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Trade: YFI/USDT/360/MIDPRICE/ALMA/3257

Strategy
YFI/USDT/360/MIDPRICE/ALMA/3257
Pair
YFI_USDT
Interval
6h
Score
330989
Daily Profit
0.152913
Profit Factor
1.339661
Profitability
58.515284
Streak
27.150615
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-04 12:36
Expiration Time
2025-11-29 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287630.0554 159313.3875 128316.6679 20680.0379 195032.27 -174352.2321
Total P&L (%) 287.6301 159.3134 128.3167 20.68 195.0323 -174.3522
Avg Daily Profit (%) 0.1529 0.0847 0.0682 0.01 0.0575 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144625 -73435 -125417 -683960 -369592 -610724
Profit Factor 1.3397 1.4563 1.2578 1.0091 1.2297 0.8766
Total Trades 229 115 114 229 115 114
Winning Trades 134 64 70 134 64 70
Losing Trades 95 51 44 95 51 44
Profitability (%) 58.5153 55.6522 61.4035 58.5153 55.6522 61.4035
Ratio Avg Win / Avg Loss 0.9498 1.1605 0.7906 0.7154 0.9799 0.551
Largest Winning Trade 57923 57923 36342 200052 200052 111804
Largest Losing Trade -72139 -44238 -72139 -527063 -214260 -527063
Avg Bars in Trades 32 30 34 32 30 34
Avg Bars in Winners 28 24 31 28 24 31
Avg Bars in Losers 38 37 39 38 37 39
Bars Traded 7391 3451 3940 7391 3451 3940
Profit Streak 27.1506 27.1506 44.6506 27.1506 27.1506 44.6506
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330989 -77814 -101476 -394736 -117080 -578563
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759570613104,
    "expiration_time": 1764433152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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": [
        [
            287630.0553638103,
            159313.3874500978,
            128316.6679137125,
            20680.0378585146,
            195032.2699996689,
            -174352.2321411544
        ],
        [
            287.630055,
            159.313387,
            128.316668,
            20.680038,
            195.03227,
            -174.352232
        ],
        [
            0.152913,
            0.084696,
            0.068217,
            0.009994,
            0.057535,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144625,
            -73435,
            -125417,
            -683960,
            -369592,
            -610724
        ],
        [
            1.339661,
            1.456294,
            1.257835,
            1.009144,
            1.229701,
            0.876576
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            134,
            64,
            70,
            134,
            64,
            70
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            58.515284,
            55.652174,
            61.403509,
            58.515284,
            55.652174,
            61.403509
        ],
        [
            0.94976,
            1.160484,
            0.790639,
            0.715438,
            0.979918,
            0.550991
        ],
        [
            57923,
            57923,
            36342,
            200052,
            200052,
            111804
        ],
        [
            -72139,
            -44238,
            -72139,
            -527063,
            -214260,
            -527063
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            28,
            24,
            31,
            28,
            24,
            31
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            7391,
            3451,
            3940,
            7391,
            3451,
            3940
        ],
        [
            27.150615,
            27.150615,
            44.650615,
            27.150615,
            27.150615,
            44.650615
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330989,
            -77814,
            -101476,
            -394736,
            -117080,
            -578563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7524,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598875200000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759570613104,
    "expiration_time": 1764433152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 62,
            "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)