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Trade: YFI/USDT/720/DCU/KCU/3705

Strategy
YFI/USDT/720/DCU/KCU/3705
Pair
YFI_USDT
Interval
12h
Score
507118
Daily Profit
0.153974
Profit Factor
2.209401
Profitability
63.157895
Streak
523.286793
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-26 09:52
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494937.9147 298350.2147 196587.7 2359529.2587 679168.2131 1680361.0457
Total P&L (%) 494.9379 298.3502 196.5877 2359.5293 679.1682 1680.361
Avg Daily Profit (%) 0.2645 0.1594 0.105 0.1713 0.1098 0.154
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92233 -103230 -32472 -1249870 -1281037 -474284
Profit Factor 2.4731 2.36 2.6856 1.493 1.2 2.2094
Total Trades 76 38 38 76 38 38
Winning Trades 47 23 24 47 23 24
Losing Trades 29 15 14 29 15 14
Profitability (%) 61.8421 60.5263 63.1579 61.8421 60.5263 63.1579
Ratio Avg Win / Avg Loss 1.5259 1.5392 1.5666 0.9212 0.7826 1.2888
Largest Winning Trade 136308 136308 54075 1140833 1140833 542870
Largest Losing Trade -28704 -28704 -26852 -517419 -517419 -368629
Avg Bars in Trades 45 62 28 45 62 28
Avg Bars in Winners 47 62 32 47 62 32
Avg Bars in Losers 41 60 20 41 60 20
Bars Traded 3429 2357 1073 3429 2357 1073
Profit Streak 111.7868 111.7868 523.2868 111.7868 111.7868 523.2868
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37726 493542 -44276 -43222 -46332 507118

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869578884,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            494937.9147353051,
            298350.2147199473,
            196587.7000153578,
            2359529.258732328,
            679168.213062844,
            1680361.045669484
        ],
        [
            494.937915,
            298.350215,
            196.5877,
            2359.529259,
            679.168213,
            1680.361046
        ],
        [
            0.264461,
            0.159418,
            0.105043,
            0.171269,
            0.109761,
            0.153974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92233,
            -103230,
            -32472,
            -1249870,
            -1281037,
            -474284
        ],
        [
            2.473051,
            2.360032,
            2.685639,
            1.493023,
            1.199966,
            2.209401
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            61.842105,
            60.526316,
            63.157895,
            61.842105,
            60.526316,
            63.157895
        ],
        [
            1.525925,
            1.539151,
            1.566623,
            0.921227,
            0.782586,
            1.288817
        ],
        [
            136308,
            136308,
            54075,
            1140833,
            1140833,
            542870
        ],
        [
            -28704,
            -28704,
            -26852,
            -517419,
            -517419,
            -368629
        ],
        [
            45,
            62,
            28,
            45,
            62,
            28
        ],
        [
            47,
            62,
            32,
            47,
            62,
            32
        ],
        [
            41,
            60,
            20,
            41,
            60,
            20
        ],
        [
            3429,
            2357,
            1073,
            3429,
            2357,
            1073
        ],
        [
            111.786793,
            111.786793,
            523.286793,
            111.786793,
            111.786793,
            523.286793
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37726,
            493542,
            -44276,
            -43222,
            -46332,
            507118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869578884,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)