← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CRV/USDT/120/VWMA/ZLMA/3772

Strategy
CRV/USDT/120/VWMA/ZLMA/3772
Pair
CRV_USDT
Interval
2h
Score
313692
Daily Profit
0.300664
Profit Factor
1.617373
Profitability
40.800000
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-28 04:09
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 561039.0457 584649.7077 -23610.662 10193.7789 123131.972 -112938.1932
Total P&L (%) 561.039 584.6497 -23.6107 10.1938 123.132 -112.9382
Avg Daily Profit (%) 0.3007 0.3133 -0.0127 0.0052 0.043 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160957 -69716 -119846 -89733 -49494 -95225
Profit Factor 1.6174 2.3484 0.9503 1.0163 1.4452 0.675
Total Trades 125 63 62 125 63 62
Winning Trades 51 24 27 51 24 27
Losing Trades 74 39 35 74 39 35
Profitability (%) 40.8 38.0952 43.5484 40.8 38.0952 43.5484
Ratio Avg Win / Avg Loss 2.3468 3.8162 1.2319 1.4747 2.3484 0.8749
Largest Winning Trade 340663 340663 42299 123333 123333 38844
Largest Losing Trade -52720 -38569 -52720 -44323 -27040 -44323
Avg Bars in Trades 170 158 183 170 158 183
Avg Bars in Winners 279 283 276 279 283 276
Avg Bars in Losers 95 81 111 95 81 111
Bars Traded 21365 9987 11378 21365 9987 11378
Profit Streak 0 0 47.7981 0 0 47.7981
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313692 -138108 -735517 -551424 -284950 -737184
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598680800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759021756763,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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": [
        [
            561039.0457382438,
            584649.7077293491,
            -23610.6619911052,
            10193.7788507242,
            123131.972003194,
            -112938.1931524698
        ],
        [
            561.039046,
            584.649708,
            -23.610662,
            10.193779,
            123.131972,
            -112.938193
        ],
        [
            0.300664,
            0.313317,
            -0.012653,
            0.005202,
            0.043021,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160957,
            -69716,
            -119846,
            -89733,
            -49494,
            -95225
        ],
        [
            1.617373,
            2.348401,
            0.950311,
            1.016335,
            1.445167,
            0.674958
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            40.8,
            38.095238,
            43.548387,
            40.8,
            38.095238,
            43.548387
        ],
        [
            2.346777,
            3.816151,
            1.231884,
            1.474682,
            2.348397,
            0.874946
        ],
        [
            340663,
            340663,
            42299,
            123333,
            123333,
            38844
        ],
        [
            -52720,
            -38569,
            -52720,
            -44323,
            -27040,
            -44323
        ],
        [
            170,
            158,
            183,
            170,
            158,
            183
        ],
        [
            279,
            283,
            276,
            279,
            283,
            276
        ],
        [
            95,
            81,
            111,
            95,
            81,
            111
        ],
        [
            21365,
            9987,
            11378,
            21365,
            9987,
            11378
        ],
        [
            0,
            0,
            47.798111,
            0,
            0,
            47.798111
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313692,
            -138108,
            -735517,
            -551424,
            -284950,
            -737184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598680800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759021756763,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 149,
            "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)