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Trade: YFI/USDT/360/VWAP/BBL/1991

Strategy
YFI/USDT/360/VWAP/BBL/1991
Pair
YFI_USDT
Interval
6h
Score
527955
Daily Profit
0.196378
Profit Factor
1.626320
Profitability
82.758621
Streak
126.774492
Best Strategy
Training Data Length
1881.250000
Evaluation Time
2025-10-04 21:35
Expiration Time
2025-11-30 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369436.5604 221700.3403 147736.2202 -51430.9349 76557.7953 -127988.7301
Total P&L (%) 369.4366 221.7003 147.7362 -51.4309 76.5578 -127.9887
Avg Daily Profit (%) 0.1964 0.1178 0.0785 -0.0384 0.0302 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96110 -40031 -114971 -212131 -37118 -215666
Profit Factor 1.6263 2.5257 1.3323 0.893 2.0039 0.6835
Total Trades 203 102 101 203 102 101
Winning Trades 168 81 87 168 81 87
Losing Trades 35 21 14 35 21 14
Profitability (%) 82.7586 79.4118 86.1386 82.7586 79.4118 86.1386
Ratio Avg Win / Avg Loss 0.3388 0.6548 0.2144 0.186 0.5195 0.11
Largest Winning Trade 55000 46501 55000 65848 35143 65848
Largest Losing Trade -96110 -39153 -96110 -212131 -37118 -212131
Avg Bars in Trades 35 10 60 35 10 60
Avg Bars in Winners 20 6 32 20 6 32
Avg Bars in Losers 110 26 238 110 26 238
Bars Traded 7274 1114 6160 7274 1114 6160
Profit Streak 126.7745 235.5245 126.7745 126.7745 235.5245 126.7745
Trades During Streak 9 14 4 9 14 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527955 -27960 -83619 -574004 -145799 -574914
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7525,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600279200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602916121,
    "expiration_time": 1764455400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 1.52844
        }
    }
}
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": [
        [
            369436.5604472141,
            221700.340284017,
            147736.2201631968,
            -51430.9348694379,
            76557.7952517181,
            -127988.7301211558
        ],
        [
            369.43656,
            221.70034,
            147.73622,
            -51.430935,
            76.557795,
            -127.98873
        ],
        [
            0.196378,
            0.117847,
            0.078531,
            -0.038381,
            0.030223,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96110,
            -40031,
            -114971,
            -212131,
            -37118,
            -215666
        ],
        [
            1.62632,
            2.525668,
            1.332336,
            0.892996,
            2.003883,
            0.683496
        ],
        [
            203,
            102,
            101,
            203,
            102,
            101
        ],
        [
            168,
            81,
            87,
            168,
            81,
            87
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            82.758621,
            79.411765,
            86.138614,
            82.758621,
            79.411765,
            86.138614
        ],
        [
            0.338817,
            0.654803,
            0.214399,
            0.186041,
            0.519525,
            0.109988
        ],
        [
            55000,
            46501,
            55000,
            65848,
            35143,
            65848
        ],
        [
            -96110,
            -39153,
            -96110,
            -212131,
            -37118,
            -212131
        ],
        [
            35,
            10,
            60,
            35,
            10,
            60
        ],
        [
            20,
            6,
            32,
            20,
            6,
            32
        ],
        [
            110,
            26,
            238,
            110,
            26,
            238
        ],
        [
            7274,
            1114,
            6160,
            7274,
            1114,
            6160
        ],
        [
            126.774492,
            235.524492,
            126.774492,
            126.774492,
            235.524492,
            126.774492
        ],
        [
            9,
            14,
            4,
            9,
            14,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527955,
            -27960,
            -83619,
            -574004,
            -145799,
            -574914
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7525,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1600279200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602916121,
    "expiration_time": 1764455400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 245,
            "offset": 0,
            "std": 1.52844
        }
    }
}

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)