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Trade: YFI/USDT/360/HL2/DCU/3321

Strategy
YFI/USDT/360/HL2/DCU/3321
Pair
YFI_USDT
Interval
6h
Score
530896
Daily Profit
0.198163
Profit Factor
2.055902
Profitability
80.519481
Streak
43.398625
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 12:34
Expiration Time
2025-11-25 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371951.2108 191462.5307 180488.6801 936487.4408 44337.2163 892150.2245
Total P&L (%) 371.9512 191.4625 180.4887 936.4874 44.3372 892.1502
Avg Daily Profit (%) 0.1982 0.102 0.0962 0.1247 0.0196 0.1223
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86558 -85399 -50044 -887718 -887118 -308489
Profit Factor 2.0559 1.824 2.5052 1.4026 1.0267 2.3399
Total Trades 154 77 77 154 77 77
Winning Trades 124 59 65 124 59 65
Losing Trades 30 18 12 30 18 12
Profitability (%) 80.5195 76.6234 84.4156 80.5195 76.6234 84.4156
Ratio Avg Win / Avg Loss 0.4974 0.5565 0.4625 0.3393 0.3132 0.432
Largest Winning Trade 50577 50577 18837 140747 140747 114335
Largest Losing Trade -68106 -68106 -50044 -811434 -811434 -308489
Avg Bars in Trades 46 69 23 46 69 23
Avg Bars in Winners 21 25 17 21 25 17
Avg Bars in Losers 149 214 51 149 214 51
Bars Traded 7133 5342 1791 7133 5342 1791
Profit Streak 43.3986 54.1486 43.3986 43.3986 54.1486 43.3986
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530896 -93783 -99129 -21119 -399058 -64137
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759224841221,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 68,
            "offset": 153
        }
    }
}
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": [
        [
            371951.2108034528,
            191462.5307447272,
            180488.6800587255,
            936487.4407642742,
            44337.2162958796,
            892150.2244683942
        ],
        [
            371.951211,
            191.462531,
            180.48868,
            936.487441,
            44.337216,
            892.150224
        ],
        [
            0.198163,
            0.102005,
            0.096158,
            0.124661,
            0.019553,
            0.122329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86558,
            -85399,
            -50044,
            -887718,
            -887118,
            -308489
        ],
        [
            2.055902,
            1.824041,
            2.50516,
            1.402587,
            1.026704,
            2.339888
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            80.519481,
            76.623377,
            84.415584,
            80.519481,
            76.623377,
            84.415584
        ],
        [
            0.497396,
            0.556487,
            0.462491,
            0.339336,
            0.313232,
            0.431979
        ],
        [
            50577,
            50577,
            18837,
            140747,
            140747,
            114335
        ],
        [
            -68106,
            -68106,
            -50044,
            -811434,
            -811434,
            -308489
        ],
        [
            46,
            69,
            23,
            46,
            69,
            23
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            149,
            214,
            51,
            149,
            214,
            51
        ],
        [
            7133,
            5342,
            1791,
            7133,
            5342,
            1791
        ],
        [
            43.398625,
            54.148625,
            43.398625,
            43.398625,
            54.148625,
            43.398625
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530896,
            -93783,
            -99129,
            -21119,
            -399058,
            -64137
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601812800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759224841221,
    "expiration_time": 1764077184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 68,
            "offset": 153
        }
    }
}

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)