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Trade: YFI/USDT/480/MIDPOINT/VWAP/6035

Strategy
YFI/USDT/480/MIDPOINT/VWAP/6035
Pair
YFI_USDT
Interval
8h
Score
313217
Daily Profit
0.277069
Profit Factor
1.310610
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-09-27 11:14
Expiration Time
2025-11-22 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519226.6471 414077.8766 105148.7705 727660.2938 1567684.8131 -840024.5192
Total P&L (%) 519.2266 414.0779 105.1488 727.6603 1567.6848 -840.0245
Avg Daily Profit (%) 0.2771 0.221 0.0561 0.1128 0.1503 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147765 -121930 -82788 -3541056 -2173913 -2045237
Profit Factor 1.3106 1.4816 1.1295 1.0306 1.131 0.9291
Total Trades 770 385 385 770 385 385
Winning Trades 275 131 144 275 131 144
Losing Trades 495 254 241 495 254 241
Profitability (%) 35.7143 34.026 37.4026 35.7143 34.026 37.4026
Ratio Avg Win / Avg Loss 2.3591 2.8726 1.8904 1.855 2.193 1.5549
Largest Winning Trade 131905 131905 40290 768306 768306 611046
Largest Losing Trade -22862 -22862 -15860 -630140 -630140 -504531
Avg Bars in Trades 7 6 7 7 6 7
Avg Bars in Winners 12 11 12 12 11 12
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 5603 2691 2912 5603 2691 2912
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 313217 202586 -198088 -228983 -72136 -581164
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758960846277,
    "expiration_time": 1763788608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            519226.6470962926,
            414077.8766267743,
            105148.7704695182,
            727660.2938376404,
            1567684.8130621326,
            -840024.5192244949
        ],
        [
            519.226647,
            414.077877,
            105.14877,
            727.660294,
            1567.684813,
            -840.024519
        ],
        [
            0.277069,
            0.220959,
            0.056109,
            0.11284,
            0.150274,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147765,
            -121930,
            -82788,
            -3541056,
            -2173913,
            -2045237
        ],
        [
            1.31061,
            1.481552,
            1.129533,
            1.030568,
            1.13104,
            0.929058
        ],
        [
            770,
            385,
            385,
            770,
            385,
            385
        ],
        [
            275,
            131,
            144,
            275,
            131,
            144
        ],
        [
            495,
            254,
            241,
            495,
            254,
            241
        ],
        [
            35.714286,
            34.025974,
            37.402597,
            35.714286,
            34.025974,
            37.402597
        ],
        [
            2.359099,
            2.872627,
            1.8904,
            1.855023,
            2.193008,
            1.554881
        ],
        [
            131905,
            131905,
            40290,
            768306,
            768306,
            611046
        ],
        [
            -22862,
            -22862,
            -15860,
            -630140,
            -630140,
            -504531
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            5603,
            2691,
            2912,
            5603,
            2691,
            2912
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313217,
            202586,
            -198088,
            -228983,
            -72136,
            -581164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5622,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597276800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758960846277,
    "expiration_time": 1763788608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)