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Trade: YFI/USDT/360/KCL/VWMA/6486

Strategy
YFI/USDT/360/KCL/VWMA/6486
Pair
YFI_USDT
Interval
6h
Score
480201
Daily Profit
0.178160
Profit Factor
1.749004
Profitability
74.193548
Streak
77.482274
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-07 14:34
Expiration Time
2025-12-02 20:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335653.0957 167913.728 167739.3677 577400.6169 -261949.9294 839350.5463
Total P&L (%) 335.6531 167.9137 167.7394 577.4006 -261.9499 839.3505
Avg Daily Profit (%) 0.1782 0.0891 0.089 0.1016 0 0.119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107878 -135937 -40740 -1558565 -1833846 -484107
Profit Factor 1.749 1.5754 2.0731 1.1314 0.9125 1.5989
Total Trades 155 77 78 155 77 78
Winning Trades 115 58 57 115 58 57
Losing Trades 40 19 21 40 19 21
Profitability (%) 74.1935 75.3247 73.0769 74.1935 75.3247 73.0769
Ratio Avg Win / Avg Loss 0.6083 0.5161 0.7638 0.3935 0.2989 0.5891
Largest Winning Trade 59465 59465 24406 296002 237466 296002
Largest Losing Trade -50674 -50674 -30413 -694383 -694383 -337783
Avg Bars in Trades 44 79 9 44 79 9
Avg Bars in Winners 24 38 11 24 38 11
Avg Bars in Losers 101 207 5 101 207 5
Bars Traded 6917 6149 768 6917 6149 768
Profit Streak 77.4823 143.7323 77.4823 77.4823 143.7323 77.4823
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480201 -110886 -102877 -129208 -617792 -63468
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7536,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759836868471,
    "expiration_time": 1764700128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            335653.0957156919,
            167913.7280345122,
            167739.3676811797,
            577400.6169039703,
            -261949.929438852,
            839350.5463428223
        ],
        [
            335.653096,
            167.913728,
            167.739368,
            577.400617,
            -261.949929,
            839.350546
        ],
        [
            0.17816,
            0.089126,
            0.089034,
            0.101596,
            0,
            0.118968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107878,
            -135937,
            -40740,
            -1558565,
            -1833846,
            -484107
        ],
        [
            1.749004,
            1.575392,
            2.073136,
            1.131407,
            0.912465,
            1.598907
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            74.193548,
            75.324675,
            73.076923,
            74.193548,
            75.324675,
            73.076923
        ],
        [
            0.608349,
            0.516077,
            0.763787,
            0.393533,
            0.298911,
            0.589071
        ],
        [
            59465,
            59465,
            24406,
            296002,
            237466,
            296002
        ],
        [
            -50674,
            -50674,
            -30413,
            -694383,
            -694383,
            -337783
        ],
        [
            44,
            79,
            9,
            44,
            79,
            9
        ],
        [
            24,
            38,
            11,
            24,
            38,
            11
        ],
        [
            101,
            207,
            5,
            101,
            207,
            5
        ],
        [
            6917,
            6149,
            768,
            6917,
            6149,
            768
        ],
        [
            77.482274,
            143.732274,
            77.482274,
            77.482274,
            143.732274,
            77.482274
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480201,
            -110886,
            -102877,
            -129208,
            -617792,
            -63468
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7536,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759836868471,
    "expiration_time": 1764700128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)