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Trade: YFI/USDT/240/DCM/BBU/6216

Strategy
YFI/USDT/240/DCM/BBU/6216
Pair
YFI_USDT
Interval
4h
Score
516104
Daily Profit
0.286222
Profit Factor
2.052593
Profitability
58.415842
Streak
179.689310
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-27 07:32
Expiration Time
2025-11-19 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535569.8337 381803.619 153766.2147 612576.7976 69685.5801 542891.2175
Total P&L (%) 535.5698 381.8036 153.7662 612.5768 69.6856 542.8912
Avg Daily Profit (%) 0.2862 0.204 0.0822 0.105 0.0283 0.0995
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108540 -143514 -40662 -920642 -1093581 -152048
Profit Factor 2.0526 1.9571 2.399 1.2029 1.0275 2.1243
Total Trades 101 50 51 101 50 51
Winning Trades 59 24 35 59 24 35
Losing Trades 42 26 16 42 26 16
Profitability (%) 58.4158 48 68.6275 58.4158 48 68.6275
Ratio Avg Win / Avg Loss 1.4612 2.1202 1.0967 0.8563 1.1131 0.9711
Largest Winning Trade 282411 282411 22153 675526 675526 90663
Largest Losing Trade -49913 -49913 -25268 -493293 -493293 -123556
Avg Bars in Trades 107 191 24 107 191 24
Avg Bars in Winners 73 140 27 73 140 27
Avg Bars in Losers 154 239 16 154 239 16
Bars Traded 10826 9590 1236 10826 9590 1236
Profit Streak 179.6893 179.6893 213.856 179.6893 179.6893 213.856
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516104 -168489 -255757 -51793 -525316 -234445
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599796800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947556430,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.27438
        }
    }
}
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": [
        [
            535569.8337475165,
            381803.619028017,
            153766.2147194993,
            612576.79762741,
            69685.5801058788,
            542891.2175215313
        ],
        [
            535.569834,
            381.803619,
            153.766215,
            612.576798,
            69.68558,
            542.891218
        ],
        [
            0.286222,
            0.204045,
            0.082177,
            0.105001,
            0.028263,
            0.099496
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108540,
            -143514,
            -40662,
            -920642,
            -1093581,
            -152048
        ],
        [
            2.052593,
            1.957144,
            2.399003,
            1.20286,
            1.02747,
            2.124254
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            42,
            26,
            16,
            42,
            26,
            16
        ],
        [
            58.415842,
            48,
            68.627451,
            58.415842,
            48,
            68.627451
        ],
        [
            1.461168,
            2.120239,
            1.096687,
            0.856273,
            1.113092,
            0.971087
        ],
        [
            282411,
            282411,
            22153,
            675526,
            675526,
            90663
        ],
        [
            -49913,
            -49913,
            -25268,
            -493293,
            -493293,
            -123556
        ],
        [
            107,
            191,
            24,
            107,
            191,
            24
        ],
        [
            73,
            140,
            27,
            73,
            140,
            27
        ],
        [
            154,
            239,
            16,
            154,
            239,
            16
        ],
        [
            10826,
            9590,
            1236,
            10826,
            9590,
            1236
        ],
        [
            179.68931,
            179.68931,
            213.855977,
            179.68931,
            179.689311,
            213.855977
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516104,
            -168489,
            -255757,
            -51793,
            -525316,
            -234445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599796800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947556430,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.27438
        }
    }
}

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)