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Trade: CRV/USDT/720/VWMA/VWAP/8714

Strategy
CRV/USDT/720/VWMA/VWAP/8714
Pair
CRV_USDT
Interval
12h
Score
347363
Daily Profit
0.159415
Profit Factor
1.372104
Profitability
50.344828
Streak
100.196499
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 07:42
Expiration Time
2025-12-04 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299939.6043 318169.7511 -18230.1468 -87997.7858 182742.4522 -270740.238
Total P&L (%) 299.9396 318.1698 -18.2301 -87.9978 182.7425 -270.7402
Avg Daily Profit (%) 0.1594 0.1691 -0.0097 -0.1126 0.0553 0
Buy And Hold Return (%) 44.8907 44.8907 44.8907 44.8907 44.8907 44.8907
Max Trade Drawdown -202816 -158037 -114062 -199997 -16910 -266371
Profit Factor 1.3721 1.8687 0.9585 0.7732 5.1836 0.2137
Total Trades 145 72 73 145 72 73
Winning Trades 73 32 41 73 32 41
Losing Trades 72 40 32 72 40 32
Profitability (%) 50.3448 44.4444 56.1644 50.3448 44.4444 56.1644
Ratio Avg Win / Avg Loss 1.3533 2.3359 0.7481 0.7626 6.4795 0.1668
Largest Winning Trade 119898 119898 55288 110206 110206 26909
Largest Losing Trade -90825 -37567 -90825 -171242 -8739 -171242
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 20 15 23 20 15 23
Avg Bars in Losers 28 31 24 28 31 24
Bars Traded 3490 1736 1754 3490 1736 1754
Profit Streak 100.1965 100.1965 186.6965 100.1965 100.1965 186.6965
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347363 -69876 -650023 -578715 -194140 -650023
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984977537,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 112
        }
    }
}
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": [
        [
            299939.6043166121,
            318169.7511047832,
            -18230.1467881708,
            -87997.7858365189,
            182742.4521778601,
            -270740.2380143788
        ],
        [
            299.939604,
            318.169751,
            -18.230147,
            -87.997786,
            182.742452,
            -270.740238
        ],
        [
            0.159415,
            0.169104,
            -0.009689,
            -0.112617,
            0.055257,
            0
        ],
        [
            44.890656,
            44.890656,
            44.890656,
            44.890656,
            44.890656,
            44.890656
        ],
        [
            -202816,
            -158037,
            -114062,
            -199997,
            -16910,
            -266371
        ],
        [
            1.372104,
            1.868689,
            0.958549,
            0.773204,
            5.183592,
            0.213703
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            50.344828,
            44.444444,
            56.164384,
            50.344828,
            44.444444,
            56.164384
        ],
        [
            1.353308,
            2.335862,
            0.748136,
            0.762612,
            6.47949,
            0.166793
        ],
        [
            119898,
            119898,
            55288,
            110206,
            110206,
            26909
        ],
        [
            -90825,
            -37567,
            -90825,
            -171242,
            -8739,
            -171242
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            20,
            15,
            23,
            20,
            15,
            23
        ],
        [
            28,
            31,
            24,
            28,
            31,
            24
        ],
        [
            3490,
            1736,
            1754,
            3490,
            1736,
            1754
        ],
        [
            100.196499,
            100.196499,
            186.696499,
            100.196499,
            100.196499,
            186.696499
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347363,
            -69876,
            -650023,
            -578715,
            -194140,
            -650023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759984977537,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 112
        }
    }
}

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)