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Trade: YFI/USDT/120/KCL/KCL/4995

Strategy
YFI/USDT/120/KCL/KCL/4995
Pair
YFI_USDT
Interval
2h
Score
531433
Daily Profit
0.197673
Profit Factor
1.930011
Profitability
83.760684
Streak
106.238301
Best Strategy
Training Data Length
1881.920000
Evaluation Time
2025-10-06 00:43
Expiration Time
2025-12-12 15:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372004.9003 203009.0581 168995.8422 -491538.8346 -61956.7295 -429582.105
Total P&L (%) 372.0049 203.0091 168.9958 -491.5388 -61.9567 -429.5821
Avg Daily Profit (%) 0.1977 0.1079 0.0898 0 -0.0513 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111562 -54224 -111562 -631989 -200128 -622007
Profit Factor 1.93 3.0606 1.5605 0.6849 0.8642 0.6108
Total Trades 117 59 58 117 59 58
Winning Trades 98 49 49 25 14 11
Losing Trades 19 10 9 92 45 47
Profitability (%) 83.7607 83.0508 84.4828 21.3675 23.7288 18.9655
Ratio Avg Win / Avg Loss 0.3742 0.6246 0.2866 2.5204 2.7777 2.6099
Largest Winning Trade 50425 50425 26696 236759 199640 236759
Largest Losing Trade -111562 -54224 -111562 -237159 -47620 -237159
Avg Bars in Trades 186 67 307 186 67 307
Avg Bars in Winners 119 41 196 327 160 539
Avg Bars in Losers 533 195 908 148 38 253
Bars Traded 21817 3986 17831 21817 3986 17831
Profit Streak 106.2383 183.9883 106.2383 0 0 0
Trades During Streak 5 4 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531433 -217016 -247836 -623514 -790375 -814744
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22583,
    "evaluation_days": 1881.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598738400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700589176,
    "expiration_time": 1765547913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "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": [
        [
            372004.9003128983,
            203009.0581238827,
            168995.8421890155,
            -491538.8345633431,
            -61956.729537158,
            -429582.1050261849
        ],
        [
            372.0049,
            203.009058,
            168.995842,
            -491.538835,
            -61.95673,
            -429.582105
        ],
        [
            0.197673,
            0.107873,
            0.0898,
            0,
            -0.051341,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111562,
            -54224,
            -111562,
            -631989,
            -200128,
            -622007
        ],
        [
            1.930011,
            3.060628,
            1.560549,
            0.684897,
            0.864168,
            0.610817
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            98,
            49,
            49,
            25,
            14,
            11
        ],
        [
            19,
            10,
            9,
            92,
            45,
            47
        ],
        [
            83.760684,
            83.050847,
            84.482759,
            21.367521,
            23.728814,
            18.965517
        ],
        [
            0.374186,
            0.624618,
            0.286632,
            2.520422,
            2.777682,
            2.609854
        ],
        [
            50425,
            50425,
            26696,
            236759,
            199640,
            236759
        ],
        [
            -111562,
            -54224,
            -111562,
            -237159,
            -47620,
            -237159
        ],
        [
            186,
            67,
            307,
            186,
            67,
            307
        ],
        [
            119,
            41,
            196,
            327,
            160,
            539
        ],
        [
            533,
            195,
            908,
            148,
            38,
            253
        ],
        [
            21817,
            3986,
            17831,
            21817,
            3986,
            17831
        ],
        [
            106.238301,
            183.988301,
            106.238301,
            0,
            0,
            0
        ],
        [
            5,
            4,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531433,
            -217016,
            -247836,
            -623514,
            -790375,
            -814744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22583,
    "evaluation_days": 1881.92,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598738400000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759700589176,
    "expiration_time": 1765547913600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 43,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 234,
            "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)