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Trade: CRV/USDT/480/PWMA/VWMA/3359

Strategy
CRV/USDT/480/PWMA/VWMA/3359
Pair
CRV_USDT
Interval
8h
Score
593814
Daily Profit
0.465869
Profit Factor
2.517309
Profitability
49.411765
Streak
117.350913
Best Strategy
Training Data Length
1868.330000
Evaluation Time
2025-09-26 11:25
Expiration Time
2025-11-21 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 870397.8706 740466.2295 129931.6411 1761115.691 1350717.5336 410398.1574
Total P&L (%) 870.3979 740.4662 129.9316 1761.1157 1350.7175 410.3982
Avg Daily Profit (%) 0.4659 0.3963 0.0695 0.1566 0.1433 0.0873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185270 -83134 -128901 -444673 -239879 -346653
Profit Factor 2.5173 3.4411 1.4807 2.1412 2.9255 1.4875
Total Trades 85 42 43 85 42 43
Winning Trades 42 19 23 42 19 23
Losing Trades 43 23 20 43 23 20
Profitability (%) 49.4118 45.2381 53.4884 49.4118 45.2381 53.4884
Ratio Avg Win / Avg Loss 2.5772 4.1655 1.2875 2.1921 3.5415 1.2935
Largest Winning Trade 325624 325624 49874 601431 601431 327548
Largest Losing Trade -61275 -37589 -61275 -235922 -135840 -235922
Avg Bars in Trades 61 74 48 61 74 48
Avg Bars in Winners 67 89 50 67 89 50
Avg Bars in Losers 54 62 46 54 62 46
Bars Traded 5210 3124 2085 5210 3124 2085
Profit Streak 117.3509 174.3509 117.3509 117.3509 174.3509 117.3509
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 593814 570378 -97431 472527 135201 -73737

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758875118872,
    "expiration_time": 1763687520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "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": [
        [
            870397.870583669,
            740466.2295102943,
            129931.6410733747,
            1761115.6909633824,
            1350717.5335712638,
            410398.1573921189
        ],
        [
            870.397871,
            740.46623,
            129.931641,
            1761.115691,
            1350.717534,
            410.398157
        ],
        [
            0.465869,
            0.396325,
            0.069544,
            0.156613,
            0.143259,
            0.087283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185270,
            -83134,
            -128901,
            -444673,
            -239879,
            -346653
        ],
        [
            2.517309,
            3.441106,
            1.480671,
            2.141167,
            2.925546,
            1.487532
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            49.411765,
            45.238095,
            53.488372,
            49.411765,
            45.238095,
            53.488372
        ],
        [
            2.577245,
            4.165549,
            1.28754,
            2.192147,
            3.54145,
            1.293506
        ],
        [
            325624,
            325624,
            49874,
            601431,
            601431,
            327548
        ],
        [
            -61275,
            -37589,
            -61275,
            -235922,
            -135840,
            -235922
        ],
        [
            61,
            74,
            48,
            61,
            74,
            48
        ],
        [
            67,
            89,
            50,
            67,
            89,
            50
        ],
        [
            54,
            62,
            46,
            54,
            62,
            46
        ],
        [
            5210,
            3124,
            2085,
            5210,
            3124,
            2085
        ],
        [
            117.350913,
            174.350913,
            117.350913,
            117.350913,
            174.350913,
            117.350913
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            593814,
            570378,
            -97431,
            472527,
            135201,
            -73737
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5605,
    "evaluation_days": 1868.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601654400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758875118872,
    "expiration_time": 1763687520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "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)