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Trade: CRV/USDT/720/BBL/VWMA/3400

Strategy
CRV/USDT/720/BBL/VWMA/3400
Pair
CRV_USDT
Interval
12h
Score
318930
Daily Profit
0.172640
Profit Factor
1.675736
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 22:13
Expiration Time
2025-11-28 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348726.299 323872.5857 24853.7133 17643.6255 -2782531.3537 2800174.9792
Total P&L (%) 348.7263 323.8726 24.8537 17.6436 -2782.5314 2800.175
Avg Daily Profit (%) 0.1859 0.1726 0.0132 0.0087 0 0.1797
Buy And Hold Return (%) 68.0769 68.0769 68.0769 68.0769 68.0769 68.0769
Max Trade Drawdown -326285 -202679 -171697 -11335574 -11490392 -1492996
Profit Factor 1.3159 1.6757 1.0398 1.0007 0.8239 1.3242
Total Trades 265 132 133 265 132 133
Winning Trades 153 75 78 153 75 78
Losing Trades 112 57 55 112 57 55
Profitability (%) 57.7358 56.8182 58.6466 57.7358 56.8182 58.6466
Ratio Avg Win / Avg Loss 0.9633 1.2736 0.7332 0.7326 0.6261 0.9337
Largest Winning Trade 74689 74689 27051 1766577 1766577 1072740
Largest Losing Trade -64248 -53999 -64248 -4938830 -4938830 -1162455
Avg Bars in Trades 13 20 6 13 20 6
Avg Bars in Winners 8 10 6 8 10 6
Avg Bars in Losers 19 32 6 19 32 6
Bars Traded 3473 2660 813 3473 2660 813
Profit Streak 45.801 0 51.801 45.801 0 51.801
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 287537 318930 -517153 -565210 -579820 310100
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518804851,
    "expiration_time": 1764355392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.48768
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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": [
        [
            348726.2990482482,
            323872.58573913,
            24853.713309118,
            17643.6255395441,
            -2782531.353700319,
            2800174.9792398624
        ],
        [
            348.726299,
            323.872586,
            24.853713,
            17.643626,
            -2782.531354,
            2800.174979
        ],
        [
            0.185888,
            0.17264,
            0.013248,
            0.008662,
            0,
            0.179658
        ],
        [
            68.076923,
            68.076923,
            68.076923,
            68.076923,
            68.076923,
            68.076923
        ],
        [
            -326285,
            -202679,
            -171697,
            -11335574,
            -11490392,
            -1492996
        ],
        [
            1.315926,
            1.675736,
            1.039796,
            1.000722,
            0.823862,
            1.324205
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            153,
            75,
            78,
            153,
            75,
            78
        ],
        [
            112,
            57,
            55,
            112,
            57,
            55
        ],
        [
            57.735849,
            56.818182,
            58.646617,
            57.735849,
            56.818182,
            58.646617
        ],
        [
            0.963293,
            1.27356,
            0.733189,
            0.732555,
            0.626135,
            0.933734
        ],
        [
            74689,
            74689,
            27051,
            1766577,
            1766577,
            1072740
        ],
        [
            -64248,
            -53999,
            -64248,
            -4938830,
            -4938830,
            -1162455
        ],
        [
            13,
            20,
            6,
            13,
            20,
            6
        ],
        [
            8,
            10,
            6,
            8,
            10,
            6
        ],
        [
            19,
            32,
            6,
            19,
            32,
            6
        ],
        [
            3473,
            2660,
            813,
            3473,
            2660,
            813
        ],
        [
            45.800982,
            0,
            51.800982,
            45.800982,
            0,
            51.800982
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            287537,
            318930,
            -517153,
            -565210,
            -579820,
            310100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602806400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759518804851,
    "expiration_time": 1764355392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 4,
            "offset": 0,
            "std": 4.48768
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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)