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Trade: CRV/USDT/120/VWMA/SMA/8561

Strategy
CRV/USDT/120/VWMA/SMA/8561
Pair
CRV_USDT
Interval
2h
Score
349272
Daily Profit
0.176462
Profit Factor
1.366202
Profitability
54.201681
Streak
19.127582
Best Strategy
Training Data Length
1870.170000
Evaluation Time
2025-09-28 22:03
Expiration Time
2025-12-05 03:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296041.412 330014.0377 -33972.6257 -100661.7215 -141738.8027 41077.0812
Total P&L (%) 296.0414 330.014 -33.9726 -100.6617 -141.7388 41.0771
Avg Daily Profit (%) 0.1583 0.1765 -0.0182 0 0 0.0184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210218 -128117 -231246 -413695 -272861 -261834
Profit Factor 1.1455 1.3662 0.97 0.8906 0.7245 1.1012
Total Trades 476 238 238 476 238 238
Winning Trades 277 129 148 201 108 93
Losing Trades 199 109 90 275 130 145
Profitability (%) 58.1933 54.2017 62.1849 42.2269 45.3782 39.0756
Ratio Avg Win / Avg Loss 0.8229 1.1544 0.5899 1.2185 0.8721 1.7169
Largest Winning Trade 77882 77882 58876 84499 43520 84499
Largest Losing Trade -116110 -44268 -116110 -114581 -114581 -94389
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 37 35 39 57 53 62
Avg Bars in Losers 59 55 65 39 37 40
Bars Traded 22262 10616 11646 22262 10616 11646
Profit Streak 19.1276 19.1276 20.2109 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49910 349272 -577446 -579646 -581885 -282034
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22442,
    "evaluation_days": 1870.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086223104,
    "expiration_time": 1764899366400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 25,
            "offset": 57
        }
    }
}
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": [
        [
            296041.4120133093,
            330014.037665388,
            -33972.6256520786,
            -100661.7215320291,
            -141738.8027486517,
            41077.0812166226
        ],
        [
            296.041412,
            330.014038,
            -33.972626,
            -100.661722,
            -141.738803,
            41.077081
        ],
        [
            0.158297,
            0.176462,
            -0.018166,
            0,
            0,
            0.018403
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210218,
            -128117,
            -231246,
            -413695,
            -272861,
            -261834
        ],
        [
            1.145452,
            1.366202,
            0.970045,
            0.890634,
            0.724547,
            1.101214
        ],
        [
            476,
            238,
            238,
            476,
            238,
            238
        ],
        [
            277,
            129,
            148,
            201,
            108,
            93
        ],
        [
            199,
            109,
            90,
            275,
            130,
            145
        ],
        [
            58.193277,
            54.201681,
            62.184874,
            42.226891,
            45.378151,
            39.07563
        ],
        [
            0.822906,
            1.154388,
            0.589892,
            1.218529,
            0.87214,
            1.716946
        ],
        [
            77882,
            77882,
            58876,
            84499,
            43520,
            84499
        ],
        [
            -116110,
            -44268,
            -116110,
            -114581,
            -114581,
            -94389
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            37,
            35,
            39,
            57,
            53,
            62
        ],
        [
            59,
            55,
            65,
            39,
            37,
            40
        ],
        [
            22262,
            10616,
            11646,
            22262,
            10616,
            11646
        ],
        [
            19.127582,
            19.127582,
            20.210915,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49910,
            349272,
            -577446,
            -579646,
            -581885,
            -282034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22442,
    "evaluation_days": 1870.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598212800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086223104,
    "expiration_time": 1764899366400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 25,
            "offset": 57
        }
    }
}

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)