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Trade: YFI/USDT/360/SUPERTREND/ALMA/6250

Strategy
YFI/USDT/360/SUPERTREND/ALMA/6250
Pair
YFI_USDT
Interval
6h
Score
353570
Daily Profit
0.158114
Profit Factor
1.675415
Profitability
64.646465
Streak
0.000000
Best Strategy
Training Data Length
1871.250000
Evaluation Time
2025-09-26 00:36
Expiration Time
2025-11-19 17:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295870.8245 159261.3712 136609.4533 315817.6983 87660.0981 228157.6002
Total P&L (%) 295.8708 159.2614 136.6095 315.8177 87.6601 228.1576
Avg Daily Profit (%) 0.1581 0.0851 0.073 0.0762 0.0336 0.0635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95854 -83832 -49860 -360039 -325809 -186665
Profit Factor 1.6754 1.8176 1.5616 1.2599 1.1432 1.3784
Total Trades 99 50 49 99 50 49
Winning Trades 64 31 33 64 31 33
Losing Trades 35 19 16 35 19 16
Profitability (%) 64.6465 62 67.3469 64.6465 62 67.3469
Ratio Avg Win / Avg Loss 0.9162 1.114 0.7571 0.689 0.7007 0.6683
Largest Winning Trade 35730 34481 35730 121881 93683 121881
Largest Losing Trade -65959 -65959 -44435 -239445 -239445 -154274
Avg Bars in Trades 71 66 77 71 66 77
Avg Bars in Winners 56 42 69 56 42 69
Avg Bars in Losers 100 106 93 100 106 93
Bars Traded 7121 3340 3781 7121 3340 3781
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 353570 -255488 -93107 -90891 -391087 -106866

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758836179830,
    "expiration_time": 1763565480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 4.57312
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            295870.8245380701,
            159261.3712323357,
            136609.4533057343,
            315817.6982788197,
            87660.0980562871,
            228157.6002225328
        ],
        [
            295.870825,
            159.261371,
            136.609453,
            315.817698,
            87.660098,
            228.1576
        ],
        [
            0.158114,
            0.08511,
            0.073004,
            0.076185,
            0.033644,
            0.063524
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95854,
            -83832,
            -49860,
            -360039,
            -325809,
            -186665
        ],
        [
            1.675415,
            1.817623,
            1.56155,
            1.259926,
            1.143231,
            1.378363
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            64.646465,
            62,
            67.346939,
            64.646465,
            62,
            67.346939
        ],
        [
            0.916242,
            1.114027,
            0.757115,
            0.689022,
            0.70069,
            0.668297
        ],
        [
            35730,
            34481,
            35730,
            121881,
            93683,
            121881
        ],
        [
            -65959,
            -65959,
            -44435,
            -239445,
            -239445,
            -154274
        ],
        [
            71,
            66,
            77,
            71,
            66,
            77
        ],
        [
            56,
            42,
            69,
            56,
            42,
            69
        ],
        [
            100,
            106,
            93,
            100,
            106,
            93
        ],
        [
            7121,
            3340,
            3781,
            7121,
            3340,
            3781
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353570,
            -255488,
            -93107,
            -90891,
            -391087,
            -106866
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7485,
    "evaluation_days": 1871.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758836179830,
    "expiration_time": 1763565480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 87,
            "offset": 0,
            "multiplier": 4.57312
        }
    },
    "second_band": {
        "type": "alma",
        "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)