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Trade: CRV/USDT/240/VWMA/ZLMA/9060

Strategy
CRV/USDT/240/VWMA/ZLMA/9060
Pair
CRV_USDT
Interval
4h
Score
388237
Daily Profit
0.244971
Profit Factor
2.680926
Profitability
40.625000
Streak
356.457335
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-26 05:58
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467737.3985 457238.5689 10498.8296 128700.8982 272249.2147 -143548.3165
Total P&L (%) 467.7374 457.2386 10.4988 128.7009 272.2492 -143.5483
Avg Daily Profit (%) 0.2506 0.245 0.0056 0.0443 0.0704 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224920 -81199 -180292 -252904 -76034 -201229
Profit Factor 1.7989 2.6809 1.0335 1.3103 2.8131 0.4574
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 2.2486 3.9183 1.1024 1.6379 4.1114 0.4879
Largest Winning Trade 236774 236774 57000 177256 177256 40722
Largest Losing Trade -53447 -36053 -53447 -85060 -36305 -85060
Avg Bars in Trades 165 144 186 165 144 186
Avg Bars in Winners 257 247 266 257 247 266
Avg Bars in Losers 92 75 112 92 75 112
Bars Traded 10425 4639 5786 10425 4639 5786
Profit Streak 319.124 356.4573 319.124 319.124 356.4573 319.124
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140585 388237 -518950 -284492 -95845 -580478

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855513720,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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": [
        [
            467737.3985499154,
            457238.5689277271,
            10498.8296221883,
            128700.8981695907,
            272249.2146636553,
            -143548.3164940646
        ],
        [
            467.737399,
            457.238569,
            10.49883,
            128.700898,
            272.249215,
            -143.548316
        ],
        [
            0.250596,
            0.244971,
            0.005625,
            0.04433,
            0.070445,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224920,
            -81199,
            -180292,
            -252904,
            -76034,
            -201229
        ],
        [
            1.798892,
            2.680926,
            1.033493,
            1.31032,
            2.813071,
            0.457443
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            2.248615,
            3.918277,
            1.102392,
            1.6379,
            4.111411,
            0.487939
        ],
        [
            236774,
            236774,
            57000,
            177256,
            177256,
            40722
        ],
        [
            -53447,
            -36053,
            -53447,
            -85060,
            -36305,
            -85060
        ],
        [
            165,
            144,
            186,
            165,
            144,
            186
        ],
        [
            257,
            247,
            266,
            257,
            247,
            266
        ],
        [
            92,
            75,
            112,
            92,
            75,
            112
        ],
        [
            10425,
            4639,
            5786,
            10425,
            4639,
            5786
        ],
        [
            319.124001,
            356.457335,
            319.124001,
            319.124001,
            356.457335,
            319.124001
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140585,
            388237,
            -518950,
            -284492,
            -95845,
            -580478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758855513720,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "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)