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Trade: YFI/USDT/120/BBM/HILO/1224

Strategy
YFI/USDT/120/BBM/HILO/1224
Pair
YFI_USDT
Interval
2h
Score
414275
Daily Profit
0.226139
Profit Factor
1.283511
Profitability
47.721180
Streak
8.767331
Best Strategy
Training Data Length
1874.670000
Evaluation Time
2025-09-28 19:24
Expiration Time
2025-12-05 03:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 423935.324 315732.8329 108202.4911 583387.7469 717413.5061 -134025.7592
Total P&L (%) 423.9353 315.7328 108.2025 583.3877 717.4135 -134.0258
Avg Daily Profit (%) 0.2261 0.1684 0.0577 0.1026 0.1121 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130740 -117624 -86385 -1070926 -724693 -851924
Profit Factor 1.2835 1.4148 1.1474 1.0516 1.1263 0.9762
Total Trades 746 373 373 746 373 373
Winning Trades 356 161 195 356 161 195
Losing Trades 390 212 178 390 212 178
Profitability (%) 47.7212 43.1635 52.2788 47.7212 43.1635 52.2788
Ratio Avg Win / Avg Loss 1.4061 1.8629 1.0474 1.152 1.483 0.8911
Largest Winning Trade 107948 107948 41937 552447 552447 161146
Largest Losing Trade -28390 -16742 -28390 -186435 -150267 -186435
Avg Bars in Trades 30 24 35 30 24 35
Avg Bars in Winners 35 30 39 35 30 39
Avg Bars in Losers 24 19 30 24 19 30
Bars Traded 22408 9153 13255 22408 9153 13255
Profit Streak 8.7673 0 9.6007 8.7673 0 9.6007
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414275 297397 -171877 -215725 -125491 -578422
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22496,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759076697445,
    "expiration_time": 1764898963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 67,
            "offset": 0,
            "std": 1.67035
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            423935.323968178,
            315732.832871687,
            108202.4910964918,
            583387.7469128078,
            717413.5060985719,
            -134025.7591857643
        ],
        [
            423.935324,
            315.732833,
            108.202491,
            583.387747,
            717.413506,
            -134.025759
        ],
        [
            0.226139,
            0.16842,
            0.057718,
            0.102572,
            0.112135,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130740,
            -117624,
            -86385,
            -1070926,
            -724693,
            -851924
        ],
        [
            1.283511,
            1.414757,
            1.147403,
            1.05159,
            1.126271,
            0.97618
        ],
        [
            746,
            373,
            373,
            746,
            373,
            373
        ],
        [
            356,
            161,
            195,
            356,
            161,
            195
        ],
        [
            390,
            212,
            178,
            390,
            212,
            178
        ],
        [
            47.72118,
            43.163539,
            52.27882,
            47.72118,
            43.163539,
            52.27882
        ],
        [
            1.406094,
            1.86291,
            1.047373,
            1.152022,
            1.48304,
            0.891078
        ],
        [
            107948,
            107948,
            41937,
            552447,
            552447,
            161146
        ],
        [
            -28390,
            -16742,
            -28390,
            -186435,
            -150267,
            -186435
        ],
        [
            30,
            24,
            35,
            30,
            24,
            35
        ],
        [
            35,
            30,
            39,
            35,
            30,
            39
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            22408,
            9153,
            13255,
            22408,
            9153,
            13255
        ],
        [
            8.767331,
            0,
            9.600665,
            8.767331,
            0,
            9.600665
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414275,
            297397,
            -171877,
            -215725,
            -125491,
            -578422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22496,
    "evaluation_days": 1874.67,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759076697445,
    "expiration_time": 1764898963200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 67,
            "offset": 0,
            "std": 1.67035
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)