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Trade: YFI/USDT/120/BBM/HILO/4142

Strategy
YFI/USDT/120/BBM/HILO/4142
Pair
YFI_USDT
Interval
2h
Score
349750
Daily Profit
0.150673
Profit Factor
1.318675
Profitability
44.063927
Streak
13.073429
Best Strategy
Training Data Length
1884.250000
Evaluation Time
2025-10-08 08:45
Expiration Time
2025-12-15 01:59

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333188.6451 283905.7899 49282.8552 122174.8368 544217.1829 -422042.3461
Total P&L (%) 333.1886 283.9058 49.2829 122.1748 544.2172 -422.0423
Avg Daily Profit (%) 0.1768 0.1507 0.0262 0.0424 0.0989 0
Buy And Hold Return (%) 12.769 12.769 12.769 12.769 12.769 12.769
Max Trade Drawdown -175053 -146910 -106217 -1287183 -1009893 -916574
Profit Factor 1.1907 1.3187 1.0576 1.0143 1.1293 0.9032
Total Trades 876 438 438 876 438 438
Winning Trades 419 193 226 419 193 226
Losing Trades 457 245 212 457 245 212
Profitability (%) 47.8311 44.0639 51.5982 47.8311 44.0639 51.5982
Ratio Avg Win / Avg Loss 1.2987 1.674 0.9921 1.1062 1.4335 0.8472
Largest Winning Trade 102672 102672 42036 244585 244585 194370
Largest Losing Trade -27003 -21251 -27003 -304518 -304518 -247726
Avg Bars in Trades 25 21 30 25 21 30
Avg Bars in Winners 29 26 32 29 26 32
Avg Bars in Losers 22 17 27 22 17 27
Bars Traded 22524 9312 13212 22524 9312 13212
Profit Streak 9.4901 13.0734 9.4901 9.4901 13.0734 9.4901
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 97800 349750 -316091 -335133 -137632 -577727
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22611,
    "evaluation_days": 1884.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597471200000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759902344323,
    "expiration_time": 1765756771200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 1.46145
        }
    },
    "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": [
        [
            333188.6450742561,
            283905.789913345,
            49282.8551609111,
            122174.8368006113,
            544217.1829474375,
            -422042.3461468283
        ],
        [
            333.188645,
            283.90579,
            49.282855,
            122.174837,
            544.217183,
            -422.042346
        ],
        [
            0.176828,
            0.150673,
            0.026155,
            0.042376,
            0.098914,
            0
        ],
        [
            12.768996,
            12.768996,
            12.768996,
            12.768996,
            12.768996,
            12.768996
        ],
        [
            -175053,
            -146910,
            -106217,
            -1287183,
            -1009893,
            -916574
        ],
        [
            1.190734,
            1.318675,
            1.057575,
            1.014259,
            1.129266,
            0.903165
        ],
        [
            876,
            438,
            438,
            876,
            438,
            438
        ],
        [
            419,
            193,
            226,
            419,
            193,
            226
        ],
        [
            457,
            245,
            212,
            457,
            245,
            212
        ],
        [
            47.83105,
            44.063927,
            51.598174,
            47.83105,
            44.063927,
            51.598174
        ],
        [
            1.298724,
            1.673966,
            0.992061,
            1.106244,
            1.433524,
            0.847217
        ],
        [
            102672,
            102672,
            42036,
            244585,
            244585,
            194370
        ],
        [
            -27003,
            -21251,
            -27003,
            -304518,
            -304518,
            -247726
        ],
        [
            25,
            21,
            30,
            25,
            21,
            30
        ],
        [
            29,
            26,
            32,
            29,
            26,
            32
        ],
        [
            22,
            17,
            27,
            22,
            17,
            27
        ],
        [
            22524,
            9312,
            13212,
            22524,
            9312,
            13212
        ],
        [
            9.490096,
            13.073429,
            9.490096,
            9.490096,
            13.07343,
            9.490096
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            97800,
            349750,
            -316091,
            -335133,
            -137632,
            -577727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22611,
    "evaluation_days": 1884.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597471200000,
    "last_datapoint_time": 1759896000000,
    "evaluation_time": 1759902344323,
    "expiration_time": 1765756771200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 1.46145
        }
    },
    "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)