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Trade: YFI/USDT/240/MIDPOINT/ALMA/9677

Strategy
YFI/USDT/240/MIDPOINT/ALMA/9677
Pair
YFI_USDT
Interval
4h
Score
356473
Daily Profit
0.157396
Profit Factor
1.478037
Profitability
58.646617
Streak
0.000000
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-01 10:24
Expiration Time
2025-11-26 14:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295562.6138 151219.2465 144343.3673 138692.4695 101908.1448 36784.3247
Total P&L (%) 295.5626 151.2192 144.3434 138.6925 101.9081 36.7843
Avg Daily Profit (%) 0.1574 0.0805 0.0769 0.0463 0.0374 0.0167
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74656 -74032 -74104 -269186 -235611 -292228
Profit Factor 1.478 1.6026 1.393 1.1021 1.1898 1.0447
Total Trades 133 67 66 133 67 66
Winning Trades 78 33 45 78 33 45
Losing Trades 55 34 21 55 34 21
Profitability (%) 58.6466 49.2537 68.1818 58.6466 49.2537 68.1818
Ratio Avg Win / Avg Loss 1.0422 1.6511 0.65 0.7771 1.2259 0.4875
Largest Winning Trade 43520 43520 37166 69961 56397 69961
Largest Losing Trade -57445 -38758 -57445 -138064 -119132 -138064
Avg Bars in Trades 81 73 90 81 73 90
Avg Bars in Winners 71 63 76 71 63 76
Avg Bars in Losers 96 83 118 96 83 118
Bars Traded 10890 4937 5953 10890 4937 5953
Profit Streak 0 0 125.3089 0 0 125.3089
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356473 -199371 -211735 -239483 -271584 -466459
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11267,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759303493039,
    "expiration_time": 1764158544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 162,
            "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": [
        [
            295562.6137742566,
            151219.2464736547,
            144343.3673006019,
            138692.4694864484,
            101908.1447764756,
            36784.324709973
        ],
        [
            295.562614,
            151.219246,
            144.343367,
            138.692469,
            101.908145,
            36.784325
        ],
        [
            0.157396,
            0.080529,
            0.076867,
            0.046341,
            0.037425,
            0.016682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74656,
            -74032,
            -74104,
            -269186,
            -235611,
            -292228
        ],
        [
            1.478037,
            1.602577,
            1.392953,
            1.10205,
            1.189836,
            1.044736
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            55,
            34,
            21,
            55,
            34,
            21
        ],
        [
            58.646617,
            49.253731,
            68.181818,
            58.646617,
            49.253731,
            68.181818
        ],
        [
            1.042206,
            1.65114,
            0.650045,
            0.777086,
            1.225891,
            0.487544
        ],
        [
            43520,
            43520,
            37166,
            69961,
            56397,
            69961
        ],
        [
            -57445,
            -38758,
            -57445,
            -138064,
            -119132,
            -138064
        ],
        [
            81,
            73,
            90,
            81,
            73,
            90
        ],
        [
            71,
            63,
            76,
            71,
            63,
            76
        ],
        [
            96,
            83,
            118,
            96,
            83,
            118
        ],
        [
            10890,
            4937,
            5953,
            10890,
            4937,
            5953
        ],
        [
            0,
            0,
            125.308947,
            0,
            0,
            125.308947
        ],
        [
            0,
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            5,
            0,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356473,
            -199371,
            -211735,
            -239483,
            -271584,
            -466459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11267,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759303493039,
    "expiration_time": 1764158544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 162,
            "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)