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Trade: YFI/USDT/360/BBM/T3/2181

Strategy
YFI/USDT/360/BBM/T3/2181
Pair
YFI_USDT
Interval
6h
Score
346865
Daily Profit
0.213323
Profit Factor
1.408062
Profitability
44.910180
Streak
0.000000
Best Strategy
Training Data Length
1879.750000
Evaluation Time
2025-10-03 09:39
Expiration Time
2025-11-28 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400994.167 298357.2198 102636.9471 357519.7489 278050.3601 79469.3887
Total P&L (%) 400.9942 298.3572 102.6369 357.5197 278.0504 79.4694
Avg Daily Profit (%) 0.2133 0.1587 0.0546 0.0809 0.0708 0.0311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91881 -75704 -77399 -223306 -239595 -132284
Profit Factor 1.4081 1.5795 1.2194 1.1488 1.2188 1.0702
Total Trades 334 167 167 334 167 167
Winning Trades 150 65 85 150 65 85
Losing Trades 184 102 82 184 102 82
Profitability (%) 44.9102 38.9222 50.8982 44.9102 38.9222 50.8982
Ratio Avg Win / Avg Loss 1.7272 2.4786 1.1763 1.4092 1.9125 1.0324
Largest Winning Trade 137824 137824 51733 211777 211777 98697
Largest Losing Trade -60803 -22672 -60803 -144605 -52034 -144605
Avg Bars in Trades 22 19 24 22 19 24
Avg Bars in Winners 31 29 32 31 29 32
Avg Bars in Losers 15 13 16 15 13 16
Bars Traded 7474 3337 4137 7474 3337 4137
Profit Streak 0 37.2775 0 0 37.2775 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346865 268195 -119700 -141734 -100466 -293914
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473576419,
    "expiration_time": 1764321912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 188,
            "offset": 152,
            "std": 4.84731
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.71495
        }
    }
}
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": [
        [
            400994.1669501757,
            298357.2198081423,
            102636.9471420338,
            357519.7488758027,
            278050.3601424674,
            79469.3887333353
        ],
        [
            400.994167,
            298.35722,
            102.636947,
            357.519749,
            278.05036,
            79.469389
        ],
        [
            0.213323,
            0.158722,
            0.054601,
            0.080929,
            0.070772,
            0.031117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91881,
            -75704,
            -77399,
            -223306,
            -239595,
            -132284
        ],
        [
            1.408062,
            1.579531,
            1.219379,
            1.148772,
            1.218757,
            1.070197
        ],
        [
            334,
            167,
            167,
            334,
            167,
            167
        ],
        [
            150,
            65,
            85,
            150,
            65,
            85
        ],
        [
            184,
            102,
            82,
            184,
            102,
            82
        ],
        [
            44.91018,
            38.922156,
            50.898204,
            44.91018,
            38.922156,
            50.898204
        ],
        [
            1.727223,
            2.478648,
            1.176342,
            1.40916,
            1.912511,
            1.032425
        ],
        [
            137824,
            137824,
            51733,
            211777,
            211777,
            98697
        ],
        [
            -60803,
            -22672,
            -60803,
            -144605,
            -52034,
            -144605
        ],
        [
            22,
            19,
            24,
            22,
            19,
            24
        ],
        [
            31,
            29,
            32,
            31,
            29,
            32
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            7474,
            3337,
            4137,
            7474,
            3337,
            4137
        ],
        [
            0,
            37.277505,
            0,
            0,
            37.277505,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346865,
            268195,
            -119700,
            -141734,
            -100466,
            -293914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7519,
    "evaluation_days": 1879.75,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597536000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759473576419,
    "expiration_time": 1764321912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 188,
            "offset": 152,
            "std": 4.84731
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 11,
            "offset": 0,
            "a": 0.71495
        }
    }
}

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)