 669.4723 359.3092 310.1631
Avg Daily Profit (%) 0.2212 0.1338 0.0874 0.108 0.0807 0.0747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138696 -81008 -82130 -565439 -314809 -319388
Profit Factor 1.8857 2.2974 1.5963 1.2727 1.3345 1.2246
Total Trades 90 45 45 90 45 45
Winning Trades 48 22 26 48 22 26
Losing Trades 42 23 19 42 23 19
Profitability (%) 53.3333 48.8889 57.7778 53.3333 48.8889 57.7778
Ratio Avg Win / Avg Loss 1.65 2.4018 1.1665 1.1136 1.3952 0.8949
Largest Winning Trade 122930 122930 63340 316944 285160 316944
Largest Losing Trade -37946 -33916 -37946 -300534 -178720 -300534
Avg Bars in Trades 122 121 122 122 121 122
Avg Bars in Winners 134 134 135 134 134 135
Avg Bars in Losers 107 110 105 107 110 105
Bars Traded 11004 5484 5520 11004 5484 5520
Profit Streak 36.1092 36.1092 48.9426 36.1092 36.1092 48.9426
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469620 -9885 -72683 -46765 -84729 -93598
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11339,
    "evaluation_days": 1889.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599926400000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760337438582,
    "expiration_time": 1765226448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 200,
            "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": [
        [
            418069.4265765424,
            252815.2814934751,
            165254.1450830672,
            669472.3130640474,
            359309.2413192638,
            310163.0717447837
        ],
        [
            418.069427,
            252.815281,
            165.254145,
            669.472313,
            359.309241,
            310.163072
        ],
        [
            0.221221,
            0.133777,
            0.087444,
            0.108033,
            0.080704,
            0.074711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138696,
            -81008,
            -82130,
            -565439,
            -314809,
            -319388
        ],
        [
            1.885695,
            2.297358,
            1.596252,
            1.272691,
            1.334514,
            1.224603
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            53.333333,
            48.888889,
            57.777778,
            53.333333,
            48.888889,
            57.777778
        ],
        [
            1.649983,
            2.401783,
            1.166492,
            1.113604,
            1.395174,
            0.894902
        ],
        [
            122930,
            122930,
            63340,
            316944,
            285160,
            316944
        ],
        [
            -37946,
            -33916,
            -37946,
            -300534,
            -178720,
            -300534
        ],
        [
            122,
            121,
            122,
            122,
            121,
            122
        ],
        [
            134,
            134,
            135,
            134,
            134,
            135
        ],
        [
            107,
            110,
            105,
            107,
            110,
            105
        ],
        [
            11004,
            5484,
            5520,
            11004,
            5484,
            5520
        ],
        [
            36.109243,
            36.109243,
            48.942576,
            36.109243,
            36.109243,
            48.942576
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469620,
            -9885,
            -72683,
            -46765,
            -84729,
            -93598
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11339,
    "evaluation_days": 1889.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599926400000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760337438582,
    "expiration_time": 1765226448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 200,
            "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)