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Trade: CRV/USDT/15/SSF/VWAP/6512

Strategy
CRV/USDT/15/SSF/VWAP/6512
Pair
CRV_USDT
Interval
15m
Score
347434
Daily Profit
0.439744
Profit Factor
1.325935
Profitability
55.612245
Streak
3.071737
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 22:28
Expiration Time
2025-12-27 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114518.1083 67409.4079 47108.7005 84364.7049 108648.0533 -24283.3484
Total P&L (%) 114.5181 67.4094 47.1087 84.3647 108.6481 -24.2833
Avg Daily Profit (%) 0.4397 0.2588 0.1809 0.2352 0.2828 -0.1068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105224 -38797 -81586 -218973 -79894 -164177
Profit Factor 1.3259 1.4236 1.2451 1.1445 1.4608 0.9302
Total Trades 196 98 98 196 98 98
Winning Trades 109 55 54 109 55 54
Losing Trades 87 43 44 87 43 44
Profitability (%) 55.6122 56.1224 55.102 55.6122 56.1224 55.102
Ratio Avg Win / Avg Loss 1.0583 1.113 1.0145 0.9135 1.1421 0.758
Largest Winning Trade 36667 27729 36667 40025 40025 38726
Largest Losing Trade -43931 -27460 -43931 -72387 -28561 -72387
Avg Bars in Trades 125 122 127 125 122 127
Avg Bars in Winners 100 105 95 100 105 95
Avg Bars in Losers 156 144 167 156 144 167
Bars Traded 24518 11991 12527 24518 11991 12527
Profit Streak 3.0717 3.0717 7.0509 3.0717 3.0717 7.0509
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347434 245346 206682 -55591 267135 -580652
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737850500000,
    "first_datapoint_time": 1737991800000,
    "last_datapoint_time": 1760349600000,
    "evaluation_time": 1760383698089,
    "expiration_time": 1766829600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 157
        }
    }
}
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": [
        [
            114518.1083447409,
            67409.4078581486,
            47108.7004865924,
            84364.7049431385,
            108648.0533032292,
            -24283.3483600907
        ],
        [
            114.518108,
            67.409408,
            47.1087,
            84.364705,
            108.648053,
            -24.283348
        ],
        [
            0.439744,
            0.258849,
            0.180895,
            0.235183,
            0.282819,
            -0.10676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105224,
            -38797,
            -81586,
            -218973,
            -79894,
            -164177
        ],
        [
            1.325935,
            1.423582,
            1.245088,
            1.144493,
            1.460839,
            0.930241
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            55.612245,
            56.122449,
            55.102041,
            55.612245,
            56.122449,
            55.102041
        ],
        [
            1.058315,
            1.112982,
            1.014516,
            0.913495,
            1.14211,
            0.757974
        ],
        [
            36667,
            27729,
            36667,
            40025,
            40025,
            38726
        ],
        [
            -43931,
            -27460,
            -43931,
            -72387,
            -28561,
            -72387
        ],
        [
            125,
            122,
            127,
            125,
            122,
            127
        ],
        [
            100,
            105,
            95,
            100,
            105,
            95
        ],
        [
            156,
            144,
            167,
            156,
            144,
            167
        ],
        [
            24518,
            11991,
            12527,
            24518,
            11991,
            12527
        ],
        [
            3.071737,
            3.071737,
            7.050904,
            3.071737,
            3.071737,
            7.050904
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347434,
            245346,
            206682,
            -55591,
            267135,
            -580652
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737850500000,
    "first_datapoint_time": 1737991800000,
    "last_datapoint_time": 1760349600000,
    "evaluation_time": 1760383698089,
    "expiration_time": 1766829600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 157
        }
    }
}

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)