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Trade: CRV/USDT/120/VWMA/LINREG/2146

Strategy
CRV/USDT/120/VWMA/LINREG/2146
Pair
CRV_USDT
Interval
2h
Score
305150
Daily Profit
0.339384
Profit Factor
1.716597
Profitability
38.732394
Streak
0.000000
Best Strategy
Training Data Length
1881.250000
Evaluation Time
2025-10-10 00:56
Expiration Time
2025-12-16 15:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 638466.0418 593001.4817 45464.56 311839.6464 617178.0377 -305338.3913
Total P&L (%) 638.466 593.0015 45.4646 311.8396 617.178 -305.3384
Avg Daily Profit (%) 0.3394 0.3152 0.0242 0.0753 0.1048 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82372 -74427 -96232 -486186 -228499 -647222
Profit Factor 1.7166 2.3402 1.1014 1.1293 1.5824 0.7743
Total Trades 142 71 71 142 71 71
Winning Trades 55 25 30 55 25 30
Losing Trades 87 46 41 87 46 41
Profitability (%) 38.7324 35.2113 42.2535 38.7324 35.2113 42.2535
Ratio Avg Win / Avg Loss 2.7153 4.3059 1.5052 1.7863 2.9116 1.0582
Largest Winning Trade 319496 319496 47446 615488 615488 200520
Largest Losing Trade -48255 -29795 -48255 -218132 -117119 -218132
Avg Bars in Trades 152 139 164 152 139 164
Avg Bars in Winners 270 273 269 270 273 269
Avg Bars in Losers 76 66 88 76 66 88
Bars Traded 21596 9900 11696 21596 9900 11696
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 305150 -79230 -360195 -173681 -142470 -669081
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599256800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046997660,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "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": [
        [
            638466.0417806881,
            593001.4817361041,
            45464.5600445839,
            311839.6463931882,
            617178.03768938,
            -305338.3912961919
        ],
        [
            638.466042,
            593.001482,
            45.46456,
            311.839646,
            617.178038,
            -305.338391
        ],
        [
            0.339384,
            0.315217,
            0.024167,
            0.075269,
            0.104781,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82372,
            -74427,
            -96232,
            -486186,
            -228499,
            -647222
        ],
        [
            1.716597,
            2.340154,
            1.101374,
            1.129262,
            1.582394,
            0.77428
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            38.732394,
            35.211268,
            42.253521,
            38.732394,
            35.211268,
            42.253521
        ],
        [
            2.715345,
            4.305884,
            1.505212,
            1.786288,
            2.911605,
            1.058182
        ],
        [
            319496,
            319496,
            47446,
            615488,
            615488,
            200520
        ],
        [
            -48255,
            -29795,
            -48255,
            -218132,
            -117119,
            -218132
        ],
        [
            152,
            139,
            164,
            152,
            139,
            164
        ],
        [
            270,
            273,
            269,
            270,
            273,
            269
        ],
        [
            76,
            66,
            88,
            76,
            66,
            88
        ],
        [
            21596,
            9900,
            11696,
            21596,
            9900,
            11696
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305150,
            -79230,
            -360195,
            -173681,
            -142470,
            -669081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599256800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046997660,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "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)