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Trade: YFI/USDT/720/VWAP/KCU/8474

Strategy
YFI/USDT/720/VWAP/KCU/8474
Pair
YFI_USDT
Interval
12h
Score
572890
Daily Profit
0.175257
Profit Factor
2.541948
Profitability
85.567010
Streak
75.612352
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-09-30 05:41
Expiration Time
2025-11-25 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 328956.6648 131924.6651 197031.9997 1036553.0936 1520.8335 1035032.2601
Total P&L (%) 328.9567 131.9247 197.032 1036.5531 1.5208 1035.0323
Avg Daily Profit (%) 0.1753 0.0703 0.105 0.1296 0.0008 0.1295
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64330 -77999 -25551 -581151 -673714 -158716
Profit Factor 2.5419 1.7516 6.2109 1.6334 1.0011 5.3045
Total Trades 97 48 49 97 48 49
Winning Trades 83 39 44 83 39 44
Losing Trades 14 9 5 14 9 5
Profitability (%) 85.567 81.25 89.7959 85.567 81.25 89.7959
Ratio Avg Win / Avg Loss 0.4288 0.4042 0.7058 0.2755 0.231 0.6028
Largest Winning Trade 28456 28456 14373 149345 149345 87860
Largest Losing Trade -64330 -64330 -25551 -581151 -581151 -158716
Avg Bars in Trades 35 60 11 35 60 11
Avg Bars in Winners 10 12 8 10 12 8
Avg Bars in Losers 182 266 31 182 266 31
Bars Traded 3451 2903 548 3451 2903 548
Profit Streak 75.6124 75.6124 562.1124 75.6124 75.6124 562.1124
Trades During Streak 5 2 11 5 2 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 572890 -93485 -40414 -12869 -573444 -7795
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3754,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200107185,
    "expiration_time": 1764055584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 208,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            328956.6647898067,
            131924.6650660305,
            197031.9997237764,
            1036553.093577065,
            1520.8334814598,
            1035032.2600956049
        ],
        [
            328.956665,
            131.924665,
            197.032,
            1036.553094,
            1.520833,
            1035.03226
        ],
        [
            0.175257,
            0.070285,
            0.104972,
            0.129577,
            0.000804,
            0.129506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64330,
            -77999,
            -25551,
            -581151,
            -673714,
            -158716
        ],
        [
            2.541948,
            1.751591,
            6.210931,
            1.633363,
            1.001089,
            5.304518
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            14,
            9,
            5,
            14,
            9,
            5
        ],
        [
            85.56701,
            81.25,
            89.795918,
            85.56701,
            81.25,
            89.795918
        ],
        [
            0.428762,
            0.404213,
            0.705788,
            0.275507,
            0.231021,
            0.602786
        ],
        [
            28456,
            28456,
            14373,
            149345,
            149345,
            87860
        ],
        [
            -64330,
            -64330,
            -25551,
            -581151,
            -581151,
            -158716
        ],
        [
            35,
            60,
            11,
            35,
            60,
            11
        ],
        [
            10,
            12,
            8,
            10,
            12,
            8
        ],
        [
            182,
            266,
            31,
            182,
            266,
            31
        ],
        [
            3451,
            2903,
            548,
            3451,
            2903,
            548
        ],
        [
            75.612352,
            75.612352,
            562.112352,
            75.612352,
            75.612352,
            562.112352
        ],
        [
            5,
            2,
            11,
            5,
            2,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            572890,
            -93485,
            -40414,
            -12869,
            -573444,
            -7795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3754,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1606003200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759200107185,
    "expiration_time": 1764055584000,
    "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": 208,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)