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Trade: CRV/USDT/15/VWMA/KCB/7020

Strategy
CRV/USDT/15/VWMA/KCB/7020
Pair
CRV_USDT
Interval
15m
Score
308922
Daily Profit
0.363534
Profit Factor
1.334282
Profitability
65.789474
Streak
2.758940
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 23:57
Expiration Time
2025-12-14 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94671.5216 55798.6872 38872.8344 -27697.3728 44766.0542 -72463.4269
Total P&L (%) 94.6715 55.7987 38.8728 -27.6974 44.7661 -72.4634
Avg Daily Profit (%) 0.3635 0.2143 0.1493 -0.1245 0.1422 -0.494
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84916 -38001 -84735 -178774 -36351 -178393
Profit Factor 1.3343 1.4523 1.2432 0.9328 1.3339 0.7394
Total Trades 152 76 76 152 76 76
Winning Trades 100 47 53 100 47 53
Losing Trades 52 29 23 52 29 23
Profitability (%) 65.7895 61.8421 69.7368 65.7895 61.8421 69.7368
Ratio Avg Win / Avg Loss 0.6938 0.8961 0.5395 0.4851 0.823 0.3209
Largest Winning Trade 14178 10625 14178 15799 11992 15799
Largest Losing Trade -84735 -31479 -84735 -178393 -30398 -178393
Avg Bars in Trades 160 158 163 160 158 163
Avg Bars in Winners 97 83 109 97 83 109
Avg Bars in Losers 283 280 287 283 280 287
Bars Traded 24464 12076 12388 24464 12076 12388
Profit Streak 2.7589 2.7589 3.2173 2.7589 2.7589 3.2173
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308922 -44270 -46535 -579842 -56850 -629281
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736766000000,
    "first_datapoint_time": 1736956800000,
    "last_datapoint_time": 1759265100000,
    "evaluation_time": 1759265872458,
    "expiration_time": 1765745100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            94671.5216332095,
            55798.6871974427,
            38872.8344357669,
            -27697.3727546841,
            44766.0541589257,
            -72463.4269136097
        ],
        [
            94.671522,
            55.798687,
            38.872834,
            -27.697373,
            44.766054,
            -72.463427
        ],
        [
            0.363534,
            0.214264,
            0.14927,
            -0.124456,
            0.142159,
            -0.493997
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84916,
            -38001,
            -84735,
            -178774,
            -36351,
            -178393
        ],
        [
            1.334282,
            1.452331,
            1.243183,
            0.932801,
            1.333887,
            0.739427
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            100,
            47,
            53,
            100,
            47,
            53
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            65.789474,
            61.842105,
            69.736842,
            65.789474,
            61.842105,
            69.736842
        ],
        [
            0.693827,
            0.896119,
            0.539495,
            0.485056,
            0.823037,
            0.320883
        ],
        [
            14178,
            10625,
            14178,
            15799,
            11992,
            15799
        ],
        [
            -84735,
            -31479,
            -84735,
            -178393,
            -30398,
            -178393
        ],
        [
            160,
            158,
            163,
            160,
            158,
            163
        ],
        [
            97,
            83,
            109,
            97,
            83,
            109
        ],
        [
            283,
            280,
            287,
            283,
            280,
            287
        ],
        [
            24464,
            12076,
            12388,
            24464,
            12076,
            12388
        ],
        [
            2.75894,
            2.75894,
            3.217274,
            2.75894,
            2.75894,
            3.217274
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308922,
            -44270,
            -46535,
            -579842,
            -56850,
            -629281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736766000000,
    "first_datapoint_time": 1736956800000,
    "last_datapoint_time": 1759265100000,
    "evaluation_time": 1759265872458,
    "expiration_time": 1765745100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 213,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)