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Trade: CRV/USDT/120/BBL/VWMA/4504

Strategy
CRV/USDT/120/BBL/VWMA/4504
Pair
CRV_USDT
Interval
2h
Score
448121
Daily Profit
0.273455
Profit Factor
1.435261
Profitability
54.798762
Streak
18.794348
Best Strategy
Training Data Length
1873.420000
Evaluation Time
2025-10-02 04:03
Expiration Time
2025-12-08 12:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512295.366 436999.3118 75296.0542 531349.8216 -658256.4083 1189606.2299
Total P&L (%) 512.2954 436.9993 75.2961 531.3498 -658.2564 1189.6062
Avg Daily Profit (%) 0.2735 0.2333 0.0402 0.0984 0 0.1366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126885 -153689 -79593 -4268818 -5283745 -1116820
Profit Factor 1.4353 1.5428 1.2025 1.0289 0.9516 1.2489
Total Trades 323 161 162 323 161 162
Winning Trades 177 82 95 177 82 95
Losing Trades 146 79 67 146 79 67
Profitability (%) 54.7988 50.9317 58.642 54.7988 50.9317 58.642
Ratio Avg Win / Avg Loss 1.1839 1.4864 0.848 0.8487 0.9168 0.8808
Largest Winning Trade 125681 125681 13240 1420927 1420927 362442
Largest Losing Trade -59925 -59925 -21427 -1544605 -1544605 -676062
Avg Bars in Trades 65 120 11 65 120 11
Avg Bars in Winners 38 69 11 38 69 11
Avg Bars in Losers 98 172 11 98 172 11
Bars Traded 21196 19374 1822 21196 19374 1822
Profit Streak 18.7943 0 52.0443 18.7943 0 52.0443
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448121 355746 -139141 -248703 -580369 -9927
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22481,
    "evaluation_days": 1873.42,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367031680,
    "expiration_time": 1765190275200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 3.78188
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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": [
        [
            512295.3659824971,
            436999.3117777044,
            75296.0542047931,
            531349.8215899181,
            -658256.4083301496,
            1189606.2299200683
        ],
        [
            512.295366,
            436.999312,
            75.296054,
            531.349822,
            -658.256408,
            1189.60623
        ],
        [
            0.273455,
            0.233263,
            0.040192,
            0.098408,
            0,
            0.136577
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126885,
            -153689,
            -79593,
            -4268818,
            -5283745,
            -1116820
        ],
        [
            1.435261,
            1.542816,
            1.20245,
            1.028907,
            0.951605,
            1.248897
        ],
        [
            323,
            161,
            162,
            323,
            161,
            162
        ],
        [
            177,
            82,
            95,
            177,
            82,
            95
        ],
        [
            146,
            79,
            67,
            146,
            79,
            67
        ],
        [
            54.798762,
            50.931677,
            58.641975,
            54.798762,
            50.931677,
            58.641975
        ],
        [
            1.183888,
            1.486372,
            0.848044,
            0.848703,
            0.91679,
            0.880801
        ],
        [
            125681,
            125681,
            13240,
            1420927,
            1420927,
            362442
        ],
        [
            -59925,
            -59925,
            -21427,
            -1544605,
            -1544605,
            -676062
        ],
        [
            65,
            120,
            11,
            65,
            120,
            11
        ],
        [
            38,
            69,
            11,
            38,
            69,
            11
        ],
        [
            98,
            172,
            11,
            98,
            172,
            11
        ],
        [
            21196,
            19374,
            1822,
            21196,
            19374,
            1822
        ],
        [
            18.794348,
            0,
            52.044348,
            18.794348,
            0,
            52.044348
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448121,
            355746,
            -139141,
            -248703,
            -580369,
            -9927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22481,
    "evaluation_days": 1873.42,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598176800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759367031680,
    "expiration_time": 1765190275200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 3.78188
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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)