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Trade: CRV/USDT/360/VWMA/DCM/7252

Strategy
CRV/USDT/360/VWMA/DCM/7252
Pair
CRV_USDT
Interval
6h
Score
528424
Daily Profit
0.254687
Profit Factor
2.749935
Profitability
50.000000
Streak
391.379159
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-10 00:05
Expiration Time
2025-12-05 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453950.646 479320.8247 -25370.1787 -27282.8518 427404.4014 -454687.2532
Total P&L (%) 453.9506 479.3208 -25.3702 -27.2829 427.4044 -454.6873
Avg Daily Profit (%) 0.2412 0.2547 -0.0135 -0.0169 0.0884 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255229 -135538 -185162 -548434 -120987 -496612
Profit Factor 1.7412 2.7499 0.9251 0.9669 2.6755 0.2027
Total Trades 67 34 33 67 34 33
Winning Trades 34 17 17 34 17 17
Losing Trades 33 17 16 33 17 16
Profitability (%) 50.7463 50 51.5152 50.7463 50 51.5152
Ratio Avg Win / Avg Loss 1.6899 2.7499 0.8707 0.9385 2.6755 0.1908
Largest Winning Trade 277999 277999 61414 409950 409950 43203
Largest Losing Trade -77656 -53408 -77656 -224253 -101291 -224253
Avg Bars in Trades 104 99 109 104 99 109
Avg Bars in Winners 154 143 165 154 143 165
Avg Bars in Losers 53 56 49 53 56 49
Bars Traded 6997 3394 3603 6997 3394 3603
Profit Streak 330.3792 391.3792 330.3792 330.3792 391.3792 330.3792
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108243 528424 -579640 -700295 -68503 -579640
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043959333,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "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": [
        [
            453950.6460104863,
            479320.8247133576,
            -25370.1787028713,
            -27282.8517809909,
            427404.401372409,
            -454687.2531534
        ],
        [
            453.950646,
            479.320825,
            -25.370179,
            -27.282852,
            427.404401,
            -454.687253
        ],
        [
            0.241207,
            0.254687,
            -0.01348,
            -0.016927,
            0.088392,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255229,
            -135538,
            -185162,
            -548434,
            -120987,
            -496612
        ],
        [
            1.741159,
            2.749935,
            0.925069,
            0.966945,
            2.675542,
            0.202727
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            50.746269,
            50,
            51.515152,
            50.746269,
            50,
            51.515152
        ],
        [
            1.689948,
            2.749935,
            0.870653,
            0.938506,
            2.675542,
            0.190802
        ],
        [
            277999,
            277999,
            61414,
            409950,
            409950,
            43203
        ],
        [
            -77656,
            -53408,
            -77656,
            -224253,
            -101291,
            -224253
        ],
        [
            104,
            99,
            109,
            104,
            99,
            109
        ],
        [
            154,
            143,
            165,
            154,
            143,
            165
        ],
        [
            53,
            56,
            49,
            53,
            56,
            49
        ],
        [
            6997,
            3394,
            3603,
            6997,
            3394,
            3603
        ],
        [
            330.379159,
            391.379159,
            330.379159,
            330.379159,
            391.379159,
            330.379159
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108243,
            528424,
            -579640,
            -700295,
            -68503,
            -579640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600884000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043959333,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 73,
            "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)