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Trade: CRV/USDT/120/VWMA/PSAR/5041

Strategy
CRV/USDT/120/VWMA/PSAR/5041
Pair
CRV_USDT
Interval
2h
Score
352530
Daily Profit
0.206723
Profit Factor
1.308275
Profitability
49.568966
Streak
0.000000
Best Strategy
Training Data Length
1872.750000
Evaluation Time
2025-10-01 13:09
Expiration Time
2025-12-07 20:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440093.2847 387141.2231 52952.0616 -39876.9339 145618.7221 -185495.656
Total P&L (%) 440.0933 387.1412 52.9521 -39.8769 145.6187 -185.4957
Avg Daily Profit (%) 0.235 0.2067 0.0283 -0.0272 0.048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257131 -106710 -274643 -384478 -105453 -438542
Profit Factor 1.1688 1.3083 1.0392 0.9767 1.1792 0.7942
Total Trades 927 464 463 927 464 463
Winning Trades 469 230 239 469 230 239
Losing Trades 458 234 224 458 234 224
Profitability (%) 50.5933 49.569 51.6199 50.5933 49.569 51.6199
Ratio Avg Win / Avg Loss 1.1413 1.331 0.9739 0.9538 1.1997 0.7444
Largest Winning Trade 218562 218562 41902 157449 157449 47001
Largest Losing Trade -33404 -30796 -33404 -109345 -85970 -109345
Avg Bars in Trades 24 22 25 24 22 25
Avg Bars in Winners 28 25 31 28 25 31
Avg Bars in Losers 19 20 18 19 20 18
Bars Traded 22320 10642 11678 22320 10642 11678
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21367 352530 -333005 -575165 -150208 -578426
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22473,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598205600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313364711,
    "expiration_time": 1765130601600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            440093.2846544936,
            387141.2230502341,
            52952.0616042596,
            -39876.9339112516,
            145618.7220698854,
            -185495.6559811373
        ],
        [
            440.093285,
            387.141223,
            52.952062,
            -39.876934,
            145.618722,
            -185.495656
        ],
        [
            0.234998,
            0.206723,
            0.028275,
            -0.027164,
            0.047995,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257131,
            -106710,
            -274643,
            -384478,
            -105453,
            -438542
        ],
        [
            1.168752,
            1.308275,
            1.039163,
            0.976733,
            1.179229,
            0.794213
        ],
        [
            927,
            464,
            463,
            927,
            464,
            463
        ],
        [
            469,
            230,
            239,
            469,
            230,
            239
        ],
        [
            458,
            234,
            224,
            458,
            234,
            224
        ],
        [
            50.593312,
            49.568966,
            51.61987,
            50.593312,
            49.568966,
            51.61987
        ],
        [
            1.14134,
            1.331028,
            0.973944,
            0.953824,
            1.199737,
            0.744367
        ],
        [
            218562,
            218562,
            41902,
            157449,
            157449,
            47001
        ],
        [
            -33404,
            -30796,
            -33404,
            -109345,
            -85970,
            -109345
        ],
        [
            24,
            22,
            25,
            24,
            22,
            25
        ],
        [
            28,
            25,
            31,
            28,
            25,
            31
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            22320,
            10642,
            11678,
            22320,
            10642,
            11678
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21367,
            352530,
            -333005,
            -575165,
            -150208,
            -578426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22473,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598205600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759313364711,
    "expiration_time": 1765130601600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)