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Trade: CRV/USDT/240/VWMA/MIDPOINT/4544

Strategy
CRV/USDT/240/VWMA/MIDPOINT/4544
Pair
CRV_USDT
Interval
4h
Score
549926
Daily Profit
0.257476
Profit Factor
2.962672
Profitability
54.054054
Streak
219.583533
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-06 01:00
Expiration Time
2025-12-01 06:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502141.6008 483496.5738 18645.027 245991.4308 235983.1705 10008.2603
Total P&L (%) 502.1416 483.4966 18.645 245.9914 235.9832 10.0083
Avg Daily Profit (%) 0.2674 0.2575 0.0099 0.0661 0.0646 0.0051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146885 -159073 -69145 -596955 -705630 -304197
Profit Factor 1.9073 2.9627 1.0607 1.1219 1.2377 1.0098
Total Trades 73 37 36 73 37 36
Winning Trades 35 20 15 35 20 15
Losing Trades 38 17 21 38 17 21
Profitability (%) 47.9452 54.0541 41.6667 47.9452 54.0541 41.6667
Ratio Avg Win / Avg Loss 2.0708 2.5183 1.485 1.2181 1.052 1.4137
Largest Winning Trade 265361 265361 57694 210480 178742 210480
Largest Losing Trade -54198 -35380 -54198 -214645 -214645 -154439
Avg Bars in Trades 143 136 150 143 136 150
Avg Bars in Winners 203 192 217 203 192 217
Avg Bars in Losers 87 70 102 87 70 102
Bars Traded 10466 5046 5420 10466 5046 5420
Profit Streak 83.2502 219.5835 0 83.2502 219.5835 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64283 549926 -344345 -267564 -105520 -564579
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11267,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701617237,
    "expiration_time": 1764561744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 104
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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": [
        [
            502141.6007852701,
            483496.5737900131,
            18645.0269952569,
            245991.4307856521,
            235983.1705210594,
            10008.2602645927
        ],
        [
            502.141601,
            483.496574,
            18.645027,
            245.991431,
            235.983171,
            10.00826
        ],
        [
            0.267405,
            0.257476,
            0.009929,
            0.066122,
            0.064558,
            0.00508
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146885,
            -159073,
            -69145,
            -596955,
            -705630,
            -304197
        ],
        [
            1.907297,
            2.962672,
            1.060713,
            1.121932,
            1.237681,
            1.009768
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            47.945205,
            54.054054,
            41.666667,
            47.945205,
            54.054054,
            41.666667
        ],
        [
            2.07078,
            2.518271,
            1.484998,
            1.218097,
            1.052029,
            1.413675
        ],
        [
            265361,
            265361,
            57694,
            210480,
            178742,
            210480
        ],
        [
            -54198,
            -35380,
            -54198,
            -214645,
            -214645,
            -154439
        ],
        [
            143,
            136,
            150,
            143,
            136,
            150
        ],
        [
            203,
            192,
            217,
            203,
            192,
            217
        ],
        [
            87,
            70,
            102,
            87,
            70,
            102
        ],
        [
            10466,
            5046,
            5420,
            10466,
            5046,
            5420
        ],
        [
            83.250199,
            219.583533,
            0,
            83.250199,
            219.583533,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64283,
            549926,
            -344345,
            -267564,
            -105520,
            -564579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11267,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759701617237,
    "expiration_time": 1764561744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 116,
            "offset": 104
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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)