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Trade: CRV/USDT/1/VWAP/KCL/8446

Strategy
CRV/USDT/1/VWAP/KCL/8446
Pair
CRV_USDT
Interval
1m
Score
368499
Daily Profit
1.158154
Profit Factor
1.952861
Profitability
56.097561
Streak
0.000000
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-09-25 21:41
Expiration Time
2025-12-08 17:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 27637.129 7349.3547 20287.7743 29948.0183 7819.9275 22128.0909
Total P&L (%) 27.6371 7.3494 20.2878 29.948 7.8199 22.1281
Avg Daily Profit (%) 1.592 0.4234 1.1687 1.5205 0.4347 1.1582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -8748 -4855 -7923 -8635 -5467 -7648
Profit Factor 1.7428 1.4988 1.9029 1.7717 1.5017 1.9529
Total Trades 82 41 41 82 41 41
Winning Trades 42 19 23 42 19 23
Losing Trades 40 22 18 40 22 18
Profitability (%) 51.2195 46.3415 56.0976 51.2195 46.3415 56.0976
Ratio Avg Win / Avg Loss 1.6598 1.7354 1.4892 1.6873 1.7389 1.5283
Largest Winning Trade 9369 4198 9369 10255 4194 10255
Largest Losing Trade -3933 -3933 -3150 -4446 -4446 -3190
Avg Bars in Trades 278 152 403 278 152 403
Avg Bars in Winners 304 207 383 304 207 383
Avg Bars in Losers 250 104 428 250 104 428
Bars Traded 22796 6253 16543 22796 6253 16543
Profit Streak 0 1.7343 0 0 1.7343 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 104787 -159147 281185 111951 -159032 368499

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757227080000,
    "first_datapoint_time": 1757239200000,
    "last_datapoint_time": 1758727020000,
    "evaluation_time": 1758825684490,
    "expiration_time": 1765207020000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            27637.1290010923,
            7349.3546792684,
            20287.774321824,
            29948.0183278803,
            7819.9274726278,
            22128.0908552525
        ],
        [
            27.637129,
            7.349355,
            20.287774,
            29.948018,
            7.819927,
            22.128091
        ],
        [
            1.592001,
            0.42335,
            1.168651,
            1.520454,
            0.434653,
            1.158154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -8748,
            -4855,
            -7923,
            -8635,
            -5467,
            -7648
        ],
        [
            1.74283,
            1.498789,
            1.902851,
            1.771692,
            1.501745,
            1.952861
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            51.219512,
            46.341463,
            56.097561,
            51.219512,
            46.341463,
            56.097561
        ],
        [
            1.659838,
            1.73544,
            1.489187,
            1.687326,
            1.738863,
            1.528326
        ],
        [
            9369,
            4198,
            9369,
            10255,
            4194,
            10255
        ],
        [
            -3933,
            -3933,
            -3150,
            -4446,
            -4446,
            -3190
        ],
        [
            278,
            152,
            403,
            278,
            152,
            403
        ],
        [
            304,
            207,
            383,
            304,
            207,
            383
        ],
        [
            250,
            104,
            428,
            250,
            104,
            428
        ],
        [
            22796,
            6253,
            16543,
            22796,
            6253,
            16543
        ],
        [
            0,
            1.734311,
            0,
            0,
            1.734311,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            104787,
            -159147,
            281185,
            111951,
            -159032,
            368499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757227080000,
    "first_datapoint_time": 1757239200000,
    "last_datapoint_time": 1758727020000,
    "evaluation_time": 1758825684490,
    "expiration_time": 1765207020000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)