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Trade: YFI/USDT/720/OHLC4/KCL/6835

Strategy
YFI/USDT/720/OHLC4/KCL/6835
Pair
YFI_USDT
Interval
12h
Score
625841
Daily Profit
0.151133
Profit Factor
3.108959
Profitability
87.628866
Streak
237.987718
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-09-29 02:42
Expiration Time
2025-11-23 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283449.7025 88416.3542 195033.3483 898935.4159 266615.0159 632320.4
Total P&L (%) 283.4497 88.4164 195.0333 898.9354 266.615 632.3204
Avg Daily Profit (%) 0.1511 0.0471 0.104 0.1228 0.0693 0.1062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55629 -55629 -28012 -223602 -223602 -193500
Profit Factor 3.109 2.2536 4.0534 2.4108 1.9109 2.8357
Total Trades 97 49 48 97 49 48
Winning Trades 85 41 44 85 41 44
Losing Trades 12 8 4 12 8 4
Profitability (%) 87.6289 83.6735 91.6667 87.6289 83.6735 91.6667
Ratio Avg Win / Avg Loss 0.4389 0.4397 0.3685 0.3404 0.3729 0.2578
Largest Winning Trade 24513 24513 22309 120519 50801 120519
Largest Losing Trade -55629 -55629 -28012 -223602 -223602 -193500
Avg Bars in Trades 25 11 39 25 11 39
Avg Bars in Winners 15 6 23 15 6 23
Avg Bars in Losers 98 35 224 98 35 224
Bars Traded 2465 550 1915 2465 550 1915
Profit Streak 237.9877 328.9877 237.9877 237.9877 328.9877 237.9877
Trades During Streak 13 8 6 13 8 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625841 -122370 -43292 -19835 -93498 -41594
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102938810,
    "expiration_time": 1763922096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "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": [
        [
            283449.7025155001,
            88416.354191257,
            195033.348324243,
            898935.4159324144,
            266615.0159325008,
            632320.3999999135
        ],
        [
            283.449703,
            88.416354,
            195.033348,
            898.935416,
            266.615016,
            632.3204
        ],
        [
            0.151133,
            0.047143,
            0.10399,
            0.12279,
            0.069293,
            0.106217
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55629,
            -55629,
            -28012,
            -223602,
            -223602,
            -193500
        ],
        [
            3.108959,
            2.253632,
            4.053383,
            2.410816,
            1.910854,
            2.835659
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            12,
            8,
            4,
            12,
            8,
            4
        ],
        [
            87.628866,
            83.673469,
            91.666667,
            87.628866,
            83.673469,
            91.666667
        ],
        [
            0.438912,
            0.439733,
            0.368489,
            0.340351,
            0.37285,
            0.257787
        ],
        [
            24513,
            24513,
            22309,
            120519,
            50801,
            120519
        ],
        [
            -55629,
            -55629,
            -28012,
            -223602,
            -223602,
            -193500
        ],
        [
            25,
            11,
            39,
            25,
            11,
            39
        ],
        [
            15,
            6,
            23,
            15,
            6,
            23
        ],
        [
            98,
            35,
            224,
            98,
            35,
            224
        ],
        [
            2465,
            550,
            1915,
            2465,
            550,
            1915
        ],
        [
            237.987718,
            328.987718,
            237.987718,
            237.987718,
            328.987718,
            237.987718
        ],
        [
            13,
            8,
            6,
            13,
            8,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625841,
            -122370,
            -43292,
            -19835,
            -93498,
            -41594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1605657600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102938810,
    "expiration_time": 1763922096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 200,
            "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)