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Trade: YFI/USDT/480/VWAP/RMA/9154

Strategy
YFI/USDT/480/VWAP/RMA/9154
Pair
YFI_USDT
Interval
8h
Score
556087
Daily Profit
0.175878
Profit Factor
2.127531
Profitability
85.714286
Streak
51.267885
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-09-28 09:25
Expiration Time
2025-11-23 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 329770.7744 144347.8541 185422.9203 1055061.6766 60478.8004 994582.8762
Total P&L (%) 329.7708 144.3479 185.4229 1055.0617 60.4788 994.5829
Avg Daily Profit (%) 0.1759 0.077 0.0989 0.1306 0.0252 0.1277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67349 -70900 -35835 -621545 -725546 -264469
Profit Factor 2.1275 1.8471 2.519 1.4975 1.0421 2.4503
Total Trades 147 73 74 147 73 74
Winning Trades 126 61 65 126 61 65
Losing Trades 21 12 9 21 12 9
Profitability (%) 85.7143 83.5616 87.8378 85.7143 83.5616 87.8378
Ratio Avg Win / Avg Loss 0.3546 0.3634 0.3488 0.2496 0.205 0.3393
Largest Winning Trade 23907 23907 15225 139111 94485 139111
Largest Losing Trade -60181 -60181 -30140 -621545 -621545 -264469
Avg Bars in Trades 36 47 25 36 47 25
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 179 226 117 179 226 117
Bars Traded 5319 3462 1856 5319 3462 1856
Profit Streak 51.2679 51.2679 61.2679 51.2679 51.2679 61.2679
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556087 -155396 -116672 -11898 -401600 -77969
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5625,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759040745240,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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": [
        [
            329770.7743903006,
            144347.8541150615,
            185422.920275239,
            1055061.6765802184,
            60478.8004162261,
            994582.8761639919
        ],
        [
            329.770774,
            144.347854,
            185.42292,
            1055.061677,
            60.4788,
            994.582876
        ],
        [
            0.175878,
            0.076986,
            0.098892,
            0.130578,
            0.025229,
            0.127706
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67349,
            -70900,
            -35835,
            -621545,
            -725546,
            -264469
        ],
        [
            2.127531,
            1.847092,
            2.519017,
            1.497501,
            1.042147,
            2.450281
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            85.714286,
            83.561644,
            87.837838,
            85.714286,
            83.561644,
            87.837838
        ],
        [
            0.354589,
            0.363362,
            0.348787,
            0.249583,
            0.205013,
            0.33927
        ],
        [
            23907,
            23907,
            15225,
            139111,
            94485,
            139111
        ],
        [
            -60181,
            -60181,
            -30140,
            -621545,
            -621545,
            -264469
        ],
        [
            36,
            47,
            25,
            36,
            47,
            25
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            179,
            226,
            117,
            179,
            226,
            117
        ],
        [
            5319,
            3462,
            1856,
            5319,
            3462,
            1856
        ],
        [
            51.267885,
            51.267885,
            61.267885,
            51.267885,
            51.267885,
            61.267885
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556087,
            -155396,
            -116672,
            -11898,
            -401600,
            -77969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5625,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1602547200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759040745240,
    "expiration_time": 1763877600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 192,
            "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)