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Trade: YFI/USDT/240/SSF/KCB/8353

Strategy
YFI/USDT/240/SSF/KCB/8353
Pair
YFI_USDT
Interval
4h
Score
387882
Daily Profit
0.195485
Profit Factor
1.435115
Profitability
48.299320
Streak
92.312312
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-25 22:29
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 365784.7772 238196.685 127588.0921 17886.8274 -18461.7592 36348.5865
Total P&L (%) 365.7848 238.1967 127.5881 17.8868 -18.4618 36.3486
Avg Daily Profit (%) 0.1955 0.1273 0.0682 0.0088 -0.0109 0.0166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123560 -72024 -70266 -168179 -109921 -83464
Profit Factor 1.4351 1.4736 1.3778 1.0267 0.9549 1.1395
Total Trades 147 74 73 147 74 73
Winning Trades 71 30 41 71 30 41
Losing Trades 76 44 32 76 44 32
Profitability (%) 48.2993 40.5405 56.1644 48.2993 40.5405 56.1644
Ratio Avg Win / Avg Loss 1.5362 2.1612 1.0754 1.099 1.4005 0.8894
Largest Winning Trade 79396 79396 50594 48586 48586 25543
Largest Losing Trade -82958 -48543 -82958 -52268 -36994 -52268
Avg Bars in Trades 75 82 68 75 82 68
Avg Bars in Winners 91 103 82 91 103 82
Avg Bars in Losers 60 67 50 60 67 50
Bars Traded 11085 6092 4993 11085 6092 4993
Profit Streak 92.3123 98.979 92.3123 92.3123 98.979 92.3123
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387882 -87599 -171253 -379365 -645891 -311942

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": 1598558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828583776,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            365784.7771504861,
            238196.6850100101,
            127588.092140476,
            17886.8273610374,
            -18461.7591678158,
            36348.5865288531
        ],
        [
            365.784777,
            238.196685,
            127.588092,
            17.886827,
            -18.461759,
            36.348587
        ],
        [
            0.195485,
            0.127298,
            0.068186,
            0.008795,
            -0.010907,
            0.016571
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123560,
            -72024,
            -70266,
            -168179,
            -109921,
            -83464
        ],
        [
            1.435115,
            1.473562,
            1.377845,
            1.026698,
            0.954903,
            1.139483
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            71,
            30,
            41,
            71,
            30,
            41
        ],
        [
            76,
            44,
            32,
            76,
            44,
            32
        ],
        [
            48.29932,
            40.540541,
            56.164384,
            48.29932,
            40.540541,
            56.164384
        ],
        [
            1.536179,
            2.161224,
            1.075392,
            1.099001,
            1.400524,
            0.889353
        ],
        [
            79396,
            79396,
            50594,
            48586,
            48586,
            25543
        ],
        [
            -82958,
            -48543,
            -82958,
            -52268,
            -36994,
            -52268
        ],
        [
            75,
            82,
            68,
            75,
            82,
            68
        ],
        [
            91,
            103,
            82,
            91,
            103,
            82
        ],
        [
            60,
            67,
            50,
            60,
            67,
            50
        ],
        [
            11085,
            6092,
            4993,
            11085,
            6092,
            4993
        ],
        [
            92.312312,
            98.978979,
            92.312312,
            92.312312,
            98.978979,
            92.312312
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387882,
            -87599,
            -171253,
            -379365,
            -645891,
            -311942
        ]
    ]
}
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": 1598558400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828583776,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)