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Trade: YFI/USDT/720/BBL/DCL/7086

Strategy
YFI/USDT/720/BBL/DCL/7086
Pair
YFI_USDT
Interval
12h
Score
455495
Daily Profit
0.163023
Profit Factor
2.122207
Profitability
52.380952
Streak
91.319424
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-01 10:39
Expiration Time
2025-11-26 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 347508.8059 306157.3445 41351.4614 -10169.2018 173803.2864 -183972.4881
Total P&L (%) 347.5088 306.1573 41.3515 -10.1692 173.8033 -183.9725
Avg Daily Profit (%) 0.185 0.163 0.022 -0.0057 0.0536 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -249602 -78551 -131646 -294443 -65094 -131763
Profit Factor 1.6151 2.1222 1.1416 0.975 2.4089 0.352
Total Trades 84 42 42 84 42 42
Winning Trades 47 22 25 47 22 25
Losing Trades 37 20 17 37 20 17
Profitability (%) 55.9524 52.381 59.5238 55.9524 52.381 59.5238
Ratio Avg Win / Avg Loss 1.2715 1.9293 0.7763 0.7676 2.1899 0.2393
Largest Winning Trade 202278 202278 30103 202278 202278 12188
Largest Losing Trade -69486 -69486 -69360 -119110 -37472 -119110
Avg Bars in Trades 42 46 37 42 46 37
Avg Bars in Winners 46 47 44 46 47 44
Avg Bars in Losers 37 45 27 37 45 27
Bars Traded 3547 1959 1588 3547 1959 1588
Profit Streak 83.3194 91.3194 83.3194 83.3194 91.3194 83.3194
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426472 455495 -229788 -578371 -115374 -578538
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759304398264,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 4.04512
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 165,
            "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": [
        [
            347508.8059208101,
            306157.3444763304,
            41351.4614444796,
            -10169.2017548031,
            173803.2863717812,
            -183972.4881265842
        ],
        [
            347.508806,
            306.157344,
            41.351461,
            -10.169202,
            173.803286,
            -183.972488
        ],
        [
            0.185042,
            0.163023,
            0.022019,
            -0.00571,
            0.053648,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -249602,
            -78551,
            -131646,
            -294443,
            -65094,
            -131763
        ],
        [
            1.615137,
            2.122207,
            1.14156,
            0.97503,
            2.408907,
            0.351976
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            55.952381,
            52.380952,
            59.52381,
            55.952381,
            52.380952,
            59.52381
        ],
        [
            1.271491,
            1.929279,
            0.776261,
            0.767577,
            2.189916,
            0.239344
        ],
        [
            202278,
            202278,
            30103,
            202278,
            202278,
            12188
        ],
        [
            -69486,
            -69486,
            -69360,
            -119110,
            -37472,
            -119110
        ],
        [
            42,
            46,
            37,
            42,
            46,
            37
        ],
        [
            46,
            47,
            44,
            46,
            47,
            44
        ],
        [
            37,
            45,
            27,
            37,
            45,
            27
        ],
        [
            3547,
            1959,
            1588,
            3547,
            1959,
            1588
        ],
        [
            83.319424,
            91.319424,
            83.319424,
            83.319424,
            91.319424,
            83.319424
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426472,
            455495,
            -229788,
            -578371,
            -115374,
            -578538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604145600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759304398264,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 4.04512
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 165,
            "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)