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Trade: YFI/USDT/480/MIDPOINT/VWMA/6270

Strategy
YFI/USDT/480/MIDPOINT/VWMA/6270
Pair
YFI_USDT
Interval
8h
Score
477463
Daily Profit
0.193155
Profit Factor
1.922945
Profitability
61.458333
Streak
127.219081
Best Strategy
Training Data Length
1890.000000
Evaluation Time
2025-10-13 08:15
Expiration Time
2025-12-08 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365062.4005 180345.2457 184717.1547 63060.4849 96483.2435 -33422.7585
Total P&L (%) 365.0624 180.3452 184.7172 63.0605 96.4832 -33.4228
Avg Daily Profit (%) 0.1932 0.0954 0.0977 0.0259 0.0357 -0.0215
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94528 -89749 -94528 -167478 -16562 -164890
Profit Factor 1.9229 1.9203 1.9255 1.2543 2.7213 0.8259
Total Trades 96 48 48 96 48 48
Winning Trades 59 25 34 59 25 34
Losing Trades 37 23 14 37 23 14
Profitability (%) 61.4583 52.0833 70.8333 61.4583 52.0833 70.8333
Ratio Avg Win / Avg Loss 1.2059 1.7667 0.7929 0.7866 2.5036 0.3401
Largest Winning Trade 89703 89703 39436 31585 29553 31585
Largest Losing Trade -94528 -35651 -94528 -164890 -12711 -164890
Avg Bars in Trades 55 60 50 55 60 50
Avg Bars in Winners 46 44 48 46 44 48
Avg Bars in Losers 69 77 57 69 77 57
Bars Traded 5331 2889 2442 5331 2889 2442
Profit Streak 127.2191 127.2191 204.2191 127.2191 127.2191 204.2191
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477463 -60614 -57389 -157472 -138640 -576551
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5670,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332528652,
    "expiration_time": 1765212480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "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": [
        [
            365062.4004939068,
            180345.2457474062,
            184717.1547465001,
            63060.4849381957,
            96483.2434528038,
            -33422.7585146082
        ],
        [
            365.0624,
            180.345246,
            184.717155,
            63.060485,
            96.483243,
            -33.422759
        ],
        [
            0.193155,
            0.095421,
            0.097734,
            0.025874,
            0.035742,
            -0.021522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94528,
            -89749,
            -94528,
            -167478,
            -16562,
            -164890
        ],
        [
            1.922945,
            1.920312,
            1.92553,
            1.254301,
            2.721339,
            0.825855
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            37,
            23,
            14,
            37,
            23,
            14
        ],
        [
            61.458333,
            52.083333,
            70.833333,
            61.458333,
            52.083333,
            70.833333
        ],
        [
            1.205914,
            1.766687,
            0.792865,
            0.786595,
            2.503632,
            0.340058
        ],
        [
            89703,
            89703,
            39436,
            31585,
            29553,
            31585
        ],
        [
            -94528,
            -35651,
            -94528,
            -164890,
            -12711,
            -164890
        ],
        [
            55,
            60,
            50,
            55,
            60,
            50
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            69,
            77,
            57,
            69,
            77,
            57
        ],
        [
            5331,
            2889,
            2442,
            5331,
            2889,
            2442
        ],
        [
            127.219081,
            127.219082,
            204.219082,
            127.219082,
            127.219082,
            204.219082
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477463,
            -60614,
            -57389,
            -157472,
            -138640,
            -576551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5670,
    "evaluation_days": 1890,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603756800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332528652,
    "expiration_time": 1765212480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "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)