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Trade: CRV/USDT/15/SWMA/VWMA/7562

Strategy
CRV/USDT/15/SWMA/VWMA/7562
Pair
CRV_USDT
Interval
15m
Score
310296
Daily Profit
0.335737
Profit Factor
1.205333
Profitability
66.260163
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 04:20
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87432.6995 55640.1078 31792.5917 43758.1268 60641.8169 -16883.6901
Total P&L (%) 87.4327 55.6401 31.7926 43.7581 60.6418 -16.8837
Avg Daily Profit (%) 0.3357 0.2137 0.1221 0.1395 0.1822 -0.071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69864 -35609 -81554 -145011 -50156 -163146
Profit Factor 1.2053 1.2695 1.1449 1.0592 1.1768 0.9574
Total Trades 246 123 123 246 123 123
Winning Trades 163 76 87 163 76 87
Losing Trades 83 47 36 83 47 36
Profitability (%) 66.2602 61.7886 70.7317 66.2602 61.7886 70.7317
Ratio Avg Win / Avg Loss 0.6138 0.7851 0.4738 0.5393 0.7278 0.3962
Largest Winning Trade 16379 16379 15957 25084 22138 25084
Largest Losing Trade -41860 -25324 -41860 -65873 -27451 -65873
Avg Bars in Trades 100 104 96 100 104 96
Avg Bars in Winners 63 65 62 63 65 62
Avg Bars in Losers 171 166 178 171 166 178
Bars Traded 24678 12804 11874 24678 12804 11874
Profit Streak 0 0 7.3369 0 0 7.3369
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310296 176993 -94011 -163836 -20916 -579033

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758936006056,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            87432.6994948408,
            55640.1078077508,
            31792.59168709,
            43758.1268125552,
            60641.8169352076,
            -16883.6901226524
        ],
        [
            87.432699,
            55.640108,
            31.792592,
            43.758127,
            60.641817,
            -16.88369
        ],
        [
            0.335737,
            0.213655,
            0.122082,
            0.139473,
            0.182182,
            -0.070987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69864,
            -35609,
            -81554,
            -145011,
            -50156,
            -163146
        ],
        [
            1.205333,
            1.269524,
            1.144927,
            1.059171,
            1.176843,
            0.957429
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            163,
            76,
            87,
            163,
            76,
            87
        ],
        [
            83,
            47,
            36,
            83,
            47,
            36
        ],
        [
            66.260163,
            61.788618,
            70.731707,
            66.260163,
            61.788618,
            70.731707
        ],
        [
            0.613759,
            0.7851,
            0.473763,
            0.539333,
            0.727784,
            0.396178
        ],
        [
            16379,
            16379,
            15957,
            25084,
            22138,
            25084
        ],
        [
            -41860,
            -25324,
            -41860,
            -65873,
            -27451,
            -65873
        ],
        [
            100,
            104,
            96,
            100,
            104,
            96
        ],
        [
            63,
            65,
            62,
            63,
            65,
            62
        ],
        [
            171,
            166,
            178,
            171,
            166,
            178
        ],
        [
            24678,
            12804,
            11874,
            24678,
            12804,
            11874
        ],
        [
            0,
            0,
            7.336875,
            0,
            0,
            7.336876
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310296,
            176993,
            -94011,
            -163836,
            -20916,
            -579033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736401500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758936006056,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)