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Trade: YFI/USDT/720/MIDPRICE/VWMA/5108

Strategy
YFI/USDT/720/MIDPRICE/VWMA/5108
Pair
YFI_USDT
Interval
12h
Score
406638
Daily Profit
0.150672
Profit Factor
1.529810
Profitability
57.000000
Streak
101.914952
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-27 12:57
Expiration Time
2025-11-19 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281982.5625 167045.6016 114936.9609 159506.4769 -149838.534 309345.0109
Total P&L (%) 281.9826 167.0456 114.937 159.5065 -149.8385 309.345
Avg Daily Profit (%) 0.1507 0.0893 0.0614 0.051 0 0.0753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127054 -101980 -82722 -853976 -715717 -364937
Profit Factor 1.5298 1.5329 1.5255 1.0683 0.8968 1.3501
Total Trades 100 50 50 100 50 50
Winning Trades 57 26 31 57 26 31
Losing Trades 43 24 19 43 24 19
Profitability (%) 57 52 62 57 52 62
Ratio Avg Win / Avg Loss 1.1541 1.4149 0.935 0.8059 0.8278 0.8275
Largest Winning Trade 78182 78182 35960 255520 140839 255520
Largest Losing Trade -47453 -47453 -47348 -398717 -398717 -246661
Avg Bars in Trades 35 42 28 35 42 28
Avg Bars in Winners 26 24 28 26 24 28
Avg Bars in Losers 48 63 28 48 63 28
Bars Traded 3588 2147 1441 3588 2147 1441
Profit Streak 101.915 101.915 126.915 101.915 101.915 126.915
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406638 -251126 -287962 -269298 -759615 -270471
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967051828,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            281982.5625070414,
            167045.601642669,
            114936.9608643729,
            159506.4768576932,
            -149838.5340213333,
            309345.0108790267
        ],
        [
            281.982563,
            167.045602,
            114.936961,
            159.506477,
            -149.838534,
            309.345011
        ],
        [
            0.150672,
            0.089258,
            0.061414,
            0.050967,
            0,
            0.075336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127054,
            -101980,
            -82722,
            -853976,
            -715717,
            -364937
        ],
        [
            1.52981,
            1.532853,
            1.52545,
            1.068307,
            0.89678,
            1.350131
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            57,
            52,
            62,
            57,
            52,
            62
        ],
        [
            1.154068,
            1.414941,
            0.934953,
            0.805916,
            0.827797,
            0.8275
        ],
        [
            78182,
            78182,
            35960,
            255520,
            140839,
            255520
        ],
        [
            -47453,
            -47453,
            -47348,
            -398717,
            -398717,
            -246661
        ],
        [
            35,
            42,
            28,
            35,
            42,
            28
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            48,
            63,
            28,
            48,
            63,
            28
        ],
        [
            3588,
            2147,
            1441,
            3588,
            2147,
            1441
        ],
        [
            101.914952,
            101.914952,
            126.914952,
            101.914952,
            101.914952,
            126.914952
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406638,
            -251126,
            -287962,
            -269298,
            -759615,
            -270471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758967051828,
    "expiration_time": 1763566128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)