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Trade: YFI/USDT/240/LINREG/MIDPRICE/5220

Strategy
YFI/USDT/240/LINREG/MIDPRICE/5220
Pair
YFI_USDT
Interval
4h
Score
375905
Daily Profit
0.232330
Profit Factor
1.565100
Profitability
48.260870
Streak
2.875794
Best Strategy
Training Data Length
1883.330000
Evaluation Time
2025-10-06 20:01
Expiration Time
2025-12-02 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437554.824 268450.3633 169104.4606 570388.2556 160961.4818 409426.7738
Total P&L (%) 437.5548 268.4504 169.1045 570.3883 160.9615 409.4268
Avg Daily Profit (%) 0.2323 0.1425 0.0898 0.1011 0.0509 0.0865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79494 -101155 -64170 -992304 -653725 -834853
Profit Factor 1.5651 1.5209 1.6531 1.1101 1.0518 1.1978
Total Trades 230 115 115 230 115 115
Winning Trades 111 47 64 111 47 64
Losing Trades 119 68 51 119 68 51
Profitability (%) 48.2609 40.8696 55.6522 48.2609 40.8696 55.6522
Ratio Avg Win / Avg Loss 1.6779 2.2004 1.3173 1.1901 1.5217 0.9545
Largest Winning Trade 157173 157173 26106 369126 369126 201470
Largest Losing Trade -48047 -48047 -34971 -348405 -192479 -348405
Avg Bars in Trades 47 54 40 47 54 40
Avg Bars in Winners 60 70 52 60 70 52
Avg Bars in Losers 35 43 25 35 43 25
Bars Traded 10982 6315 4667 10982 6315 4667
Profit Streak 2.8758 14.7091 2.8758 2.8758 14.7091 2.8758
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375905 -3418 -71847 -157263 -290551 -82911
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599595200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770068640,
    "expiration_time": 1764648000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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": [
        [
            437554.8239780142,
            268450.36334773,
            169104.460630285,
            570388.2556272468,
            160961.4817800402,
            409426.773847207
        ],
        [
            437.554824,
            268.450363,
            169.104461,
            570.388256,
            160.961482,
            409.426774
        ],
        [
            0.23233,
            0.14254,
            0.08979,
            0.101079,
            0.050944,
            0.086486
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79494,
            -101155,
            -64170,
            -992304,
            -653725,
            -834853
        ],
        [
            1.5651,
            1.520888,
            1.653099,
            1.110138,
            1.051778,
            1.197777
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            111,
            47,
            64,
            111,
            47,
            64
        ],
        [
            119,
            68,
            51,
            119,
            68,
            51
        ],
        [
            48.26087,
            40.869565,
            55.652174,
            48.26087,
            40.869565,
            55.652174
        ],
        [
            1.6779,
            2.200434,
            1.317314,
            1.190148,
            1.521721,
            0.954478
        ],
        [
            157173,
            157173,
            26106,
            369126,
            369126,
            201470
        ],
        [
            -48047,
            -48047,
            -34971,
            -348405,
            -192479,
            -348405
        ],
        [
            47,
            54,
            40,
            47,
            54,
            40
        ],
        [
            60,
            70,
            52,
            60,
            70,
            52
        ],
        [
            35,
            43,
            25,
            35,
            43,
            25
        ],
        [
            10982,
            6315,
            4667,
            10982,
            6315,
            4667
        ],
        [
            2.875794,
            14.709128,
            2.875794,
            2.875794,
            14.709128,
            2.875794
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375905,
            -3418,
            -71847,
            -157263,
            -290551,
            -82911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11300,
    "evaluation_days": 1883.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599595200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759770068640,
    "expiration_time": 1764648000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "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)