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Trade: CRV/USDT/15/ZLMA/VWMA/4392

Strategy
CRV/USDT/15/ZLMA/VWMA/4392
Pair
CRV_USDT
Interval
15m
Score
338750
Daily Profit
0.396356
Profit Factor
1.253775
Profitability
62.921348
Streak
3.593696
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 15:29
Expiration Time
2025-12-16 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103219.083 57495.6504 45723.4326 74023.2053 74441.1236 -417.9184
Total P&L (%) 103.2191 57.4957 45.7234 74.0232 74.4411 -0.4179
Avg Daily Profit (%) 0.3964 0.2208 0.1756 0.213 0.2139 -0.0016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71433 -35466 -70965 -172531 -64344 -167491
Profit Factor 1.2538 1.2936 1.2168 1.0945 1.2041 0.999
Total Trades 267 134 133 267 134 133
Winning Trades 168 79 89 168 79 89
Losing Trades 99 55 44 99 55 44
Profitability (%) 62.9213 58.9552 66.9173 62.9213 58.9552 66.9173
Ratio Avg Win / Avg Loss 0.7388 0.9006 0.6016 0.645 0.8383 0.4939
Largest Winning Trade 16516 16516 14778 25630 25630 19706
Largest Losing Trade -47394 -27261 -47394 -110283 -34839 -110283
Avg Bars in Trades 91 100 83 91 100 83
Avg Bars in Winners 70 79 63 70 79 63
Avg Bars in Losers 127 129 124 127 129 124
Bars Traded 24517 13427 11090 24517 13427 11090
Profit Streak 3.5937 5.6562 3.5937 3.5937 5.6562 3.5937
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338750 236329 129893 -108496 244515 -580777
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736908200000,
    "first_datapoint_time": 1737065700000,
    "last_datapoint_time": 1759407300000,
    "evaluation_time": 1759408195326,
    "expiration_time": 1765887300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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": [
        [
            103219.0829955781,
            57495.6503781311,
            45723.4326174469,
            74023.2052604517,
            74441.1236196502,
            -417.9183591984
        ],
        [
            103.219083,
            57.49565,
            45.723433,
            74.023205,
            74.441124,
            -0.417918
        ],
        [
            0.396356,
            0.22078,
            0.175576,
            0.212967,
            0.21389,
            -0.001608
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71433,
            -35466,
            -70965,
            -172531,
            -64344,
            -167491
        ],
        [
            1.253775,
            1.293636,
            1.216773,
            1.094536,
            1.204071,
            0.999001
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            168,
            79,
            89,
            168,
            79,
            89
        ],
        [
            99,
            55,
            44,
            99,
            55,
            44
        ],
        [
            62.921348,
            58.955224,
            66.917293,
            62.921348,
            58.955224,
            66.917293
        ],
        [
            0.738832,
            0.900632,
            0.601551,
            0.644995,
            0.838277,
            0.493888
        ],
        [
            16516,
            16516,
            14778,
            25630,
            25630,
            19706
        ],
        [
            -47394,
            -27261,
            -47394,
            -110283,
            -34839,
            -110283
        ],
        [
            91,
            100,
            83,
            91,
            100,
            83
        ],
        [
            70,
            79,
            63,
            70,
            79,
            63
        ],
        [
            127,
            129,
            124,
            127,
            129,
            124
        ],
        [
            24517,
            13427,
            11090,
            24517,
            13427,
            11090
        ],
        [
            3.593696,
            5.656196,
            3.593696,
            3.593696,
            5.656196,
            3.593696
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338750,
            236329,
            129893,
            -108496,
            244515,
            -580777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736908200000,
    "first_datapoint_time": 1737065700000,
    "last_datapoint_time": 1759407300000,
    "evaluation_time": 1759408195326,
    "expiration_time": 1765887300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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)