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Trade: CRV/USDT/240/VWMA/SUPERTREND/7031

Strategy
CRV/USDT/240/VWMA/SUPERTREND/7031
Pair
CRV_USDT
Interval
4h
Score
344261
Daily Profit
0.180617
Profit Factor
2.008493
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 17:43
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 332930.6937 338747.39 -5816.6963 14406.5823 114090.1855 -99683.6032
Total P&L (%) 332.9307 338.7474 -5.8167 14.4066 114.0902 -99.6836
Avg Daily Profit (%) 0.1775 0.1806 -0.0031 0.0072 0.0406 -0.3064
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181484 -126183 -101437 -171522 -81529 -117507
Profit Factor 1.5121 2.0085 0.9815 1.0301 1.4748 0.5827
Total Trades 87 44 43 87 44 43
Winning Trades 37 20 17 37 20 17
Losing Trades 50 24 26 50 24 26
Profitability (%) 42.5287 45.4545 39.5349 42.5287 45.4545 39.5349
Ratio Avg Win / Avg Loss 2.0433 2.4102 1.5011 1.392 1.7697 0.8911
Largest Winning Trade 194908 194908 59164 72987 72987 23658
Largest Losing Trade -46727 -40714 -46727 -64542 -64542 -48335
Avg Bars in Trades 120 107 133 120 107 133
Avg Bars in Winners 194 157 238 194 157 238
Avg Bars in Losers 65 65 65 65 65 65
Bars Traded 10474 4721 5753 10474 4721 5753
Profit Streak 0 0 81.9468 0 0 81.9468
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 260879 344261 -581461 -402050 -138124 -584238
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502600406,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 93
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 122,
            "offset": 0,
            "multiplier": 2.91783
        }
    }
}
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": [
        [
            332930.6936755598,
            338747.3899502755,
            -5816.6962747156,
            14406.5823109787,
            114090.1854890892,
            -99683.6031781103
        ],
        [
            332.930694,
            338.74739,
            -5.816696,
            14.406582,
            114.090185,
            -99.683603
        ],
        [
            0.177516,
            0.180617,
            -0.003101,
            0.007176,
            0.040596,
            -0.306431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181484,
            -126183,
            -101437,
            -171522,
            -81529,
            -117507
        ],
        [
            1.512062,
            2.008493,
            0.981492,
            1.030066,
            1.474779,
            0.582668
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            42.528736,
            45.454545,
            39.534884,
            42.528736,
            45.454545,
            39.534884
        ],
        [
            2.043327,
            2.410191,
            1.501106,
            1.391981,
            1.769735,
            0.891139
        ],
        [
            194908,
            194908,
            59164,
            72987,
            72987,
            23658
        ],
        [
            -46727,
            -40714,
            -46727,
            -64542,
            -64542,
            -48335
        ],
        [
            120,
            107,
            133,
            120,
            107,
            133
        ],
        [
            194,
            157,
            238,
            194,
            157,
            238
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            10474,
            4721,
            5753,
            10474,
            4721,
            5753
        ],
        [
            0,
            0,
            81.946764,
            0,
            0,
            81.946764
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            260879,
            344261,
            -581461,
            -402050,
            -138124,
            -584238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502600406,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 181,
            "offset": 93
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 122,
            "offset": 0,
            "multiplier": 2.91783
        }
    }
}

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)