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Trade: YFI/USDT/480/VWAP/RMA/6679

Strategy
YFI/USDT/480/VWAP/RMA/6679
Pair
YFI_USDT
Interval
8h
Score
562642
Daily Profit
0.183454
Profit Factor
2.174849
Profitability
85.906040
Streak
49.373075
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-09-26 11:57
Expiration Time
2025-11-21 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343609.9075 151440.2261 192169.6814 1222002.7108 135943.9985 1086058.7123
Total P&L (%) 343.6099 151.4402 192.1697 1222.0027 135.944 1086.0587
Avg Daily Profit (%) 0.1835 0.0809 0.1026 0.1379 0.0458 0.1321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67349 -70261 -35835 -667263 -729007 -302692
Profit Factor 2.1748 1.8887 2.5743 1.5313 1.0891 2.4044
Total Trades 149 74 75 149 74 75
Winning Trades 128 62 66 128 62 66
Losing Trades 21 12 9 21 12 9
Profitability (%) 85.906 83.7838 88 85.906 83.7838 88
Ratio Avg Win / Avg Loss 0.3568 0.3656 0.351 0.2512 0.2108 0.3279
Largest Winning Trade 23907 23907 15225 159217 108141 159217
Largest Losing Trade -60181 -60181 -30140 -625495 -625495 -302692
Avg Bars in Trades 35 46 24 35 46 24
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 179 226 117 179 226 117
Bars Traded 5319 3466 1853 5319 3466 1853
Profit Streak 49.3731 49.3731 59.3731 49.3731 49.3731 59.3731
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 562642 -142631 -104099 -1857 -314360 -64633

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877033668,
    "expiration_time": 1763699616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "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": [
        [
            343609.907493117,
            151440.2261075133,
            192169.6813856037,
            1222002.7107835202,
            135943.9984585697,
            1086058.7123249504
        ],
        [
            343.609907,
            151.440226,
            192.169681,
            1222.002711,
            135.943998,
            1086.058712
        ],
        [
            0.183454,
            0.080854,
            0.1026,
            0.137934,
            0.045842,
            0.132133
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67349,
            -70261,
            -35835,
            -667263,
            -729007,
            -302692
        ],
        [
            2.174849,
            1.888713,
            2.574288,
            1.531333,
            1.089051,
            2.404442
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            85.90604,
            83.783784,
            88,
            85.90604,
            83.783784,
            88
        ],
        [
            0.356811,
            0.365557,
            0.351039,
            0.251234,
            0.210784,
            0.327878
        ],
        [
            23907,
            23907,
            15225,
            159217,
            108141,
            159217
        ],
        [
            -60181,
            -60181,
            -30140,
            -625495,
            -625495,
            -302692
        ],
        [
            35,
            46,
            24,
            35,
            46,
            24
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            179,
            226,
            117,
            179,
            226,
            117
        ],
        [
            5319,
            3466,
            1853,
            5319,
            3466,
            1853
        ],
        [
            49.373075,
            49.373075,
            59.373075,
            49.373075,
            49.373075,
            59.373075
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            562642,
            -142631,
            -104099,
            -1857,
            -314360,
            -64633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5619,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602576000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877033668,
    "expiration_time": 1763699616000,
    "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": 193,
            "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)