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Trade: YFI/USDT/720/VWAP/RMA/6088

Strategy
YFI/USDT/720/VWAP/RMA/6088
Pair
YFI_USDT
Interval
12h
Score
629851
Daily Profit
0.163229
Profit Factor
2.974382
Profitability
92.045455
Streak
84.297291
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-06 10:08
Expiration Time
2025-12-01 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307361.0895 131606.8041 175754.2854 791361.087 77016.1945 714344.8925
Total P&L (%) 307.3611 131.6068 175.7543 791.3611 77.0162 714.3449
Avg Daily Profit (%) 0.1632 0.0699 0.0933 0.1162 0.0303 0.1114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70452 -70452 -32847 -471086 -471086 -50718
Profit Factor 2.9744 2.1917 4.8849 2.0726 1.1186 9.0539
Total Trades 88 44 44 88 44 44
Winning Trades 81 39 42 81 39 42
Losing Trades 7 5 2 7 5 2
Profitability (%) 92.0455 88.6364 95.4545 92.0455 88.6364 95.4545
Ratio Avg Win / Avg Loss 0.257 0.281 0.2326 0.1791 0.1434 0.4311
Largest Winning Trade 52350 52350 17749 63694 63694 52696
Largest Losing Trade -70452 -70452 -32847 -471086 -471086 -50718
Avg Bars in Trades 39 55 22 39 55 22
Avg Bars in Winners 17 21 14 17 21 14
Avg Bars in Losers 286 321 197 286 321 197
Bars Traded 3450 2457 992 3450 2457 992
Profit Streak 84.2973 84.2973 639.2973 84.2973 84.2973 639.2973
Trades During Streak 15 7 17 15 7 17
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 629851 -91893 -56174 -28950 -237713 -30805
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734485970,
    "expiration_time": 1764589536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 214,
            "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": [
        [
            307361.0895067567,
            131606.804069028,
            175754.2854377284,
            791361.0869702254,
            77016.194501179,
            714344.8924690463
        ],
        [
            307.36109,
            131.606804,
            175.754285,
            791.361087,
            77.016195,
            714.344892
        ],
        [
            0.163229,
            0.069892,
            0.093337,
            0.116243,
            0.030332,
            0.111438
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70452,
            -70452,
            -32847,
            -471086,
            -471086,
            -50718
        ],
        [
            2.974382,
            2.191725,
            4.88487,
            2.072578,
            1.118648,
            9.053892
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            7,
            5,
            2,
            7,
            5,
            2
        ],
        [
            92.045455,
            88.636364,
            95.454545,
            92.045455,
            88.636364,
            95.454545
        ],
        [
            0.257045,
            0.28099,
            0.232613,
            0.179112,
            0.143416,
            0.431138
        ],
        [
            52350,
            52350,
            17749,
            63694,
            63694,
            52696
        ],
        [
            -70452,
            -70452,
            -32847,
            -471086,
            -471086,
            -50718
        ],
        [
            39,
            55,
            22,
            39,
            55,
            22
        ],
        [
            17,
            21,
            14,
            17,
            21,
            14
        ],
        [
            286,
            321,
            197,
            286,
            321,
            197
        ],
        [
            3450,
            2457,
            992,
            3450,
            2457,
            992
        ],
        [
            84.297291,
            84.297291,
            639.297291,
            84.297291,
            84.297291,
            639.297291
        ],
        [
            15,
            7,
            17,
            15,
            7,
            17
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            629851,
            -91893,
            -56174,
            -28950,
            -237713,
            -30805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734485970,
    "expiration_time": 1764589536000,
    "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": 214,
            "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)