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Trade: YFI/USDT/240/MIDPRICE/KCU/1834

Strategy
YFI/USDT/240/MIDPRICE/KCU/1834
Pair
YFI_USDT
Interval
4h
Score
347484
Daily Profit
0.202686
Profit Factor
1.586700
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1881.330000
Evaluation Time
2025-10-04 21:41
Expiration Time
2025-11-30 04:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381318.7432 272237.7155 109081.0277 263385.2473 134211.4611 129173.7863
Total P&L (%) 381.3187 272.2377 109.081 263.3852 134.2115 129.1738
Avg Daily Profit (%) 0.2027 0.1447 0.058 0.0686 0.0452 0.0441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134347 -115159 -52585 -570547 -486632 -178328
Profit Factor 1.5867 1.7327 1.3918 1.1492 1.1256 1.1854
Total Trades 135 67 68 135 67 68
Winning Trades 63 31 32 63 31 32
Losing Trades 72 36 36 72 36 36
Profitability (%) 46.6667 46.2687 47.0588 46.6667 46.2687 47.0588
Ratio Avg Win / Avg Loss 1.8134 2.0122 1.5658 1.3134 1.3071 1.3336
Largest Winning Trade 130611 130611 67071 326391 326391 77839
Largest Losing Trade -44846 -44846 -43367 -290716 -290716 -136435
Avg Bars in Trades 81 93 68 81 93 68
Avg Bars in Winners 95 101 90 95 101 90
Avg Bars in Losers 68 87 49 68 87 49
Bars Traded 10937 6269 4668 10937 6269 4668
Profit Streak 0 15.112 0 0 15.112 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347484 -114405 -224344 -158681 -332677 -261214
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603277006,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            381318.7432346433,
            272237.715522825,
            109081.0277118186,
            263385.2473219482,
            134211.4610577878,
            129173.7862641606
        ],
        [
            381.318743,
            272.237716,
            109.081028,
            263.385247,
            134.211461,
            129.173786
        ],
        [
            0.202686,
            0.144705,
            0.057981,
            0.068608,
            0.045247,
            0.044091
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134347,
            -115159,
            -52585,
            -570547,
            -486632,
            -178328
        ],
        [
            1.5867,
            1.732701,
            1.391835,
            1.149194,
            1.125591,
            1.185394
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            46.666667,
            46.268657,
            47.058824,
            46.666667,
            46.268657,
            47.058824
        ],
        [
            1.813371,
            2.012169,
            1.565815,
            1.313364,
            1.307138,
            1.333568
        ],
        [
            130611,
            130611,
            67071,
            326391,
            326391,
            77839
        ],
        [
            -44846,
            -44846,
            -43367,
            -290716,
            -290716,
            -136435
        ],
        [
            81,
            93,
            68,
            81,
            93,
            68
        ],
        [
            95,
            101,
            90,
            95,
            101,
            90
        ],
        [
            68,
            87,
            49,
            68,
            87,
            49
        ],
        [
            10937,
            6269,
            4668,
            10937,
            6269,
            4668
        ],
        [
            0,
            15.112002,
            0,
            0,
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            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347484,
            -114405,
            -224344,
            -158681,
            -332677,
            -261214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11288,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759603277006,
    "expiration_time": 1764470016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)