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Trade: CRV/USDT/5/FWMA/VWMA/7508

Strategy
CRV/USDT/5/FWMA/VWMA/7508
Pair
CRV_USDT
Interval
5m
Score
393018
Daily Profit
0.510819
Profit Factor
1.375440
Profitability
82.031250
Streak
3.281699
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 10:35
Expiration Time
2025-12-22 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44344.2382 15663.1883 28681.05 45653.4123 9465.8899 36187.5224
Total P&L (%) 44.3442 15.6632 28.6811 45.6534 9.4659 36.1875
Avg Daily Profit (%) 0.5108 0.1804 0.3304 0.4341 0.1042 0.3564
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38884 -23314 -19586 -67628 -41761 -32660
Profit Factor 1.3754 1.2304 1.572 1.2335 1.0826 1.4474
Total Trades 256 128 128 256 128 128
Winning Trades 210 106 104 210 106 104
Losing Trades 46 22 24 46 22 24
Profitability (%) 82.0313 82.8125 81.25 82.0313 82.8125 81.25
Ratio Avg Win / Avg Loss 0.3013 0.2554 0.3628 0.2702 0.2247 0.334
Largest Winning Trade 5737 4824 5737 7966 7966 6813
Largest Losing Trade -13693 -13693 -12873 -22875 -22875 -19144
Avg Bars in Trades 91 91 90 91 91 90
Avg Bars in Winners 47 46 48 47 46 48
Avg Bars in Losers 290 310 272 290 310 272
Bars Traded 23319 11754 11565 23319 11754 11565
Profit Streak 3.2817 7.0942 3.2817 3.2817 7.0942 3.2817
Trades During Streak 16 8 8 16 8 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393018 -44 279684 342391 -346938 284319
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752408900000,
    "first_datapoint_time": 1752548400000,
    "last_datapoint_time": 1759908600000,
    "evaluation_time": 1759908938822,
    "expiration_time": 1766388600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 238
        }
    }
}
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": [
        [
            44344.2382249548,
            15663.1882507658,
            28681.049974189,
            45653.4122670984,
            9465.8898589419,
            36187.5224081565
        ],
        [
            44.344238,
            15.663188,
            28.68105,
            45.653412,
            9.46589,
            36.187522
        ],
        [
            0.510819,
            0.180431,
            0.330389,
            0.434138,
            0.104239,
            0.356425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38884,
            -23314,
            -19586,
            -67628,
            -41761,
            -32660
        ],
        [
            1.37544,
            1.230449,
            1.571967,
            1.233523,
            1.082584,
            1.447436
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            82.03125,
            82.8125,
            81.25,
            82.03125,
            82.8125,
            81.25
        ],
        [
            0.301287,
            0.255376,
            0.362762,
            0.2702,
            0.224687,
            0.334024
        ],
        [
            5737,
            4824,
            5737,
            7966,
            7966,
            6813
        ],
        [
            -13693,
            -13693,
            -12873,
            -22875,
            -22875,
            -19144
        ],
        [
            91,
            91,
            90,
            91,
            91,
            90
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            290,
            310,
            272,
            290,
            310,
            272
        ],
        [
            23319,
            11754,
            11565,
            23319,
            11754,
            11565
        ],
        [
            3.281699,
            7.094199,
            3.281699,
            3.281699,
            7.094199,
            3.281699
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393018,
            -44,
            279684,
            342391,
            -346938,
            284319
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752408900000,
    "first_datapoint_time": 1752548400000,
    "last_datapoint_time": 1759908600000,
    "evaluation_time": 1759908938822,
    "expiration_time": 1766388600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "offset": 238
        }
    }
}

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)