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Trade: CRV/USDT/360/EMA/VWAP/8041

Strategy
CRV/USDT/360/EMA/VWAP/8041
Pair
CRV_USDT
Interval
6h
Score
338755
Daily Profit
0.149136
Profit Factor
1.238020
Profitability
54.198473
Streak
19.783078
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 15:47
Expiration Time
2025-12-07 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 281046.1869 275972.3619 5073.825 -40912.0516 518815.6163 -559727.6679
Total P&L (%) 281.0462 275.9724 5.0738 -40.9121 518.8156 -559.7277
Avg Daily Profit (%) 0.1491 0.1464 0.0027 -0.0279 0.0968 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228048 -200955 -96447 -1186343 -704583 -635352
Profit Factor 1.238 1.5194 1.0078 0.9871 1.3742 0.6875
Total Trades 262 131 131 262 131 131
Winning Trades 142 67 75 142 67 75
Losing Trades 120 64 56 120 64 56
Profitability (%) 54.1985 51.145 57.2519 54.1985 51.145 57.2519
Ratio Avg Win / Avg Loss 1.0462 1.4513 0.7525 0.8342 1.3127 0.5133
Largest Winning Trade 85111 85111 45986 462733 462733 143775
Largest Losing Trade -62376 -35781 -62376 -208336 -190559 -208336
Avg Bars in Trades 27 22 31 27 22 31
Avg Bars in Winners 27 26 28 27 26 28
Avg Bars in Losers 27 19 36 27 19 36
Bars Traded 7126 3003 4123 7126 3003 4123
Profit Streak 19.7831 19.7831 22.7831 19.7831 19.7831 22.7831
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338755 167450 -566821 -577114 -62057 -579005
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601532000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760273257948,
    "expiration_time": 1765133424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}
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": [
        [
            281046.1869341832,
            275972.3618991853,
            5073.8250349981,
            -40912.0516486239,
            518815.6162651712,
            -559727.6679137953
        ],
        [
            281.046187,
            275.972362,
            5.073825,
            -40.912052,
            518.815616,
            -559.727668
        ],
        [
            0.149136,
            0.146443,
            0.002692,
            -0.027916,
            0.096764,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228048,
            -200955,
            -96447,
            -1186343,
            -704583,
            -635352
        ],
        [
            1.23802,
            1.519359,
            1.007813,
            0.987124,
            1.374241,
            0.687473
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            142,
            67,
            75,
            142,
            67,
            75
        ],
        [
            120,
            64,
            56,
            120,
            64,
            56
        ],
        [
            54.198473,
            51.145038,
            57.251908,
            54.198473,
            51.145038,
            57.251908
        ],
        [
            1.046214,
            1.451328,
            0.7525,
            0.834189,
            1.312708,
            0.513313
        ],
        [
            85111,
            85111,
            45986,
            462733,
            462733,
            143775
        ],
        [
            -62376,
            -35781,
            -62376,
            -208336,
            -190559,
            -208336
        ],
        [
            27,
            22,
            31,
            27,
            22,
            31
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            27,
            19,
            36,
            27,
            19,
            36
        ],
        [
            7126,
            3003,
            4123,
            7126,
            3003,
            4123
        ],
        [
            19.783078,
            19.783078,
            22.783078,
            19.783078,
            19.783078,
            22.783078
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338755,
            167450,
            -566821,
            -577114,
            -62057,
            -579005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601532000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760273257948,
    "expiration_time": 1765133424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 31
        }
    }
}

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)