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Trade: YFI/USDT/480/HILO/SSF/5450

Strategy
YFI/USDT/480/HILO/SSF/5450
Pair
YFI_USDT
Interval
8h
Score
394470
Daily Profit
0.240090
Profit Factor
1.333104
Profitability
50.440529
Streak
0.000000
Best Strategy
Training Data Length
1888.000000
Evaluation Time
2025-10-11 06:12
Expiration Time
2025-12-06 17:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453289.6105 315120.8535 138168.757 664620.1087 581870.2477 82749.861
Total P&L (%) 453.2896 315.1209 138.1688 664.6201 581.8702 82.7499
Avg Daily Profit (%) 0.2401 0.1669 0.0732 0.1078 0.1017 0.0319
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100075 -102095 -61422 -996674 -651154 -584977
Profit Factor 1.3331 1.4267 1.222 1.0918 1.1485 1.0249
Total Trades 454 227 227 454 227 227
Winning Trades 229 101 128 229 101 128
Losing Trades 225 126 99 225 126 99
Profitability (%) 50.4405 44.4934 56.3877 50.4405 44.4934 56.3877
Ratio Avg Win / Avg Loss 1.3098 1.7798 0.9452 1.0727 1.4328 0.7927
Largest Winning Trade 77410 77410 28418 391836 391836 153968
Largest Losing Trade -37477 -37477 -30249 -351263 -280080 -351263
Avg Bars in Trades 12 16 7 12 16 7
Avg Bars in Winners 11 18 7 11 18 7
Avg Bars in Losers 12 15 8 12 15 8
Bars Traded 5627 3832 1795 5627 3832 1795
Profit Streak 0 0 23.134 0 0 23.134
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394470 290739 -94084 -165486 -115164 -341798
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5664,
    "evaluation_days": 1888,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760152377702,
    "expiration_time": 1765034496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "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": [
        [
            453289.6105159762,
            315120.8534796942,
            138168.7570362829,
            664620.1086759128,
            581870.2476986577,
            82749.8609772556
        ],
        [
            453.289611,
            315.120853,
            138.168757,
            664.620109,
            581.870248,
            82.749861
        ],
        [
            0.24009,
            0.166907,
            0.073183,
            0.107802,
            0.101729,
            0.031941
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100075,
            -102095,
            -61422,
            -996674,
            -651154,
            -584977
        ],
        [
            1.333104,
            1.426681,
            1.222041,
            1.091806,
            1.148495,
            1.024918
        ],
        [
            454,
            227,
            227,
            454,
            227,
            227
        ],
        [
            229,
            101,
            128,
            229,
            101,
            128
        ],
        [
            225,
            126,
            99,
            225,
            126,
            99
        ],
        [
            50.440529,
            44.493392,
            56.387665,
            50.440529,
            44.493392,
            56.387665
        ],
        [
            1.309818,
            1.779819,
            0.945173,
            1.072735,
            1.432775,
            0.79271
        ],
        [
            77410,
            77410,
            28418,
            391836,
            391836,
            153968
        ],
        [
            -37477,
            -37477,
            -30249,
            -351263,
            -280080,
            -351263
        ],
        [
            12,
            16,
            7,
            12,
            16,
            7
        ],
        [
            11,
            18,
            7,
            11,
            18,
            7
        ],
        [
            12,
            15,
            8,
            12,
            15,
            8
        ],
        [
            5627,
            3832,
            1795,
            5627,
            3832,
            1795
        ],
        [
            0,
            0,
            23.134001,
            0,
            0,
            23.134001
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394470,
            290739,
            -94084,
            -165486,
            -115164,
            -341798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5664,
    "evaluation_days": 1888,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597622400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760152377702,
    "expiration_time": 1765034496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "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)