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Trade: YFI/USDT/240/MIDPRICE/DEMA/1874

Strategy
YFI/USDT/240/MIDPRICE/DEMA/1874
Pair
YFI_USDT
Interval
4h
Score
305963
Daily Profit
0.154262
Profit Factor
1.439772
Profitability
47.154472
Streak
0.000000
Best Strategy
Training Data Length
1882.170000
Evaluation Time
2025-10-05 16:49
Expiration Time
2025-12-01 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290347.9137 198267.0185 92080.8952 117344.3221 124298.8923 -6954.5702
Total P&L (%) 290.3479 198.267 92.0809 117.3443 124.2989 -6.9546
Avg Daily Profit (%) 0.1543 0.1053 0.0489 0.0413 0.0429 -0.0038
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130778 -66811 -110538 -187042 -67627 -157109
Profit Factor 1.4398 1.6312 1.266 1.1673 1.4023 0.9823
Total Trades 123 61 62 123 61 62
Winning Trades 58 30 28 58 30 28
Losing Trades 65 31 34 65 31 34
Profitability (%) 47.1545 49.1803 45.1613 47.1545 49.1803 45.1613
Ratio Avg Win / Avg Loss 1.6135 1.6856 1.5373 1.3082 1.449 1.1928
Largest Winning Trade 75300 75300 69414 91824 91824 80381
Largest Losing Trade -47336 -29303 -47336 -109725 -33424 -109725
Avg Bars in Trades 89 61 117 89 61 117
Avg Bars in Winners 117 68 169 117 68 169
Avg Bars in Losers 64 53 74 64 53 74
Bars Traded 11011 3727 7284 11011 3727 7284
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 305963 -211263 -282650 -175056 -296859 -735173
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11293,
    "evaluation_days": 1882.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599292800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759672196814,
    "expiration_time": 1764544176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "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": [
        [
            290347.9137161899,
            198267.018529548,
            92080.895186642,
            117344.3221120705,
            124298.8923146942,
            -6954.5702026237
        ],
        [
            290.347914,
            198.267019,
            92.080895,
            117.344322,
            124.298892,
            -6.95457
        ],
        [
            0.154262,
            0.10534,
            0.048923,
            0.041254,
            0.042928,
            -0.00383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130778,
            -66811,
            -110538,
            -187042,
            -67627,
            -157109
        ],
        [
            1.439772,
            1.631241,
            1.266028,
            1.16732,
            1.402269,
            0.982273
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            47.154472,
            49.180328,
            45.16129,
            47.154472,
            49.180328,
            45.16129
        ],
        [
            1.613538,
            1.685616,
            1.53732,
            1.308204,
            1.449011,
            1.19276
        ],
        [
            75300,
            75300,
            69414,
            91824,
            91824,
            80381
        ],
        [
            -47336,
            -29303,
            -47336,
            -109725,
            -33424,
            -109725
        ],
        [
            89,
            61,
            117,
            89,
            61,
            117
        ],
        [
            117,
            68,
            169,
            117,
            68,
            169
        ],
        [
            64,
            53,
            74,
            64,
            53,
            74
        ],
        [
            11011,
            3727,
            7284,
            11011,
            3727,
            7284
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305963,
            -211263,
            -282650,
            -175056,
            -296859,
            -735173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11293,
    "evaluation_days": 1882.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599292800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759672196814,
    "expiration_time": 1764544176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "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)