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Trade: CRV/USDT/15/VWMA/VWMA/5873

Strategy
CRV/USDT/15/VWMA/VWMA/5873
Pair
CRV_USDT
Interval
15m
Score
337595
Daily Profit
0.286043
Profit Factor
1.228316
Profitability
65.116279
Streak
6.512294
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 11:02
Expiration Time
2025-12-19 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74491.2127 44017.0657 30474.1471 25774.8458 33998.117 -8223.2712
Total P&L (%) 74.4912 44.0171 30.4741 25.7748 33.9981 -8.2233
Avg Daily Profit (%) 0.286 0.169 0.117 0.0881 0.1124 -0.0329
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65471 -44591 -75267 -86129 -43924 -102951
Profit Factor 1.2283 1.2977 1.1708 1.0691 1.211 0.9612
Total Trades 172 86 86 172 86 86
Winning Trades 112 52 60 112 52 60
Losing Trades 60 34 26 60 34 26
Profitability (%) 65.1163 60.4651 69.7674 65.1163 60.4651 69.7674
Ratio Avg Win / Avg Loss 0.658 0.8485 0.5074 0.5727 0.7918 0.4165
Largest Winning Trade 11672 11672 9574 13781 13781 9340
Largest Losing Trade -49472 -31955 -49472 -62196 -30346 -62196
Avg Bars in Trades 141 141 141 141 141 141
Avg Bars in Winners 90 83 96 90 83 96
Avg Bars in Losers 236 230 245 236 230 245
Bars Traded 24351 12192 12159 24351 12192 12159
Profit Streak 6.5123 6.5227 6.5123 6.5123 6.5227 6.5123
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337595 179029 -72343 -221947 -46688 -578967
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737151200000,
    "first_datapoint_time": 1737358200000,
    "last_datapoint_time": 1759650300000,
    "evaluation_time": 1759651362225,
    "expiration_time": 1766130300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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": [
        [
            74491.2127085952,
            44017.0656538961,
            30474.1470546991,
            25774.8458209702,
            33998.1170287353,
            -8223.271207765
        ],
        [
            74.491213,
            44.017066,
            30.474147,
            25.774846,
            33.998117,
            -8.223271
        ],
        [
            0.286043,
            0.169023,
            0.117019,
            0.088098,
            0.112441,
            -0.032946
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65471,
            -44591,
            -75267,
            -86129,
            -43924,
            -102951
        ],
        [
            1.228316,
            1.297711,
            1.170809,
            1.069121,
            1.210964,
            0.961163
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            112,
            52,
            60,
            112,
            52,
            60
        ],
        [
            60,
            34,
            26,
            60,
            34,
            26
        ],
        [
            65.116279,
            60.465116,
            69.767442,
            65.116279,
            60.465116,
            69.767442
        ],
        [
            0.658027,
            0.848503,
            0.50735,
            0.572744,
            0.791784,
            0.416504
        ],
        [
            11672,
            11672,
            9574,
            13781,
            13781,
            9340
        ],
        [
            -49472,
            -31955,
            -49472,
            -62196,
            -30346,
            -62196
        ],
        [
            141,
            141,
            141,
            141,
            141,
            141
        ],
        [
            90,
            83,
            96,
            90,
            83,
            96
        ],
        [
            236,
            230,
            245,
            236,
            230,
            245
        ],
        [
            24351,
            12192,
            12159,
            24351,
            12192,
            12159
        ],
        [
            6.512294,
            6.522711,
            6.512294,
            6.512294,
            6.522711,
            6.512294
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337595,
            179029,
            -72343,
            -221947,
            -46688,
            -578967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737151200000,
    "first_datapoint_time": 1737358200000,
    "last_datapoint_time": 1759650300000,
    "evaluation_time": 1759651362225,
    "expiration_time": 1766130300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "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)