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Trade: YFI/USDT/240/DEMA/VWMA/5982

Strategy
YFI/USDT/240/DEMA/VWMA/5982
Pair
YFI_USDT
Interval
4h
Score
383550
Daily Profit
0.177237
Profit Factor
1.618225
Profitability
57.522124
Streak
0.000000
Best Strategy
Training Data Length
1871.170000
Evaluation Time
2025-09-25 22:29
Expiration Time
2025-11-19 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331640.7817 192127.5194 139513.2623 262017.7474 190846.993 71170.7544
Total P&L (%) 331.6408 192.1275 139.5133 262.0177 190.847 71.1708
Avg Daily Profit (%) 0.1772 0.1027 0.0746 0.0688 0.0571 0.0287
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137751 -97831 -118145 -341297 -163424 -308936
Profit Factor 1.6182 1.6446 1.5853 1.2101 1.2959 1.1182
Total Trades 113 56 57 113 56 57
Winning Trades 65 29 36 65 29 36
Losing Trades 48 27 21 48 27 21
Profitability (%) 57.5221 51.7857 63.1579 57.5221 51.7857 63.1579
Ratio Avg Win / Avg Loss 1.195 1.5311 0.9248 0.8936 1.2065 0.6523
Largest Winning Trade 106875 106875 44198 173400 173400 99242
Largest Losing Trade -49959 -33456 -49959 -201665 -84038 -201665
Avg Bars in Trades 96 129 63 96 129 63
Avg Bars in Winners 101 137 73 101 137 73
Avg Bars in Losers 88 122 45 88 122 45
Bars Traded 10886 7279 3607 10886 7279 3607
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383550 -232611 -271583 -101957 -296473 -425053

Evaluation Data

{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600056000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828590748,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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": [
        [
            331640.7816788105,
            192127.5193800724,
            139513.2622987383,
            262017.7473943422,
            190846.9930212819,
            71170.7543730602
        ],
        [
            331.640782,
            192.127519,
            139.513262,
            262.017747,
            190.846993,
            71.170754
        ],
        [
            0.177237,
            0.102678,
            0.074559,
            0.068779,
            0.057073,
            0.028729
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137751,
            -97831,
            -118145,
            -341297,
            -163424,
            -308936
        ],
        [
            1.618225,
            1.644553,
            1.585301,
            1.210085,
            1.295912,
            1.118174
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            57.522124,
            51.785714,
            63.157895,
            57.522124,
            51.785714,
            63.157895
        ],
        [
            1.194997,
            1.531136,
            0.924759,
            0.893601,
            1.206539,
            0.652268
        ],
        [
            106875,
            106875,
            44198,
            173400,
            173400,
            99242
        ],
        [
            -49959,
            -33456,
            -49959,
            -201665,
            -84038,
            -201665
        ],
        [
            96,
            129,
            63,
            96,
            129,
            63
        ],
        [
            101,
            137,
            73,
            101,
            137,
            73
        ],
        [
            88,
            122,
            45,
            88,
            122,
            45
        ],
        [
            10886,
            7279,
            3607,
            10886,
            7279,
            3607
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383550,
            -232611,
            -271583,
            -101957,
            -296473,
            -425053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11227,
    "evaluation_days": 1871.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600056000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758828590748,
    "expiration_time": 1763565264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 81,
            "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)