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Trade: YFI/USDT/480/VWAP/RMA/3216

Strategy
YFI/USDT/480/VWAP/RMA/3216
Pair
YFI_USDT
Interval
8h
Score
376922
Daily Profit
0.146695
Profit Factor
1.998067
Profitability
85.365854
Streak
52.659019
Best Strategy
Training Data Length
1876.670000
Evaluation Time
2025-09-30 02:48
Expiration Time
2025-11-25 01:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275297.3828 114846.6754 160450.7075 609280.5191 -180855.6518 790136.1708
Total P&L (%) 275.2974 114.8467 160.4507 609.2805 -180.8557 790.1362
Avg Daily Profit (%) 0.1467 0.0612 0.0855 0.1044 0 0.1166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74418 -85825 -29251 -790165 -849134 -152664
Profit Factor 1.9981 1.6513 2.6127 1.3708 0.859 3.1936
Total Trades 123 61 62 123 61 62
Winning Trades 105 50 55 105 50 55
Losing Trades 18 11 7 18 11 7
Profitability (%) 85.3659 81.9672 88.7097 85.3659 81.9672 88.7097
Ratio Avg Win / Avg Loss 0.3425 0.3633 0.3325 0.235 0.189 0.4065
Largest Winning Trade 23907 23907 13706 122341 68380 122341
Largest Losing Trade -59618 -59618 -28930 -656011 -656011 -152664
Avg Bars in Trades 43 57 28 43 57 28
Avg Bars in Winners 14 13 15 14 13 15
Avg Bars in Losers 211 260 134 211 260 134
Bars Traded 5319 3525 1794 5319 3525 1794
Profit Streak 52.659 52.659 62.9924 52.659 52.659 62.9924
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376922 -266986 -224270 -47613 -736904 -181314
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603008000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739239,
    "expiration_time": 1764025920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 208,
            "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": [
        [
            275297.3828171036,
            114846.6753607908,
            160450.707456313,
            609280.5190663543,
            -180855.6517666971,
            790136.1708330512
        ],
        [
            275.297383,
            114.846675,
            160.450707,
            609.280519,
            -180.855652,
            790.136171
        ],
        [
            0.146695,
            0.061197,
            0.085498,
            0.104446,
            0,
            0.116562
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74418,
            -85825,
            -29251,
            -790165,
            -849134,
            -152664
        ],
        [
            1.998067,
            1.651277,
            2.612732,
            1.370841,
            0.859011,
            3.19356
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            18,
            11,
            7,
            18,
            11,
            7
        ],
        [
            85.365854,
            81.967213,
            88.709677,
            85.365854,
            81.967213,
            88.709677
        ],
        [
            0.342526,
            0.363281,
            0.33253,
            0.235001,
            0.188982,
            0.406453
        ],
        [
            23907,
            23907,
            13706,
            122341,
            68380,
            122341
        ],
        [
            -59618,
            -59618,
            -28930,
            -656011,
            -656011,
            -152664
        ],
        [
            43,
            57,
            28,
            43,
            57,
            28
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            211,
            260,
            134,
            211,
            260,
            134
        ],
        [
            5319,
            3525,
            1794,
            5319,
            3525,
            1794
        ],
        [
            52.659019,
            52.659019,
            62.992352,
            52.659019,
            52.659019,
            62.992352
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376922,
            -266986,
            -224270,
            -47613,
            -736904,
            -181314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5630,
    "evaluation_days": 1876.67,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603008000000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739239,
    "expiration_time": 1764025920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 208,
            "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)