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Trade: CRV/USDT/120/KCB/VWMA/4909

Strategy
CRV/USDT/120/KCB/VWMA/4909
Pair
CRV_USDT
Interval
2h
Score
441465
Daily Profit
0.226278
Profit Factor
2.185473
Profitability
46.938776
Streak
246.017131
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-10-05 05:24
Expiration Time
2025-12-11 17:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482195.4486 424611.4603 57583.9883 107685.4729 413754.6955 -306069.2226
Total P&L (%) 482.1954 424.6115 57.584 107.6855 413.7547 -306.0692
Avg Daily Profit (%) 0.257 0.2263 0.0307 0.039 0.0873 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198454 -117428 -164485 -702598 -323409 -487747
Profit Factor 1.7213 2.1855 1.1855 1.1016 1.8602 0.4712
Total Trades 97 49 48 97 49 48
Winning Trades 46 23 23 46 23 23
Losing Trades 51 26 25 51 26 25
Profitability (%) 47.4227 46.9388 47.9167 47.4227 46.9388 47.9167
Ratio Avg Win / Avg Loss 1.9084 2.4705 1.2886 1.2214 2.1028 0.5121
Largest Winning Trade 237811 237811 72154 506262 506262 60410
Largest Losing Trade -51774 -51774 -41235 -239097 -235125 -239097
Avg Bars in Trades 224 215 233 224 215 233
Avg Bars in Winners 308 317 300 308 317 300
Avg Bars in Losers 148 125 172 148 125 172
Bars Traded 21768 10563 11205 21768 10563 11205
Profit Streak 166.9338 246.0171 166.9338 166.9338 246.0171 166.9338
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431297 441465 -169292 -249011 -72680 -580919
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599242400000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631080086,
    "expiration_time": 1765466265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "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": [
        [
            482195.4486468089,
            424611.4603292648,
            57583.9883175441,
            107685.4728773172,
            413754.6955208484,
            -306069.2226435313
        ],
        [
            482.195449,
            424.61146,
            57.583988,
            107.685473,
            413.754696,
            -306.069223
        ],
        [
            0.256965,
            0.226278,
            0.030687,
            0.038955,
            0.087252,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198454,
            -117428,
            -164485,
            -702598,
            -323409,
            -487747
        ],
        [
            1.721269,
            2.185473,
            1.18554,
            1.101611,
            1.860161,
            0.471163
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            47.42268,
            46.938776,
            47.916667,
            47.42268,
            46.938776,
            47.916667
        ],
        [
            1.908364,
            2.470535,
            1.288631,
            1.221352,
            2.10279,
            0.512134
        ],
        [
            237811,
            237811,
            72154,
            506262,
            506262,
            60410
        ],
        [
            -51774,
            -51774,
            -41235,
            -239097,
            -235125,
            -239097
        ],
        [
            224,
            215,
            233,
            224,
            215,
            233
        ],
        [
            308,
            317,
            300,
            308,
            317,
            300
        ],
        [
            148,
            125,
            172,
            148,
            125,
            172
        ],
        [
            21768,
            10563,
            11205,
            21768,
            10563,
            11205
        ],
        [
            166.933797,
            246.017131,
            166.933797,
            166.933797,
            246.017131,
            166.933797
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431297,
            441465,
            -169292,
            -249011,
            -72680,
            -580919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599242400000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631080086,
    "expiration_time": 1765466265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "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)