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Trade: YFI/USDT/720/SUPERTREND/EMA/1704

Strategy
YFI/USDT/720/SUPERTREND/EMA/1704
Pair
YFI_USDT
Interval
12h
Score
402051
Daily Profit
0.229418
Profit Factor
1.768058
Profitability
55.855856
Streak
0.000000
Best Strategy
Training Data Length
1882.500000
Evaluation Time
2025-10-05 19:24
Expiration Time
2025-12-01 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431878.7812 288208.0465 143670.7347 499004.0334 253465.2451 245538.7883
Total P&L (%) 431.8788 288.208 143.6707 499.004 253.4652 245.5388
Avg Daily Profit (%) 0.2294 0.1531 0.0763 0.0951 0.0671 0.0659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146479 -111486 -84314 -948702 -669334 -413593
Profit Factor 1.7681 2.2787 1.4264 1.1901 1.2216 1.1659
Total Trades 111 55 56 111 55 56
Winning Trades 62 31 31 62 31 31
Losing Trades 49 24 25 49 24 25
Profitability (%) 55.8559 56.3636 55.3571 55.8559 56.3636 55.3571
Ratio Avg Win / Avg Loss 1.3973 1.7642 1.1504 0.9406 0.9457 0.9402
Largest Winning Trade 199392 199392 56371 311793 311793 208808
Largest Losing Trade -51291 -42770 -51291 -398424 -398424 -245034
Avg Bars in Trades 32 23 42 32 23 42
Avg Bars in Winners 29 13 44 29 13 44
Avg Bars in Losers 37 36 38 37 36 38
Bars Traded 3651 1294 2357 3651 1294 2357
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402051 -167394 -269552 -77937 -284362 -324074
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3765,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759681448067,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.92509
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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": [
        [
            431878.7811919195,
            288208.0464507743,
            143670.7347411451,
            499004.0333747811,
            253465.2451123213,
            245538.7882624599
        ],
        [
            431.878781,
            288.208046,
            143.670735,
            499.004033,
            253.465245,
            245.538788
        ],
        [
            0.229418,
            0.153099,
            0.076319,
            0.095137,
            0.067094,
            0.065888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146479,
            -111486,
            -84314,
            -948702,
            -669334,
            -413593
        ],
        [
            1.768058,
            2.27871,
            1.426437,
            1.190145,
            1.221589,
            1.165851
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            55.855856,
            56.363636,
            55.357143,
            55.855856,
            56.363636,
            55.357143
        ],
        [
            1.397336,
            1.764163,
            1.150352,
            0.940598,
            0.945746,
            0.940202
        ],
        [
            199392,
            199392,
            56371,
            311793,
            311793,
            208808
        ],
        [
            -51291,
            -42770,
            -51291,
            -398424,
            -398424,
            -245034
        ],
        [
            32,
            23,
            42,
            32,
            23,
            42
        ],
        [
            29,
            13,
            44,
            29,
            13,
            44
        ],
        [
            37,
            36,
            38,
            37,
            36,
            38
        ],
        [
            3651,
            1294,
            2357,
            3651,
            1294,
            2357
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402051,
            -167394,
            -269552,
            -77937,
            -284362,
            -324074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3765,
    "evaluation_days": 1882.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1601164800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759681448067,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 95,
            "offset": 0,
            "multiplier": 2.92509
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 94,
            "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)