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Trade: YFI/USDT/480/VWAP/SSF/4646

Strategy
YFI/USDT/480/VWAP/SSF/4646
Pair
YFI_USDT
Interval
8h
Score
464102
Daily Profit
0.204446
Profit Factor
1.975096
Profitability
71.428571
Streak
90.068805
Best Strategy
Training Data Length
1874.330000
Evaluation Time
2025-09-27 20:39
Expiration Time
2025-11-22 15:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306151.6853 383199.601 -77047.9157 -94866.0107 -17099.7916 -77766.2191
Total P&L (%) 306.1517 383.1996 -77.0479 -94.866 -17.0998 -77.7662
Avg Daily Profit (%) 0.1633 0.2044 -0.0411 -0.1583 -0.01 -0.0802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -312862 -189449 -161392 -1573050 -1021645 -555532
Profit Factor 1.3953 1.9751 0.7981 0.9684 0.9909 0.931
Total Trades 168 84 84 168 84 84
Winning Trades 125 60 65 125 60 65
Losing Trades 43 24 19 43 24 19
Profitability (%) 74.4048 71.4286 77.381 74.4048 71.4286 77.381
Ratio Avg Win / Avg Loss 0.48 0.79 0.2333 0.3331 0.3964 0.2721
Largest Winning Trade 445718 445718 32929 445718 445718 179701
Largest Losing Trade -85207 -65386 -85207 -767620 -767620 -458063
Avg Bars in Trades 33 41 25 33 41 25
Avg Bars in Winners 13 16 10 13 16 10
Avg Bars in Losers 90 102 75 90 102 75
Bars Traded 5595 3451 2144 5595 3451 2144
Profit Streak 60.7355 90.0688 60.7355 60.7355 90.0688 60.7355
Trades During Streak 12 7 6 12 7 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 433709 464102 -575437 -575037 -576519 -575437
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758994744795,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            306151.6853397721,
            383199.6010173152,
            -77047.9156775435,
            -94866.0107399437,
            -17099.7915936025,
            -77766.2191463411
        ],
        [
            306.151685,
            383.199601,
            -77.047916,
            -94.866011,
            -17.099792,
            -77.766219
        ],
        [
            0.163339,
            0.204446,
            -0.041107,
            -0.158293,
            -0.010005,
            -0.080186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -312862,
            -189449,
            -161392,
            -1573050,
            -1021645,
            -555532
        ],
        [
            1.395258,
            1.975096,
            0.798079,
            0.968406,
            0.990882,
            0.931009
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            125,
            60,
            65,
            125,
            60,
            65
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            74.404762,
            71.428571,
            77.380952,
            74.404762,
            71.428571,
            77.380952
        ],
        [
            0.479969,
            0.790038,
            0.233285,
            0.333132,
            0.396353,
            0.272141
        ],
        [
            445718,
            445718,
            32929,
            445718,
            445718,
            179701
        ],
        [
            -85207,
            -65386,
            -85207,
            -767620,
            -767620,
            -458063
        ],
        [
            33,
            41,
            25,
            33,
            41,
            25
        ],
        [
            13,
            16,
            10,
            13,
            16,
            10
        ],
        [
            90,
            102,
            75,
            90,
            102,
            75
        ],
        [
            5595,
            3451,
            2144,
            5595,
            3451,
            2144
        ],
        [
            60.735472,
            90.068805,
            60.735472,
            60.735472,
            90.068805,
            60.735472
        ],
        [
            12,
            7,
            6,
            12,
            7,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433709,
            464102,
            -575437,
            -575037,
            -576519,
            -575437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5623,
    "evaluation_days": 1874.33,
    "actual_first_datapoint_time": 1597046400000,
    "first_datapoint_time": 1597046400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758994744795,
    "expiration_time": 1763818272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    }
}

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)