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Trade: YFI/USDT/720/OHLC4/KCU/7449

Strategy
YFI/USDT/720/OHLC4/KCU/7449
Pair
YFI_USDT
Interval
12h
Score
536203
Daily Profit
0.162530
Profit Factor
1.792996
Profitability
84.563758
Streak
65.892986
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-28 00:25
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 304174.6049 144420.3221 159754.2828 518771.5359 -356935.6067 875707.1426
Total P&L (%) 304.1746 144.4203 159.7543 518.7715 -356.9356 875.7071
Avg Daily Profit (%) 0.1625 0.0772 0.0854 0.0974 0 0.1218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89031 -96609 -59971 -1094967 -1205404 -343369
Profit Factor 1.793 1.5587 2.2773 1.1845 0.835 2.349
Total Trades 149 74 75 149 74 75
Winning Trades 126 63 63 126 63 63
Losing Trades 23 11 12 23 11 12
Profitability (%) 84.5638 85.1351 84 84.5638 85.1351 84
Ratio Avg Win / Avg Loss 0.3273 0.2722 0.4338 0.2162 0.1458 0.4474
Largest Winning Trade 32711 32711 14373 135157 135157 133515
Largest Losing Trade -59589 -59589 -41287 -763562 -763562 -291512
Avg Bars in Trades 23 35 11 23 35 11
Avg Bars in Winners 8 11 6 8 11 6
Avg Bars in Losers 103 175 38 103 175 38
Bars Traded 3523 2653 871 3523 2653 871
Profit Streak 65.893 79.893 65.893 65.893 79.893 65.893
Trades During Streak 12 6 6 12 6 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536203 -148201 -128011 -74777 -639062 -78880
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": 1602417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008354000,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 125,
            "offset": 183,
            "scalar": 1
        }
    }
}
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": [
        [
            304174.6049293403,
            144420.3221415569,
            159754.2827877835,
            518771.5359059169,
            -356935.6067427817,
            875707.1426486989
        ],
        [
            304.174605,
            144.420322,
            159.754283,
            518.771536,
            -356.935607,
            875.707143
        ],
        [
            0.16253,
            0.077168,
            0.085362,
            0.097433,
            0,
            0.121794
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89031,
            -96609,
            -59971,
            -1094967,
            -1205404,
            -343369
        ],
        [
            1.792996,
            1.558684,
            2.277263,
            1.184477,
            0.834979,
            2.348994
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            84.563758,
            85.135135,
            84,
            84.563758,
            85.135135,
            84
        ],
        [
            0.327293,
            0.272151,
            0.433764,
            0.216214,
            0.14579,
            0.447427
        ],
        [
            32711,
            32711,
            14373,
            135157,
            135157,
            133515
        ],
        [
            -59589,
            -59589,
            -41287,
            -763562,
            -763562,
            -291512
        ],
        [
            23,
            35,
            11,
            23,
            35,
            11
        ],
        [
            8,
            11,
            6,
            8,
            11,
            6
        ],
        [
            103,
            175,
            38,
            103,
            175,
            38
        ],
        [
            3523,
            2653,
            871,
            3523,
            2653,
            871
        ],
        [
            65.892986,
            79.892986,
            65.892986,
            65.892986,
            79.892986,
            65.892986
        ],
        [
            12,
            6,
            6,
            12,
            6,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536203,
            -148201,
            -128011,
            -74777,
            -639062,
            -78880
        ]
    ]
}
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": 1602417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759008354000,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 125,
            "offset": 183,
            "scalar": 1
        }
    }
}

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)