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Trade: YFI/USDT/720/PSAR/SSF/8313

Strategy
YFI/USDT/720/PSAR/SSF/8313
Pair
YFI_USDT
Interval
12h
Score
435391
Daily Profit
0.300577
Profit Factor
1.480072
Profitability
45.973154
Streak
11.548677
Best Strategy
Training Data Length
1878.000000
Evaluation Time
2025-10-01 04:10
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 564484.1567 438122.5202 126361.6365 1110701.4053 251739.2553 858962.15
Total P&L (%) 564.4842 438.1225 126.3616 1110.7014 251.7393 858.9622
Avg Daily Profit (%) 0.3006 0.2333 0.0673 0.1329 0.067 0.1205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192778 -112148 -92897 -6842221 -5519571 -3989513
Profit Factor 1.4801 1.695 1.2317 1.027 1.0113 1.0454
Total Trades 298 149 149 298 149 149
Winning Trades 137 63 74 137 63 74
Losing Trades 161 86 75 161 86 75
Profitability (%) 45.9732 42.2819 49.6644 45.9732 42.2819 49.6644
Ratio Avg Win / Avg Loss 1.7394 2.3138 1.2483 1.2069 1.3806 1.0595
Largest Winning Trade 125452 125452 38993 2163196 2163196 1339269
Largest Losing Trade -36930 -36930 -34707 -2097058 -2097058 -1645795
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 15 13 16 15 13 16
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 3738 1754 1984 3738 1754 1984
Profit Streak 11.5487 0 39.5487 11.5487 0 39.5487
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435391 296415 -102010 -205123 -314407 -200979
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3756,
    "evaluation_days": 1878,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281005740,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            564484.1566986366,
            438122.5202116611,
            126361.6364869759,
            1110701.4052950463,
            251739.255283109,
            858962.1500119347
        ],
        [
            564.484157,
            438.12252,
            126.361636,
            1110.701405,
            251.739255,
            858.96215
        ],
        [
            0.300577,
            0.233292,
            0.067285,
            0.132878,
            0.066994,
            0.12045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192778,
            -112148,
            -92897,
            -6842221,
            -5519571,
            -3989513
        ],
        [
            1.480072,
            1.694968,
            1.231681,
            1.027019,
            1.011349,
            1.045383
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            137,
            63,
            74,
            137,
            63,
            74
        ],
        [
            161,
            86,
            75,
            161,
            86,
            75
        ],
        [
            45.973154,
            42.281879,
            49.66443,
            45.973154,
            42.281879,
            49.66443
        ],
        [
            1.739354,
            2.313766,
            1.248325,
            1.206935,
            1.380572,
            1.05951
        ],
        [
            125452,
            125452,
            38993,
            2163196,
            2163196,
            1339269
        ],
        [
            -36930,
            -36930,
            -34707,
            -2097058,
            -2097058,
            -1645795
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            15,
            13,
            16,
            15,
            13,
            16
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            3738,
            1754,
            1984,
            3738,
            1754,
            1984
        ],
        [
            11.548677,
            0,
            39.548677,
            11.548677,
            0,
            39.548678
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435391,
            296415,
            -102010,
            -205123,
            -314407,
            -200979
        ]
    ]
}
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": 1597060800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759281005740,
    "expiration_time": 1764144576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 0,
            "poles": 2
        }
    }
}

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)