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Trade: YFI/USDT/720/SUPERTREND/BBM/7136

Strategy
YFI/USDT/720/SUPERTREND/BBM/7136
Pair
YFI_USDT
Interval
12h
Score
395846
Daily Profit
0.172702
Profit Factor
1.827413
Profitability
68.539326
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 07:48
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 323211.8128 181176.8167 142034.9962 562801.4206 217319.8206 345481.6
Total P&L (%) 323.2118 181.1768 142.035 562.8014 217.3198 345.4816
Avg Daily Profit (%) 0.1727 0.0968 0.0759 0.1011 0.0617 0.0799
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101363 -88767 -27838 -284902 -252844 -64883
Profit Factor 1.8274 1.8506 1.7996 1.5429 1.3355 1.8885
Total Trades 89 45 44 89 45 44
Winning Trades 61 29 32 61 29 32
Losing Trades 28 16 12 28 16 12
Profitability (%) 68.5393 64.4444 72.7273 68.5393 64.4444 72.7273
Ratio Avg Win / Avg Loss 0.8388 1.021 0.6749 0.7082 0.7368 0.7082
Largest Winning Trade 79004 79004 37244 216533 216533 96466
Largest Losing Trade -46088 -46088 -28397 -172810 -172810 -62861
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 29 24 34 29 24 34
Avg Bars in Losers 61 64 57 61 64 57
Bars Traded 3537 1749 1787 3537 1749 1787
Profit Streak 0 0 158.2 0 0 158.2
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395846 -59389 -87009 -54757 -109940 -81549
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": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034884233,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 2.90266
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.48795
        }
    }
}
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": [
        [
            323211.8128381845,
            181176.8166745941,
            142034.9961635903,
            562801.4206280998,
            217319.8206487914,
            345481.5999793084
        ],
        [
            323.211813,
            181.176817,
            142.034996,
            562.801421,
            217.319821,
            345.4816
        ],
        [
            0.172702,
            0.096808,
            0.075894,
            0.101109,
            0.06172,
            0.07986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101363,
            -88767,
            -27838,
            -284902,
            -252844,
            -64883
        ],
        [
            1.827413,
            1.850599,
            1.79961,
            1.542895,
            1.335457,
            1.888505
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            68.539326,
            64.444444,
            72.727273,
            68.539326,
            64.444444,
            72.727273
        ],
        [
            0.838812,
            1.02102,
            0.674854,
            0.708214,
            0.736804,
            0.708189
        ],
        [
            79004,
            79004,
            37244,
            216533,
            216533,
            96466
        ],
        [
            -46088,
            -46088,
            -28397,
            -172810,
            -172810,
            -62861
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            29,
            24,
            34,
            29,
            24,
            34
        ],
        [
            61,
            64,
            57,
            61,
            64,
            57
        ],
        [
            3537,
            1749,
            1787,
            3537,
            1749,
            1787
        ],
        [
            0,
            0,
            158.200049,
            0,
            0,
            158.200049
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395846,
            -59389,
            -87009,
            -54757,
            -109940,
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        ]
    ]
}
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": 1602201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759034884233,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 57,
            "offset": 0,
            "multiplier": 2.90266
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.48795
        }
    }
}

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)