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Trade: YFI/USDT/720/VWAP/KCU/1387

Strategy
YFI/USDT/720/VWAP/KCU/1387
Pair
YFI_USDT
Interval
12h
Score
570741
Daily Profit
0.179954
Profit Factor
2.091505
Profitability
87.596899
Streak
89.682770
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-08 07:23
Expiration Time
2025-12-03 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339212.6671 151823.3829 187389.2842 840826.9378 -97730.8625 938557.8003
Total P&L (%) 339.2127 151.8234 187.3893 840.8269 -97.7309 938.5578
Avg Daily Profit (%) 0.18 0.0805 0.0994 0.119 -0.2006 0.1242
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75909 -78930 -36919 -780798 -891672 -223912
Profit Factor 2.0915 1.6901 3.0646 1.3447 0.9477 2.6475
Total Trades 129 64 65 129 64 65
Winning Trades 113 55 58 113 55 58
Losing Trades 16 9 7 16 9 7
Profitability (%) 87.5969 85.9375 89.2308 87.5969 85.9375 89.2308
Ratio Avg Win / Avg Loss 0.2961 0.2766 0.3699 0.1904 0.1551 0.3195
Largest Winning Trade 34615 34615 15391 124557 112698 124557
Largest Losing Trade -65629 -65629 -36919 -763511 -763511 -223912
Avg Bars in Trades 27 41 13 27 41 13
Avg Bars in Winners 10 11 10 10 11 10
Avg Bars in Losers 145 223 44 145 223 44
Bars Traded 3523 2624 899 3523 2624 899
Profit Streak 89.6828 89.6828 292.1828 89.6828 89.6828 292.1828
Trades During Streak 13 6 14 13 6 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 570741 -218215 -182235 -27843 -714002 -149522
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897391314,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            339212.6670876882,
            151823.3829151984,
            187389.2841724891,
            840826.9377796656,
            -97730.8625276322,
            938557.8003072981
        ],
        [
            339.212667,
            151.823383,
            187.389284,
            840.826938,
            -97.730863,
            938.5578
        ],
        [
            0.179954,
            0.080543,
            0.099411,
            0.118988,
            -0.200635,
            0.124237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75909,
            -78930,
            -36919,
            -780798,
            -891672,
            -223912
        ],
        [
            2.091505,
            1.690063,
            3.064633,
            1.344676,
            0.947732,
            2.647544
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            16,
            9,
            7,
            16,
            9,
            7
        ],
        [
            87.596899,
            85.9375,
            89.230769,
            87.596899,
            85.9375,
            89.230769
        ],
        [
            0.296142,
            0.276556,
            0.369869,
            0.190397,
            0.155083,
            0.319531
        ],
        [
            34615,
            34615,
            15391,
            124557,
            112698,
            124557
        ],
        [
            -65629,
            -65629,
            -36919,
            -763511,
            -763511,
            -223912
        ],
        [
            27,
            41,
            13,
            27,
            41,
            13
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            145,
            223,
            44,
            145,
            223,
            44
        ],
        [
            3523,
            2624,
            899,
            3523,
            2624,
            899
        ],
        [
            89.68277,
            89.68277,
            292.18277,
            89.68277,
            89.68277,
            292.18277
        ],
        [
            13,
            6,
            14,
            13,
            6,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570741,
            -218215,
            -182235,
            -27843,
            -714002,
            -149522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1604318400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759897391314,
    "expiration_time": 1764767520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 169,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)