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Trade: YFI/USDT/480/PSAR/VWAP/2982

Strategy
YFI/USDT/480/PSAR/VWAP/2982
Pair
YFI_USDT
Interval
8h
Score
343855
Daily Profit
0.289754
Profit Factor
1.370761
Profitability
39.168490
Streak
9.571865
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-09-29 08:43
Expiration Time
2025-11-24 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 543577.7387 445497.5388 98080.1999 599338.0449 1714802.3887 -1115464.3438
Total P&L (%) 543.5777 445.4975 98.0802 599.338 1714.8024 -1115.4643
Avg Daily Profit (%) 0.2898 0.2375 0.0523 0.1037 0.1546 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193805 -136367 -97719 -4679249 -2608418 -2911324
Profit Factor 1.3708 1.5775 1.1412 1.0265 1.1551 0.9036
Total Trades 457 228 229 457 228 229
Winning Trades 179 77 102 179 77 102
Losing Trades 278 151 127 278 151 127
Profitability (%) 39.1685 33.7719 44.5415 39.1685 33.7719 44.5415
Ratio Avg Win / Avg Loss 2.1289 3.0935 1.4209 1.5942 2.2651 1.1251
Largest Winning Trade 151154 151154 38407 1476843 1476843 1026483
Largest Losing Trade -25903 -19975 -25903 -750753 -615409 -750753
Avg Bars in Trades 12 11 13 12 11 13
Avg Bars in Winners 17 15 18 17 15 18
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 5619 2606 3013 5619 2606 3013
Profit Streak 9.5719 0 10.9052 9.5719 0 10.9052
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343855 195710 -188866 -245250 -46593 -579670
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5628,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124609174,
    "expiration_time": 1763966592000,
    "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": "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": [
        [
            543577.7387119096,
            445497.5387843886,
            98080.1999275213,
            599338.0448771156,
            1714802.388655406,
            -1115464.3437782938
        ],
        [
            543.577739,
            445.497539,
            98.0802,
            599.338045,
            1714.802389,
            -1115.464344
        ],
        [
            0.289754,
            0.237472,
            0.052282,
            0.10373,
            0.154627,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193805,
            -136367,
            -97719,
            -4679249,
            -2608418,
            -2911324
        ],
        [
            1.370761,
            1.577461,
            1.141197,
            1.026481,
            1.155062,
            0.903624
        ],
        [
            457,
            228,
            229,
            457,
            228,
            229
        ],
        [
            179,
            77,
            102,
            179,
            77,
            102
        ],
        [
            278,
            151,
            127,
            278,
            151,
            127
        ],
        [
            39.16849,
            33.77193,
            44.541485,
            39.16849,
            33.77193,
            44.541485
        ],
        [
            2.128892,
            3.093462,
            1.420902,
            1.594199,
            2.265122,
            1.1251
        ],
        [
            151154,
            151154,
            38407,
            1476843,
            1476843,
            1026483
        ],
        [
            -25903,
            -19975,
            -25903,
            -750753,
            -615409,
            -750753
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5619,
            2606,
            3013,
            5619,
            2606,
            3013
        ],
        [
            9.571865,
            0,
            10.905199,
            9.571865,
            0,
            10.905199
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343855,
            195710,
            -188866,
            -245250,
            -46593,
            -579670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5628,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759124609174,
    "expiration_time": 1763966592000,
    "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": "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)