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Trade: CRV/USDT/720/VWAP/EMA/5334

Strategy
CRV/USDT/720/VWAP/EMA/5334
Pair
CRV_USDT
Interval
12h
Score
394322
Daily Profit
0.237438
Profit Factor
1.611057
Profitability
53.543307
Streak
0.000000
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-27 04:18
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443297.0767 359080.2062 84216.8705 12834.397 10945.0613 1889.3356
Total P&L (%) 443.2971 359.0802 84.2169 12.8344 10.9451 1.8893
Avg Daily Profit (%) 0.2374 0.1923 0.0451 0.0065 0.0056 0.001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190525 -127846 -124765 -119813 -54926 -75025
Profit Factor 1.6111 1.8635 1.272 1.0425 1.0704 1.0129
Total Trades 127 63 64 127 63 64
Winning Trades 68 32 36 68 32 36
Losing Trades 59 31 28 59 31 28
Profitability (%) 53.5433 50.7937 56.25 53.5433 50.7937 56.25
Ratio Avg Win / Avg Loss 1.3978 1.8052 0.9893 0.9045 1.0369 0.7878
Largest Winning Trade 352843 352843 46984 52587 52587 30670
Largest Losing Trade -53140 -53140 -50812 -42703 -42703 -32694
Avg Bars in Trades 26 32 20 26 32 20
Avg Bars in Winners 23 23 24 23 23 24
Avg Bars in Losers 29 43 15 29 43 15
Bars Traded 3383 2075 1308 3383 2075 1308
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394322 -135485 -272508 -436183 -611444 -703366
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935908038,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 39
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 248,
            "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": [
        [
            443297.0767016705,
            359080.2062090696,
            84216.8704926007,
            12834.3969626795,
            10945.0613296076,
            1889.3356330719
        ],
        [
            443.297077,
            359.080206,
            84.21687,
            12.834397,
            10.945061,
            1.889336
        ],
        [
            0.237438,
            0.19233,
            0.045108,
            0.006468,
            0.005563,
            0.001003
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190525,
            -127846,
            -124765,
            -119813,
            -54926,
            -75025
        ],
        [
            1.611057,
            1.863465,
            1.272019,
            1.042469,
            1.070386,
            1.012879
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            53.543307,
            50.793651,
            56.25,
            53.543307,
            50.793651,
            56.25
        ],
        [
            1.397829,
            1.805231,
            0.989348,
            0.904496,
            1.036936,
            0.787795
        ],
        [
            352843,
            352843,
            46984,
            52587,
            52587,
            30670
        ],
        [
            -53140,
            -53140,
            -50812,
            -42703,
            -42703,
            -32694
        ],
        [
            26,
            32,
            20,
            26,
            32,
            20
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            29,
            43,
            15,
            29,
            43,
            15
        ],
        [
            3383,
            2075,
            1308,
            3383,
            2075,
            1308
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394322,
            -135485,
            -272508,
            -436183,
            -611444,
            -703366
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1608120000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935908038,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 39
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 248,
            "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)