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Trade: CRV/USDT/15/VWMA/SINWMA/6134

Strategy
CRV/USDT/15/VWMA/SINWMA/6134
Pair
CRV_USDT
Interval
15m
Score
337848
Daily Profit
0.277730
Profit Factor
1.233266
Profitability
65.193370
Streak
7.126426
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 10:47
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 72326.4693 49505.9876 22820.4817 38139.3439 49933.3535 -11794.0096
Total P&L (%) 72.3265 49.506 22.8205 38.1393 49.9334 -11.794
Avg Daily Profit (%) 0.2777 0.1901 0.0876 0.1241 0.1556 -0.0482
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59549 -52620 -72946 -80290 -49386 -106754
Profit Factor 1.2333 1.3752 1.1281 1.1045 1.3571 0.9476
Total Trades 181 90 91 181 90 91
Winning Trades 118 54 64 118 54 64
Losing Trades 63 36 27 63 36 27
Profitability (%) 65.1934 60 70.3297 65.1934 60 70.3297
Ratio Avg Win / Avg Loss 0.6584 0.9168 0.4759 0.5897 0.9047 0.3998
Largest Winning Trade 21200 15690 21200 17817 13104 17817
Largest Losing Trade -38526 -29404 -38526 -47975 -28935 -47975
Avg Bars in Trades 134 124 143 134 124 143
Avg Bars in Winners 91 94 87 91 94 87
Avg Bars in Losers 215 169 276 215 169 276
Bars Traded 24328 11227 13101 24328 11227 13101
Profit Streak 7.1264 7.1264 7.1368 7.1264 7.1264 7.1368
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337848 191006 -159874 -133875 177783 -578421
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": 1736434800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758959223193,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "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": [
        [
            72326.4692962624,
            49505.9876097793,
            22820.4816864831,
            38139.3439377819,
            49933.3535179349,
            -11794.009580153
        ],
        [
            72.326469,
            49.505988,
            22.820482,
            38.139344,
            49.933354,
            -11.79401
        ],
        [
            0.27773,
            0.190101,
            0.08763,
            0.124143,
            0.155647,
            -0.048178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59549,
            -52620,
            -72946,
            -80290,
            -49386,
            -106754
        ],
        [
            1.233266,
            1.37519,
            1.128125,
            1.104453,
            1.357056,
            0.947649
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            118,
            54,
            64,
            118,
            54,
            64
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            65.19337,
            60,
            70.32967,
            65.19337,
            60,
            70.32967
        ],
        [
            0.658439,
            0.916793,
            0.475928,
            0.589666,
            0.904704,
            0.399789
        ],
        [
            21200,
            15690,
            21200,
            17817,
            13104,
            17817
        ],
        [
            -38526,
            -29404,
            -38526,
            -47975,
            -28935,
            -47975
        ],
        [
            134,
            124,
            143,
            134,
            124,
            143
        ],
        [
            91,
            94,
            87,
            91,
            94,
            87
        ],
        [
            215,
            169,
            276,
            215,
            169,
            276
        ],
        [
            24328,
            11227,
            13101,
            24328,
            11227,
            13101
        ],
        [
            7.126426,
            7.126426,
            7.136842,
            7.126426,
            7.126426,
            7.136842
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337848,
            191006,
            -159874,
            -133875,
            177783,
            -578421
        ]
    ]
}
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": 1736434800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758959223193,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "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)