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Trade: CRV/USDT/5/VWAP/BBM/5391

Strategy
CRV/USDT/5/VWAP/BBM/5391
Pair
CRV_USDT
Interval
5m
Score
415726
Daily Profit
0.816715
Profit Factor
1.293774
Profitability
55.799373
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 00:29
Expiration Time
2025-12-21 23:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70899.0021 48320.5746 22578.4275 82853.5375 49330.3807 33523.1569
Total P&L (%) 70.899 48.3206 22.5784 82.8535 49.3304 33.5232
Avg Daily Profit (%) 0.8167 0.5566 0.2601 0.6976 0.463 0.3336
Buy And Hold Return (%) 15.5883 15.5883 15.5883 15.5883 15.5883 15.5883
Max Trade Drawdown -47798 -37152 -18336 -101328 -74377 -39217
Profit Factor 1.2938 1.4038 1.1856 1.1774 1.2096 1.1447
Total Trades 319 160 159 319 160 159
Winning Trades 178 88 90 178 88 90
Losing Trades 141 72 69 141 72 69
Profitability (%) 55.7994 55 56.6038 55.7994 55 56.6038
Ratio Avg Win / Avg Loss 1.0248 1.1485 0.9089 0.9327 0.9897 0.8776
Largest Winning Trade 18368 18368 7650 19762 19762 13113
Largest Losing Trade -11559 -11559 -7657 -19178 -19178 -18357
Avg Bars in Trades 77 68 86 77 68 86
Avg Bars in Winners 68 55 80 68 55 80
Avg Bars in Losers 88 84 93 88 84 93
Bars Traded 24706 11017 13689 24706 11017 13689
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415726 264564 -37009 -15820 135107 -60956
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752372600000,
    "first_datapoint_time": 1752410100000,
    "last_datapoint_time": 1759872300000,
    "evaluation_time": 1759872569289,
    "expiration_time": 1766352300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 126,
            "offset": 0,
            "std": 3.91558
        }
    }
}
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": [
        [
            70899.0020600328,
            48320.5746036523,
            22578.4274563803,
            82853.5375325564,
            49330.3806657349,
            33523.1568668215
        ],
        [
            70.899002,
            48.320575,
            22.578427,
            82.853538,
            49.330381,
            33.523157
        ],
        [
            0.816715,
            0.556625,
            0.26009,
            0.697636,
            0.462986,
            0.333587
        ],
        [
            15.588324,
            15.588324,
            15.588324,
            15.588324,
            15.588324,
            15.588324
        ],
        [
            -47798,
            -37152,
            -18336,
            -101328,
            -74377,
            -39217
        ],
        [
            1.293774,
            1.403777,
            1.185575,
            1.177408,
            1.209603,
            1.144703
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            178,
            88,
            90,
            178,
            88,
            90
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            55.799373,
            55,
            56.603774,
            55.799373,
            55,
            56.603774
        ],
        [
            1.024843,
            1.148545,
            0.908941,
            0.932666,
            0.989675,
            0.877605
        ],
        [
            18368,
            18368,
            7650,
            19762,
            19762,
            13113
        ],
        [
            -11559,
            -11559,
            -7657,
            -19178,
            -19178,
            -18357
        ],
        [
            77,
            68,
            86,
            77,
            68,
            86
        ],
        [
            68,
            55,
            80,
            68,
            55,
            80
        ],
        [
            88,
            84,
            93,
            88,
            84,
            93
        ],
        [
            24706,
            11017,
            13689,
            24706,
            11017,
            13689
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415726,
            264564,
            -37009,
            -15820,
            135107,
            -60956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752372600000,
    "first_datapoint_time": 1752410100000,
    "last_datapoint_time": 1759872300000,
    "evaluation_time": 1759872569289,
    "expiration_time": 1766352300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 126,
            "offset": 0,
            "std": 3.91558
        }
    }
}

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)