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Trade: YFI/USDT/480/HL2/SSF/7927

Strategy
YFI/USDT/480/HL2/SSF/7927
Pair
YFI_USDT
Interval
8h
Score
435675
Daily Profit
0.194973
Profit Factor
1.495844
Profitability
68.125000
Streak
47.888399
Best Strategy
Training Data Length
1878.330000
Evaluation Time
2025-10-01 16:19
Expiration Time
2025-11-26 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366223.3568 484250.2868 -118026.9299 -95344.256 78231.1776 -173575.4336
Total P&L (%) 366.2234 484.2503 -118.0269 -95.3443 78.2312 -173.5754
Avg Daily Profit (%) 0.195 0.2578 -0.0628 -0.1632 0.0308 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -359826 -197724 -167107 -1106403 -689828 -508175
Profit Factor 1.4958 2.2565 0.6658 0.9461 1.076 0.7652
Total Trades 160 80 80 160 80 80
Winning Trades 109 53 56 109 53 56
Losing Trades 51 27 24 51 27 24
Profitability (%) 68.125 66.25 70 68.125 66.25 70
Ratio Avg Win / Avg Loss 0.6999 1.1495 0.2854 0.4427 0.5482 0.328
Largest Winning Trade 649499 649499 18312 649499 649499 137249
Largest Losing Trade -66946 -64521 -66946 -423230 -423230 -278195
Avg Bars in Trades 35 43 27 35 43 27
Avg Bars in Winners 13 16 11 13 16 11
Avg Bars in Losers 80 95 64 80 95 64
Bars Traded 5626 3462 2164 5626 3462 2164
Profit Streak 47.8884 84.8884 47.8884 47.8884 84.8884 47.8884
Trades During Streak 12 7 6 12 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435675 -4231 -595513 -575868 -305866 -595513
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759324757721,
    "expiration_time": 1764174240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 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": [
        [
            366223.3568464041,
            484250.2867624719,
            -118026.9299160679,
            -95344.2559748667,
            78231.1776226103,
            -173575.4335974773
        ],
        [
            366.223357,
            484.250287,
            -118.02693,
            -95.344256,
            78.231178,
            -173.575434
        ],
        [
            0.194973,
            0.257809,
            -0.062836,
            -0.163154,
            0.030772,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -359826,
            -197724,
            -167107,
            -1106403,
            -689828,
            -508175
        ],
        [
            1.495844,
            2.256513,
            0.66583,
            0.946082,
            1.076032,
            0.765249
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            68.125,
            66.25,
            70,
            68.125,
            66.25,
            70
        ],
        [
            0.69989,
            1.149544,
            0.285356,
            0.442662,
            0.548167,
            0.327964
        ],
        [
            649499,
            649499,
            18312,
            649499,
            649499,
            137249
        ],
        [
            -66946,
            -64521,
            -66946,
            -423230,
            -423230,
            -278195
        ],
        [
            35,
            43,
            27,
            35,
            43,
            27
        ],
        [
            13,
            16,
            11,
            13,
            16,
            11
        ],
        [
            80,
            95,
            64,
            80,
            95,
            64
        ],
        [
            5626,
            3462,
            2164,
            5626,
            3462,
            2164
        ],
        [
            47.888399,
            84.888399,
            47.888399,
            47.8884,
            84.8884,
            47.8884
        ],
        [
            12,
            7,
            6,
            12,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435675,
            -4231,
            -595513,
            -575868,
            -305866,
            -595513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759324757721,
    "expiration_time": 1764174240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 208,
            "offset": 0,
            "poles": 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)