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Trade: CRV/USDT/120/VWMA/HILO/9472

Strategy
CRV/USDT/120/VWMA/HILO/9472
Pair
CRV_USDT
Interval
2h
Score
313914
Daily Profit
0.313247
Profit Factor
1.468931
Profitability
39.784946
Streak
0.000000
Best Strategy
Training Data Length
1872.080000
Evaluation Time
2025-09-30 19:35
Expiration Time
2025-12-07 03:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586423.1281 505057.854 81365.2741 49383.5599 209539.2653 -160155.7054
Total P&L (%) 586.4231 505.0579 81.3653 49.3836 209.5393 -160.1557
Avg Daily Profit (%) 0.3132 0.2698 0.0435 0.0214 0.0604 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142153 -104207 -114336 -291208 -138470 -226391
Profit Factor 1.4689 1.7566 1.1395 1.0313 1.2677 0.7991
Total Trades 279 140 139 279 140 139
Winning Trades 111 51 60 111 51 60
Losing Trades 168 89 79 168 89 79
Profitability (%) 39.7849 36.4286 43.1655 39.7849 36.4286 43.1655
Ratio Avg Win / Avg Loss 2.2232 3.0655 1.5004 1.5608 2.2123 1.0521
Largest Winning Trade 270449 270449 80558 208040 208040 62777
Largest Losing Trade -43411 -43411 -29142 -59770 -52815 -59770
Avg Bars in Trades 79 69 89 79 69 89
Avg Bars in Winners 134 119 148 134 119 148
Avg Bars in Losers 42 40 44 42 40 44
Bars Traded 22155 9711 12444 22155 9711 12444
Profit Streak 0 0 11.108 0 0 11.108
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313914 234137 -202973 -353148 -116771 -581315
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22465,
    "evaluation_days": 1872.08,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598925600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759250128976,
    "expiration_time": 1765070928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 46
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            586423.1280785452,
            505057.8540006516,
            81365.2740778935,
            49383.5599147948,
            209539.2653259162,
            -160155.7054111215
        ],
        [
            586.423128,
            505.057854,
            81.365274,
            49.38356,
            209.539265,
            -160.155705
        ],
        [
            0.313247,
            0.269784,
            0.043462,
            0.021441,
            0.060374,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142153,
            -104207,
            -114336,
            -291208,
            -138470,
            -226391
        ],
        [
            1.468931,
            1.756646,
            1.139549,
            1.031261,
            1.267705,
            0.799052
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            111,
            51,
            60,
            111,
            51,
            60
        ],
        [
            168,
            89,
            79,
            168,
            89,
            79
        ],
        [
            39.784946,
            36.428571,
            43.165468,
            39.784946,
            36.428571,
            43.165468
        ],
        [
            2.223247,
            3.065519,
            1.500406,
            1.560827,
            2.212269,
            1.052085
        ],
        [
            270449,
            270449,
            80558,
            208040,
            208040,
            62777
        ],
        [
            -43411,
            -43411,
            -29142,
            -59770,
            -52815,
            -59770
        ],
        [
            79,
            69,
            89,
            79,
            69,
            89
        ],
        [
            134,
            119,
            148,
            134,
            119,
            148
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            22155,
            9711,
            12444,
            22155,
            9711,
            12444
        ],
        [
            0,
            0,
            11.107974,
            0,
            0,
            11.107974
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313914,
            234137,
            -202973,
            -353148,
            -116771,
            -581315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22465,
    "evaluation_days": 1872.08,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598925600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759250128976,
    "expiration_time": 1765070928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 46
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)