← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: YFI/USDT/480/MIDPRICE/LINREG/4905

Strategy
YFI/USDT/480/MIDPRICE/LINREG/4905
Pair
YFI_USDT
Interval
8h
Score
392727
Daily Profit
0.188626
Profit Factor
1.465261
Profitability
54.000000
Streak
52.373097
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-26 11:57
Expiration Time
2025-11-21 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353295.7703 216662.8035 136632.9667 174891.9841 206459.2809 -31567.2968
Total P&L (%) 353.2958 216.6628 136.633 174.892 206.4593 -31.5673
Avg Daily Profit (%) 0.1886 0.1157 0.0729 0.054 0.0598 -0.0203
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156075 -78465 -93242 -756440 -277381 -547550
Profit Factor 1.4653 1.6239 1.3316 1.0805 1.229 0.9752
Total Trades 150 75 75 150 75 75
Winning Trades 81 41 40 81 41 40
Losing Trades 69 34 35 69 34 35
Profitability (%) 54 54.6667 53.3333 54 54.6667 53.3333
Ratio Avg Win / Avg Loss 1.2482 1.3467 1.1651 0.9204 1.0192 0.8533
Largest Winning Trade 84771 84771 43558 234029 234029 188621
Largest Losing Trade -57817 -31071 -57817 -413458 -146690 -413458
Avg Bars in Trades 36 23 49 36 23 49
Avg Bars in Winners 33 18 49 33 18 49
Avg Bars in Losers 39 29 49 39 29 49
Bars Traded 5461 1761 3700 5461 1761 3700
Profit Streak 52.3731 52.3731 73.0398 52.3731 52.3731 73.0398
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392727 -91841 -150415 -252197 -168643 -635929

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877035557,
    "expiration_time": 1763699616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 105,
            "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": [
        [
            353295.770283746,
            216662.8035449271,
            136632.9667388192,
            174891.9841424015,
            206459.2809177254,
            -31567.2967753238
        ],
        [
            353.29577,
            216.662804,
            136.632967,
            174.891984,
            206.459281,
            -31.567297
        ],
        [
            0.188626,
            0.115677,
            0.072949,
            0.054003,
            0.05981,
            -0.02025
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156075,
            -78465,
            -93242,
            -756440,
            -277381,
            -547550
        ],
        [
            1.465261,
            1.623905,
            1.331568,
            1.080461,
            1.229048,
            0.975188
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            54,
            54.666667,
            53.333333,
            54,
            54.666667,
            53.333333
        ],
        [
            1.248185,
            1.346653,
            1.165122,
            0.920392,
            1.019211,
            0.853289
        ],
        [
            84771,
            84771,
            43558,
            234029,
            234029,
            188621
        ],
        [
            -57817,
            -31071,
            -57817,
            -413458,
            -146690,
            -413458
        ],
        [
            36,
            23,
            49,
            36,
            23,
            49
        ],
        [
            33,
            18,
            49,
            33,
            18,
            49
        ],
        [
            39,
            29,
            49,
            39,
            29,
            49
        ],
        [
            5461,
            1761,
            3700,
            5461,
            1761,
            3700
        ],
        [
            52.373097,
            52.373097,
            73.039763,
            52.373097,
            52.373097,
            73.039763
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392727,
            -91841,
            -150415,
            -252197,
            -168643,
            -635929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1600041600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877035557,
    "expiration_time": 1763699616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 105,
            "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)