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Trade: CRV/USDT/1/VWAP/KCL/6261

Strategy
CRV/USDT/1/VWAP/KCL/6261
Pair
CRV_USDT
Interval
1m
Score
501633
Daily Profit
1.514720
Profit Factor
2.364069
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-04 22:05
Expiration Time
2025-12-12 10:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 35516.4323 9004.1883 26512.244 40262.6024 10441.9488 29820.6536
Total P&L (%) 35.5164 9.0042 26.5122 40.2626 10.4419 29.8207
Avg Daily Profit (%) 2.0459 0.5187 1.5272 1.9681 0.5738 1.5147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -5814 -5241 -6261 -7938 -6011 -6711
Profit Factor 2.1074 1.6734 2.4177 2.0888 1.6908 2.3641
Total Trades 73 37 36 73 37 36
Winning Trades 42 21 21 42 21 21
Losing Trades 31 16 15 31 16 15
Profitability (%) 57.5342 56.7568 58.3333 57.5342 56.7568 58.3333
Ratio Avg Win / Avg Loss 1.5555 1.275 1.7269 1.5418 1.2882 1.6886
Largest Winning Trade 9557 4561 9557 10387 5532 10387
Largest Losing Trade -5241 -5241 -3236 -6011 -6011 -4188
Avg Bars in Trades 331 183 483 331 183 483
Avg Bars in Winners 329 212 446 329 212 446
Avg Bars in Losers 334 146 535 334 146 535
Bars Traded 24216 6798 17417 24216 6798 17417
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 -61972 -154382 495159 -61654 -140406 501633
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547660000,
    "first_datapoint_time": 1757562540000,
    "last_datapoint_time": 1759047600000,
    "evaluation_time": 1759604734468,
    "expiration_time": 1765527600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            35516.4322986185,
            9004.1882678612,
            26512.2440307573,
            40262.6023591088,
            10441.9487994981,
            29820.6535596107
        ],
        [
            35.516432,
            9.004188,
            26.512244,
            40.262602,
            10.441949,
            29.820654
        ],
        [
            2.045877,
            0.518674,
            1.527203,
            1.968116,
            0.573759,
            1.51472
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -5814,
            -5241,
            -6261,
            -7938,
            -6011,
            -6711
        ],
        [
            2.107405,
            1.673448,
            2.417655,
            2.08883,
            1.690774,
            2.364069
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            57.534247,
            56.756757,
            58.333333,
            57.534247,
            56.756757,
            58.333333
        ],
        [
            1.555466,
            1.275008,
            1.726896,
            1.541756,
            1.288209,
            1.688621
        ],
        [
            9557,
            4561,
            9557,
            10387,
            5532,
            10387
        ],
        [
            -5241,
            -5241,
            -3236,
            -6011,
            -6011,
            -4188
        ],
        [
            331,
            183,
            483,
            331,
            183,
            483
        ],
        [
            329,
            212,
            446,
            329,
            212,
            446
        ],
        [
            334,
            146,
            535,
            334,
            146,
            535
        ],
        [
            24216,
            6798,
            17417,
            24216,
            6798,
            17417
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61972,
            -154382,
            495159,
            -61654,
            -140406,
            501633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547660000,
    "first_datapoint_time": 1757562540000,
    "last_datapoint_time": 1759047600000,
    "evaluation_time": 1759604734468,
    "expiration_time": 1765527600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 249,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)