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Trade: YFI/USDT/480/KCL/JMA/7269

Strategy
YFI/USDT/480/KCL/JMA/7269
Pair
YFI_USDT
Interval
8h
Score
497480
Daily Profit
0.231751
Profit Factor
1.804023
Profitability
68.468468
Streak
33.343127
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-09-27 19:14
Expiration Time
2025-11-22 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434377.9759 233111.9074 201266.0686 1853939.8963 727757.9676 1126181.9286
Total P&L (%) 434.378 233.1119 201.2661 1853.9399 727.758 1126.1819
Avg Daily Profit (%) 0.2318 0.1244 0.1074 0.1587 0.1128 0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68517 -108119 -53906 -767856 -911919 -547620
Profit Factor 1.804 1.8978 1.7172 1.3891 1.3007 1.4805
Total Trades 222 111 111 222 111 111
Winning Trades 152 74 78 152 74 78
Losing Trades 70 37 33 70 37 33
Profitability (%) 68.4685 66.6667 70.2703 68.4685 66.6667 70.2703
Ratio Avg Win / Avg Loss 0.8308 0.9489 0.7265 0.6397 0.6503 0.6264
Largest Winning Trade 69381 69381 31848 258095 258095 206074
Largest Losing Trade -49447 -49447 -41064 -400719 -385896 -400719
Avg Bars in Trades 24 34 13 24 34 13
Avg Bars in Winners 14 16 12 14 16 12
Avg Bars in Losers 45 72 15 45 72 15
Bars Traded 5334 3867 1467 5334 3867 1467
Profit Streak 33.3431 33.3431 46.3431 33.3431 33.3431 46.3431
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497480 -23710 -44632 429443 -41089 -9922
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989646225,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "offset": 169
        }
    }
}
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": [
        [
            434377.9759161992,
            233111.9073590476,
            201266.0685571514,
            1853939.8962798298,
            727757.9676390989,
            1126181.9286407304
        ],
        [
            434.377976,
            233.111907,
            201.266069,
            1853.939896,
            727.757968,
            1126.181929
        ],
        [
            0.231751,
            0.124371,
            0.10738,
            0.158712,
            0.112827,
            0.133817
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68517,
            -108119,
            -53906,
            -767856,
            -911919,
            -547620
        ],
        [
            1.804023,
            1.897818,
            1.717237,
            1.389137,
            1.300681,
            1.480479
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            152,
            74,
            78,
            152,
            74,
            78
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            68.468468,
            66.666667,
            70.27027,
            68.468468,
            66.666667,
            70.27027
        ],
        [
            0.8308,
            0.948909,
            0.726523,
            0.639734,
            0.650341,
            0.626356
        ],
        [
            69381,
            69381,
            31848,
            258095,
            258095,
            206074
        ],
        [
            -49447,
            -49447,
            -41064,
            -400719,
            -385896,
            -400719
        ],
        [
            24,
            34,
            13,
            24,
            34,
            13
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            45,
            72,
            15,
            45,
            72,
            15
        ],
        [
            5334,
            3867,
            1467,
            5334,
            3867,
            1467
        ],
        [
            33.343127,
            33.343128,
            46.343127,
            33.343128,
            33.343128,
            46.343128
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497480,
            -23710,
            -44632,
            429443,
            -41089,
            -9922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602720000000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758989646225,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 3,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "offset": 169
        }
    }
}

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)