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Trade: YFI/USDT/720/HLC3/KCB/3260

Strategy
YFI/USDT/720/HLC3/KCB/3260
Pair
YFI_USDT
Interval
12h
Score
506676
Daily Profit
0.159541
Profit Factor
1.815405
Profitability
78.523490
Streak
15.613078
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-26 17:42
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298581.8774 131503.8662 167078.0112 581097.1029 48171.3773 532925.7257
Total P&L (%) 298.5819 131.5039 167.078 581.0971 48.1714 532.9257
Avg Daily Profit (%) 0.1595 0.0703 0.0893 0.1026 0.021 0.0986
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84405 -55708 -50880 -493095 -333064 -207931
Profit Factor 1.8154 1.6401 2.0395 1.4058 1.0514 2.0786
Total Trades 149 74 75 149 74 75
Winning Trades 117 57 60 117 57 60
Losing Trades 32 17 15 32 17 15
Profitability (%) 78.5235 77.027 80 78.5235 77.027 80
Ratio Avg Win / Avg Loss 0.4965 0.4892 0.5099 0.3845 0.3136 0.5196
Largest Winning Trade 26581 26581 18455 118459 118459 68108
Largest Losing Trade -51951 -51951 -43138 -255593 -255593 -201931
Avg Bars in Trades 23 29 17 23 29 17
Avg Bars in Winners 8 7 9 8 7 9
Avg Bars in Losers 79 104 50 79 104 50
Bars Traded 3534 2214 1320 3534 2214 1320
Profit Streak 15.6131 15.6131 63.6131 15.6131 15.6131 63.6131
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506676 -158607 -123576 -50438 -391805 -110595

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897769942,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            298581.8773985085,
            131503.8661595021,
            167078.0112390063,
            581097.1029306791,
            48171.3772750388,
            532925.7256556406
        ],
        [
            298.581877,
            131.503866,
            167.078011,
            581.097103,
            48.171377,
            532.925726
        ],
        [
            0.159541,
            0.070267,
            0.089275,
            0.102566,
            0.021012,
            0.098642
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84405,
            -55708,
            -50880,
            -493095,
            -333064,
            -207931
        ],
        [
            1.815405,
            1.640107,
            2.039458,
            1.40577,
            1.051357,
            2.07855
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            78.52349,
            77.027027,
            80,
            78.52349,
            77.027027,
            80
        ],
        [
            0.496521,
            0.489155,
            0.509864,
            0.384484,
            0.313563,
            0.519638
        ],
        [
            26581,
            26581,
            18455,
            118459,
            118459,
            68108
        ],
        [
            -51951,
            -51951,
            -43138,
            -255593,
            -255593,
            -201931
        ],
        [
            23,
            29,
            17,
            23,
            29,
            17
        ],
        [
            8,
            7,
            9,
            8,
            7,
            9
        ],
        [
            79,
            104,
            50,
            79,
            104,
            50
        ],
        [
            3534,
            2214,
            1320,
            3534,
            2214,
            1320
        ],
        [
            15.613078,
            15.613078,
            63.613078,
            15.613078,
            15.613078,
            63.613078
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506676,
            -158607,
            -123576,
            -50438,
            -391805,
            -110595
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897769942,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 180,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)