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Trade: CRV/USDT/360/BBM/VWMA/8257

Strategy
CRV/USDT/360/BBM/VWMA/8257
Pair
CRV_USDT
Interval
6h
Score
543322
Daily Profit
0.298496
Profit Factor
2.374020
Profitability
55.555556
Streak
235.868481
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 23:50
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458719.8811 557217.8267 -98497.9455 -92943.2513 204648.1992 -297591.4505
Total P&L (%) 458.7199 557.2178 -98.4979 -92.9433 204.6482 -297.5915
Avg Daily Profit (%) 0.2457 0.2985 -0.0528 -0.1419 0.0597 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -381700 -174876 -222170 -589800 -244781 -346594
Profit Factor 1.6151 2.374 0.7105 0.8472 1.8103 0.1632
Total Trades 73 36 37 73 36 37
Winning Trades 37 20 17 37 20 17
Losing Trades 36 16 20 36 16 20
Profitability (%) 50.6849 55.5556 45.9459 50.6849 55.5556 45.9459
Ratio Avg Win / Avg Loss 1.5714 1.8992 0.8359 0.8243 1.4482 0.192
Largest Winning Trade 325197 325197 39882 292459 292459 51061
Largest Losing Trade -88916 -67352 -88916 -241140 -235247 -241140
Avg Bars in Trades 94 131 57 94 131 57
Avg Bars in Winners 110 145 69 110 145 69
Avg Bars in Losers 77 114 46 77 114 46
Bars Traded 6864 4744 2120 6864 4744 2120
Profit Streak 116.8685 235.8685 116.8685 116.8685 235.8685 116.8685
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64161 543322 -581785 -656008 -109201 -581785

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600797600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919836795,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 139,
            "offset": 0,
            "std": 1.61088
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "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": [
        [
            458719.8811306006,
            557217.826676399,
            -98497.9455457984,
            -92943.251266911,
            204648.1992166271,
            -297591.450483538
        ],
        [
            458.719881,
            557.217827,
            -98.497946,
            -92.943251,
            204.648199,
            -297.59145
        ],
        [
            0.245732,
            0.298496,
            -0.052764,
            -0.141921,
            0.059693,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -381700,
            -174876,
            -222170,
            -589800,
            -244781,
            -346594
        ],
        [
            1.615085,
            2.37402,
            0.710508,
            0.847178,
            1.810276,
            0.163161
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            50.684932,
            55.555556,
            45.945946,
            50.684932,
            55.555556,
            45.945946
        ],
        [
            1.571434,
            1.899216,
            0.835892,
            0.824281,
            1.448221,
            0.191955
        ],
        [
            325197,
            325197,
            39882,
            292459,
            292459,
            51061
        ],
        [
            -88916,
            -67352,
            -88916,
            -241140,
            -235247,
            -241140
        ],
        [
            94,
            131,
            57,
            94,
            131,
            57
        ],
        [
            110,
            145,
            69,
            110,
            145,
            69
        ],
        [
            77,
            114,
            46,
            77,
            114,
            46
        ],
        [
            6864,
            4744,
            2120,
            6864,
            4744,
            2120
        ],
        [
            116.868481,
            235.868481,
            116.868481,
            116.868481,
            235.868481,
            116.868481
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64161,
            543322,
            -581785,
            -656008,
            -109201,
            -581785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600797600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919836795,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 139,
            "offset": 0,
            "std": 1.61088
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "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)