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Trade: YFI/USDT/480/VWAP/ALMA/8032

Strategy
YFI/USDT/480/VWAP/ALMA/8032
Pair
YFI_USDT
Interval
8h
Score
534352
Daily Profit
0.150850
Profit Factor
2.106914
Profitability
83.720930
Streak
24.018052
Best Strategy
Training Data Length
1885.330000
Evaluation Time
2025-10-08 19:26
Expiration Time
2025-12-03 23:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284402.2582 151072.4626 133329.7956 385171.1605 -554751.3678 939922.5284
Total P&L (%) 284.4023 151.0725 133.3298 385.1712 -554.7514 939.9225
Avg Daily Profit (%) 0.1509 0.0801 0.0707 0.0838 0 0.1243
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139870 -118479 -67151 -1648916 -1550416 -484113
Profit Factor 2.1069 2.032 2.2061 1.1581 0.6826 2.3655
Total Trades 86 43 43 86 43 43
Winning Trades 72 35 37 72 35 37
Losing Trades 14 8 6 14 8 6
Profitability (%) 83.7209 81.3953 86.0465 83.7209 81.3953 86.0465
Ratio Avg Win / Avg Loss 0.4097 0.4645 0.3578 0.2252 0.156 0.3836
Largest Winning Trade 77280 77280 24082 177189 116655 177189
Largest Losing Trade -63810 -63810 -47564 -1133946 -1133946 -335785
Avg Bars in Trades 63 74 51 63 74 51
Avg Bars in Winners 28 27 29 28 27 29
Avg Bars in Losers 241 278 192 241 278 192
Bars Traded 5426 3195 2231 5426 3195 2231
Profit Streak 24.0181 164.6847 24.0181 24.0181 164.6847 24.0181
Trades During Streak 8 14 4 8 14 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 534352 -79156 -91059 -122944 -575054 -18915
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5656,
    "evaluation_days": 1885.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759940759736,
    "expiration_time": 1764797184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "offset": 36
        }
    }
}
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": [
        [
            284402.2581879168,
            151072.4626031489,
            133329.7955847677,
            385171.1605480422,
            -554751.3678270464,
            939922.5283750884
        ],
        [
            284.402258,
            151.072463,
            133.329796,
            385.171161,
            -554.751368,
            939.922528
        ],
        [
            0.15085,
            0.080131,
            0.07072,
            0.083805,
            0,
            0.124285
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139870,
            -118479,
            -67151,
            -1648916,
            -1550416,
            -484113
        ],
        [
            2.106914,
            2.03199,
            2.206133,
            1.158093,
            0.682643,
            2.36552
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            14,
            8,
            6,
            14,
            8,
            6
        ],
        [
            83.72093,
            81.395349,
            86.046512,
            83.72093,
            81.395349,
            86.046512
        ],
        [
            0.409678,
            0.464455,
            0.357751,
            0.225185,
            0.156033,
            0.383598
        ],
        [
            77280,
            77280,
            24082,
            177189,
            116655,
            177189
        ],
        [
            -63810,
            -63810,
            -47564,
            -1133946,
            -1133946,
            -335785
        ],
        [
            63,
            74,
            51,
            63,
            74,
            51
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            241,
            278,
            192,
            241,
            278,
            192
        ],
        [
            5426,
            3195,
            2231,
            5426,
            3195,
            2231
        ],
        [
            24.018052,
            164.684719,
            24.018052,
            24.018052,
            164.684719,
            24.018052
        ],
        [
            8,
            14,
            4,
            8,
            14,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            534352,
            -79156,
            -91059,
            -122944,
            -575054,
            -18915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5656,
    "evaluation_days": 1885.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1603526400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759940759736,
    "expiration_time": 1764797184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 190,
            "offset": 36
        }
    }
}

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)