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Trade: YFI/USDT/240/DCM/BBU/5722

Strategy
YFI/USDT/240/DCM/BBU/5722
Pair
YFI_USDT
Interval
4h
Score
461340
Daily Profit
0.252174
Profit Factor
1.965344
Profitability
55.913978
Streak
0.000000
Best Strategy
Training Data Length
1886.500000
Evaluation Time
2025-10-10 02:56
Expiration Time
2025-12-05 12:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475727.1829 330770.6114 144956.5714 539979.5835 -121012.4307 660992.0143
Total P&L (%) 475.7272 330.7706 144.9566 539.9796 -121.0124 660.992
Avg Daily Profit (%) 0.2522 0.1753 0.0768 0.0984 0 0.1076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131789 -138174 -42070 -1025385 -1213044 -216246
Profit Factor 1.9653 1.853 2.38 1.1587 0.9569 2.1147
Total Trades 93 46 47 93 46 47
Winning Trades 52 22 30 52 22 30
Losing Trades 41 24 17 41 24 17
Profitability (%) 55.914 47.8261 63.8298 55.914 47.8261 63.8298
Ratio Avg Win / Avg Loss 1.5496 2.0215 1.3487 0.9136 1.0439 1.1983
Largest Winning Trade 211145 211145 39011 623839 623839 141174
Largest Losing Trade -50305 -50305 -16544 -502310 -502310 -99726
Avg Bars in Trades 116 198 36 116 198 36
Avg Bars in Winners 88 155 39 88 155 39
Avg Bars in Losers 152 238 30 152 238 30
Bars Traded 10841 9134 1707 10841 9134 1707
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461340 365580 -85057 -107760 -579883 -44090
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11319,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760054163473,
    "expiration_time": 1764929808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 1.59372
        }
    }
}
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": [
        [
            475727.1828827474,
            330770.6114369764,
            144956.5714457711,
            539979.5835412419,
            -121012.4307327705,
            660992.0142740126
        ],
        [
            475.727183,
            330.770611,
            144.956571,
            539.979584,
            -121.012431,
            660.992014
        ],
        [
            0.252174,
            0.175336,
            0.076839,
            0.098446,
            0,
            0.107636
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131789,
            -138174,
            -42070,
            -1025385,
            -1213044,
            -216246
        ],
        [
            1.965344,
            1.853021,
            2.379991,
            1.158679,
            0.956935,
            2.114712
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            55.913978,
            47.826087,
            63.829787,
            55.913978,
            47.826087,
            63.829787
        ],
        [
            1.549599,
            2.021477,
            1.348662,
            0.913574,
            1.043929,
            1.198337
        ],
        [
            211145,
            211145,
            39011,
            623839,
            623839,
            141174
        ],
        [
            -50305,
            -50305,
            -16544,
            -502310,
            -502310,
            -99726
        ],
        [
            116,
            198,
            36,
            116,
            198,
            36
        ],
        [
            88,
            155,
            39,
            88,
            155,
            39
        ],
        [
            152,
            238,
            30,
            152,
            238,
            30
        ],
        [
            10841,
            9134,
            1707,
            10841,
            9134,
            1707
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461340,
            365580,
            -85057,
            -107760,
            -579883,
            -44090
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11319,
    "evaluation_days": 1886.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599537600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760054163473,
    "expiration_time": 1764929808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 1.59372
        }
    }
}

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)