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Trade: YFI/USDT/240/SSF/RMA/5935

Strategy
YFI/USDT/240/SSF/RMA/5935
Pair
YFI_USDT
Interval
4h
Score
358561
Daily Profit
0.181169
Profit Factor
1.471090
Profitability
51.412429
Streak
4.020983
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-05 23:30
Expiration Time
2025-12-01 09:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341049.9009 242781.5874 98268.3135 161982.4545 178116.2135 -16133.759
Total P&L (%) 341.0499 242.7816 98.2683 161.9825 178.1162 -16.1338
Avg Daily Profit (%) 0.1812 0.129 0.0522 0.0512 0.0544 -0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207370 -89505 -126969 -460836 -207957 -255731
Profit Factor 1.4711 1.6977 1.2614 1.1059 1.2331 0.9789
Total Trades 177 88 89 177 88 89
Winning Trades 91 45 46 91 45 46
Losing Trades 86 43 43 86 43 43
Profitability (%) 51.4124 51.1364 51.6854 51.4124 51.1364 51.6854
Ratio Avg Win / Avg Loss 1.3903 1.6222 1.1791 1.0452 1.1783 0.9151
Largest Winning Trade 100183 100183 71977 209047 209047 87332
Largest Losing Trade -55000 -33721 -55000 -99780 -99780 -86553
Avg Bars in Trades 61 68 55 61 68 55
Avg Bars in Winners 74 77 70 74 77 70
Avg Bars in Losers 48 58 39 48 58 39
Bars Traded 10952 6009 4943 10952 6009 4943
Profit Streak 4.021 8.021 4.021 4.021 8.021 4.021
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358561 -17129 -123655 -227203 -120161 -581076
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11295,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696212970,
    "expiration_time": 1764573840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 12,
            "offset": 218,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 243,
            "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": [
        [
            341049.9008812223,
            242781.5874112,
            98268.3134700223,
            161982.4544586684,
            178116.2134502153,
            -16133.7589915467
        ],
        [
            341.049901,
            242.781587,
            98.268313,
            161.982454,
            178.116213,
            -16.133759
        ],
        [
            0.181169,
            0.128968,
            0.052201,
            0.051174,
            0.05435,
            -0.009346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207370,
            -89505,
            -126969,
            -460836,
            -207957,
            -255731
        ],
        [
            1.47109,
            1.697679,
            1.261369,
            1.105934,
            1.233058,
            0.978906
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51.412429,
            51.136364,
            51.685393,
            51.412429,
            51.136364,
            51.685393
        ],
        [
            1.390261,
            1.622227,
            1.179106,
            1.045168,
            1.178255,
            0.915064
        ],
        [
            100183,
            100183,
            71977,
            209047,
            209047,
            87332
        ],
        [
            -55000,
            -33721,
            -55000,
            -99780,
            -99780,
            -86553
        ],
        [
            61,
            68,
            55,
            61,
            68,
            55
        ],
        [
            74,
            77,
            70,
            74,
            77,
            70
        ],
        [
            48,
            58,
            39,
            48,
            58,
            39
        ],
        [
            10952,
            6009,
            4943,
            10952,
            6009,
            4943
        ],
        [
            4.020983,
            8.020983,
            4.020983,
            4.020983,
            8.020983,
            4.020983
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358561,
            -17129,
            -123655,
            -227203,
            -120161,
            -581076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11295,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600545600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759696212970,
    "expiration_time": 1764573840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 12,
            "offset": 218,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 243,
            "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)