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Trade: CRV/USDT/360/VWAP/HILO/7681

Strategy
CRV/USDT/360/VWAP/HILO/7681
Pair
CRV_USDT
Interval
6h
Score
319510
Daily Profit
0.240403
Profit Factor
1.339733
Profitability
44.280443
Streak
0.000000
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 17:50
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448772.5082 478405.2056 -29632.6974 -80464.6481 80697.1579 -161161.8059
Total P&L (%) 448.7725 478.4052 -29.6327 -80.4646 80.6972 -161.1618
Avg Daily Profit (%) 0.2404 0.2563 -0.0159 -0.0874 0.0317 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -278739 -148675 -249488 -266118 -93140 -225515
Profit Factor 1.3397 1.7165 0.9546 0.8712 1.3218 0.5689
Total Trades 271 136 135 271 136 135
Winning Trades 120 55 65 120 55 65
Losing Trades 151 81 70 151 81 70
Profitability (%) 44.2804 40.4412 48.1481 44.2804 40.4412 48.1481
Ratio Avg Win / Avg Loss 1.6858 2.528 1.0281 1.0962 1.9467 0.6126
Largest Winning Trade 369932 369932 81927 149758 149758 49521
Largest Losing Trade -42004 -39554 -42004 -114589 -39620 -114589
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 37 35 38 37 35 38
Avg Bars in Losers 19 16 22 19 16 22
Bars Traded 7381 3318 4063 7381 3318 4063
Profit Streak 0 0 8.6186 0 0 8.6186
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319510 277994 -579357 -579640 -152845 -581023

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898248291,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            448772.5082465077,
            478405.2056154941,
            -29632.6973689866,
            -80464.648057485,
            80697.157889153,
            -161161.805946638
        ],
        [
            448.772508,
            478.405206,
            -29.632697,
            -80.464648,
            80.697158,
            -161.161806
        ],
        [
            0.240403,
            0.256277,
            -0.015874,
            -0.087437,
            0.031699,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -278739,
            -148675,
            -249488,
            -266118,
            -93140,
            -225515
        ],
        [
            1.339733,
            1.71653,
            0.954641,
            0.871168,
            1.321812,
            0.568871
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            120,
            55,
            65,
            120,
            55,
            65
        ],
        [
            151,
            81,
            70,
            151,
            81,
            70
        ],
        [
            44.280443,
            40.441176,
            48.148148,
            44.280443,
            40.441176,
            48.148148
        ],
        [
            1.685831,
            2.527981,
            1.028074,
            1.09622,
            1.946669,
            0.612631
        ],
        [
            369932,
            369932,
            81927,
            149758,
            149758,
            49521
        ],
        [
            -42004,
            -39554,
            -42004,
            -114589,
            -39620,
            -114589
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            19,
            16,
            22,
            19,
            16,
            22
        ],
        [
            7381,
            3318,
            4063,
            7381,
            3318,
            4063
        ],
        [
            0,
            0,
            8.618614,
            0,
            0,
            8.618614
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319510,
            277994,
            -579357,
            -579640,
            -152845,
            -581023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598616000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898248291,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)