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Trade: CRV/USDT/360/BBM/VWMA/9168

Strategy
CRV/USDT/360/BBM/VWMA/9168
Pair
CRV_USDT
Interval
6h
Score
535890
Daily Profit
0.350009
Profit Factor
2.900160
Profitability
47.500000
Streak
235.618590
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 17:50
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 736884.454 653379.7524 83504.7016 656165.9878 392920.1866 263245.8012
Total P&L (%) 736.8845 653.3798 83.5047 656.166 392.9202 263.2458
Avg Daily Profit (%) 0.3947 0.35 0.0447 0.1084 0.0855 0.0691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123577 -108384 -58831 -590872 -621873 -230167
Profit Factor 2.3286 2.9002 1.3962 1.3048 1.2831 1.344
Total Trades 81 40 41 81 40 41
Winning Trades 40 19 21 40 19 21
Losing Trades 41 21 20 41 21 20
Profitability (%) 49.3827 47.5 51.2195 49.3827 47.5 51.2195
Ratio Avg Win / Avg Loss 2.3868 3.2054 1.3297 1.3374 1.4182 1.28
Largest Winning Trade 312097 312097 47488 353206 353206 207155
Largest Losing Trade -50249 -47645 -50249 -239117 -239117 -164983
Avg Bars in Trades 84 116 53 84 116 53
Avg Bars in Winners 101 146 60 101 146 60
Avg Bars in Losers 69 89 47 69 89 47
Bars Traded 6879 4667 2213 6879 4667 2213
Profit Streak 114.3686 235.6186 114.3686 114.3686 235.6186 114.3686
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1423 535890 -131733 -63257 -78811 -99532

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898246188,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 3.50083
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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": [
        [
            736884.4539918639,
            653379.7524252697,
            83504.7015665942,
            656165.9878334266,
            392920.1866350205,
            263245.801198406
        ],
        [
            736.884454,
            653.379752,
            83.504702,
            656.165988,
            392.920187,
            263.245801
        ],
        [
            0.394742,
            0.350009,
            0.044733,
            0.108434,
            0.085489,
            0.069123
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123577,
            -108384,
            -58831,
            -590872,
            -621873,
            -230167
        ],
        [
            2.328581,
            2.90016,
            1.39616,
            1.304753,
            1.283133,
            1.343955
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            49.382716,
            47.5,
            51.219512,
            49.382716,
            47.5,
            51.219512
        ],
        [
            2.386795,
            3.20544,
            1.329677,
            1.337372,
            1.4182,
            1.279957
        ],
        [
            312097,
            312097,
            47488,
            353206,
            353206,
            207155
        ],
        [
            -50249,
            -47645,
            -50249,
            -239117,
            -239117,
            -164983
        ],
        [
            84,
            116,
            53,
            84,
            116,
            53
        ],
        [
            101,
            146,
            60,
            101,
            146,
            60
        ],
        [
            69,
            89,
            47,
            69,
            89,
            47
        ],
        [
            6879,
            4667,
            2213,
            6879,
            4667,
            2213
        ],
        [
            114.36859,
            235.61859,
            114.36859,
            114.36859,
            235.61859,
            114.36859
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1423,
            535890,
            -131733,
            -63257,
            -78811,
            -99532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600840800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898246188,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 3.50083
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "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)