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Trade: CRV/USDT/60/VWMA/DCM/3566

Strategy
CRV/USDT/60/VWMA/DCM/3566
Pair
CRV_USDT
Interval
1h
Score
319553
Daily Profit
0.295687
Profit Factor
1.403406
Profitability
40.528634
Streak
9.767054
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 09:24
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 307993.1407 316759.6427 -8766.5021 604.4597 70858.1065 -70253.6467
Total P&L (%) 307.9931 316.7596 -8.7665 0.6045 70.8581 -70.2536
Avg Daily Profit (%) 0.2957 0.3041 -0.0084 0.0006 0.0514 -0.1163
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101793 -86530 -90861 -240431 -170203 -157663
Profit Factor 1.4034 1.735 0.9736 1.0005 1.1007 0.8662
Total Trades 227 114 113 227 114 113
Winning Trades 92 39 53 92 39 53
Losing Trades 135 75 60 135 75 60
Profitability (%) 40.5286 34.2105 46.9027 40.5286 34.2105 46.9027
Ratio Avg Win / Avg Loss 2.0593 3.3365 1.1022 1.4681 2.1166 0.9806
Largest Winning Trade 312822 312822 31949 241099 241099 47059
Largest Losing Trade -30001 -22326 -30001 -68172 -68172 -56006
Avg Bars in Trades 108 109 107 108 109 107
Avg Bars in Winners 165 196 143 165 196 143
Avg Bars in Losers 69 64 76 69 64 76
Bars Traded 24625 12478 12147 24625 12478 12147
Profit Streak 9.7671 9.7671 18.7671 9.7671 9.7671 18.7671
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319553 218620 -579503 -579187 -238646 -581170

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758867873475,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            307993.1406885274,
            316759.6427432533,
            -8766.502054726,
            604.4597147738,
            70858.1064523653,
            -70253.6467375916
        ],
        [
            307.993141,
            316.759643,
            -8.766502,
            0.60446,
            70.858106,
            -70.253647
        ],
        [
            0.295687,
            0.304103,
            -0.008416,
            0.000579,
            0.051439,
            -0.116334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101793,
            -86530,
            -90861,
            -240431,
            -170203,
            -157663
        ],
        [
            1.403406,
            1.734994,
            0.973636,
            1.000492,
            1.100652,
            0.866229
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            92,
            39,
            53,
            92,
            39,
            53
        ],
        [
            135,
            75,
            60,
            135,
            75,
            60
        ],
        [
            40.528634,
            34.210526,
            46.902655,
            40.528634,
            34.210526,
            46.902655
        ],
        [
            2.059346,
            3.336528,
            1.102229,
            1.468113,
            2.116638,
            0.980637
        ],
        [
            312822,
            312822,
            31949,
            241099,
            241099,
            47059
        ],
        [
            -30001,
            -22326,
            -30001,
            -68172,
            -68172,
            -56006
        ],
        [
            108,
            109,
            107,
            108,
            109,
            107
        ],
        [
            165,
            196,
            143,
            165,
            196,
            143
        ],
        [
            69,
            64,
            76,
            69,
            64,
            76
        ],
        [
            24625,
            12478,
            12147,
            24625,
            12478,
            12147
        ],
        [
            9.767054,
            9.767054,
            18.767054,
            9.767054,
            9.767054,
            18.767054
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319553,
            218620,
            -579503,
            -579187,
            -238646,
            -581170
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758867873475,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)