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Trade: YFI/USDT/480/VWAP/HLC3/4384

Strategy
YFI/USDT/480/VWAP/HLC3/4384
Pair
YFI_USDT
Interval
8h
Score
402315
Daily Profit
0.265712
Profit Factor
1.355839
Profitability
45.517241
Streak
10.659020
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 498652.8375 440846.5738 57806.2637 -141956.9963 46455.21 -188412.2062
Total P&L (%) 498.6528 440.8466 57.8063 -141.957 46.4552 -188.4122
Avg Daily Profit (%) 0.2657 0.2349 0.0308 0 0.0203 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -215156 -84344 -144393 -578292 -318139 -265747
Profit Factor 1.3558 1.648 1.0802 0.8768 1.0846 0.688
Total Trades 435 217 218 435 217 218
Winning Trades 198 86 112 236 130 106
Losing Trades 237 131 106 199 87 112
Profitability (%) 45.5172 39.6313 51.3761 54.2529 59.9078 48.6239
Ratio Avg Win / Avg Loss 1.6229 2.5103 1.0223 0.7394 0.7259 0.7269
Largest Winning Trade 153547 153547 40750 214083 214083 108470
Largest Losing Trade -103629 -47362 -103629 -169906 -169906 -156300
Avg Bars in Trades 12 12 13 12 12 13
Avg Bars in Winners 14 13 15 11 11 11
Avg Bars in Losers 11 11 10 14 13 15
Bars Traded 5619 2687 2932 5619 2687 2932
Profit Streak 10.659 0 18.3257 0 16.3257 0
Trades During Streak 1 0 3 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402315 283180 -282369 -577675 -293215 -580449
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": 1597046400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739333,
    "expiration_time": 1764025920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "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": [
        [
            498652.8374581822,
            440846.5737850706,
            57806.2636731116,
            -141956.9962820462,
            46455.209963055,
            -188412.2062451013
        ],
        [
            498.652837,
            440.846574,
            57.806264,
            -141.956996,
            46.45521,
            -188.412206
        ],
        [
            0.265712,
            0.234909,
            0.030803,
            0,
            0.020333,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -215156,
            -84344,
            -144393,
            -578292,
            -318139,
            -265747
        ],
        [
            1.355839,
            1.647988,
            1.080173,
            0.876842,
            1.084646,
            0.68797
        ],
        [
            435,
            217,
            218,
            435,
            217,
            218
        ],
        [
            198,
            86,
            112,
            236,
            130,
            106
        ],
        [
            237,
            131,
            106,
            199,
            87,
            112
        ],
        [
            45.517241,
            39.631336,
            51.376147,
            54.252874,
            59.907834,
            48.623853
        ],
        [
            1.622898,
            2.510308,
            1.022307,
            0.739371,
            0.725879,
            0.726912
        ],
        [
            153547,
            153547,
            40750,
            214083,
            214083,
            108470
        ],
        [
            -103629,
            -47362,
            -103629,
            -169906,
            -169906,
            -156300
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            14,
            13,
            15,
            11,
            11,
            11
        ],
        [
            11,
            11,
            10,
            14,
            13,
            15
        ],
        [
            5619,
            2687,
            2932,
            5619,
            2687,
            2932
        ],
        [
            10.65902,
            0,
            18.325687,
            0,
            16.325687,
            0
        ],
        [
            1,
            0,
            3,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402315,
            283180,
            -282369,
            -577675,
            -293215,
            -580449
        ]
    ]
}
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": 1597046400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759189739333,
    "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": "hlc3",
        "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)