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Trade: CRV/USDT/120/VWMA/EMA/5836

Strategy
CRV/USDT/120/VWMA/EMA/5836
Pair
CRV_USDT
Interval
2h
Score
542082
Daily Profit
0.459537
Profit Factor
2.100845
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1883.750000
Evaluation Time
2025-10-12 13:16
Expiration Time
2025-12-19 05:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865652.0843 573719.9752 291932.1091 15300045.0426 16712409.2076 -1412364.165
Total P&L (%) 865.6521 573.72 291.9321 15300.045 16712.4092 -1412.3642
Avg Daily Profit (%) 0.4595 0.3046 0.155 0.2677 0.2724 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140165 -51674 -121561 -10806601 -6486822 -8343908
Profit Factor 2.1008 2.4951 1.7251 1.4522 1.9753 0.9154
Total Trades 154 77 77 154 77 77
Winning Trades 77 37 40 77 37 40
Losing Trades 77 40 37 77 40 37
Profitability (%) 50 48.0519 51.9481 50 48.0519 51.9481
Ratio Avg Win / Avg Loss 2.1008 2.6974 1.5957 1.4522 2.1354 0.8468
Largest Winning Trade 118883 118883 79501 10779781 10779781 5553680
Largest Losing Trade -51289 -51289 -48046 -5160735 -3650797 -5160735
Avg Bars in Trades 144 131 157 144 131 157
Avg Bars in Winners 186 184 188 186 184 188
Avg Bars in Losers 102 82 124 102 82 124
Bars Traded 22285 10140 12145 22285 10140 12145
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 542082 -29028 -31199 375750 -30306 -622483
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22605,
    "evaluation_days": 1883.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760264211451,
    "expiration_time": 1766115216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 168,
            "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": [
        [
            865652.0842613082,
            573719.9751843772,
            291932.1090769311,
            15300045.042607743,
            16712409.207586348,
            -1412364.1649786008
        ],
        [
            865.652084,
            573.719975,
            291.932109,
            15300.045043,
            16712.409208,
            -1412.364165
        ],
        [
            0.459537,
            0.304563,
            0.154974,
            0.267748,
            0.272418,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140165,
            -51674,
            -121561,
            -10806601,
            -6486822,
            -8343908
        ],
        [
            2.100845,
            2.495113,
            1.725077,
            1.452164,
            1.975266,
            0.915433
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            50,
            48.051948,
            51.948052,
            50,
            48.051948,
            51.948052
        ],
        [
            2.100845,
            2.69742,
            1.595696,
            1.452164,
            2.135423,
            0.846776
        ],
        [
            118883,
            118883,
            79501,
            10779781,
            10779781,
            5553680
        ],
        [
            -51289,
            -51289,
            -48046,
            -5160735,
            -3650797,
            -5160735
        ],
        [
            144,
            131,
            157,
            144,
            131,
            157
        ],
        [
            186,
            184,
            188,
            186,
            184,
            188
        ],
        [
            102,
            82,
            124,
            102,
            82,
            124
        ],
        [
            22285,
            10140,
            12145,
            22285,
            10140,
            12145
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542082,
            -29028,
            -31199,
            375750,
            -30306,
            -622483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22605,
    "evaluation_days": 1883.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760264211451,
    "expiration_time": 1766115216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 168,
            "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)