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Trade: CRV/USDT/360/MIDPRICE/VWMA/5548

Strategy
CRV/USDT/360/MIDPRICE/VWMA/5548
Pair
CRV_USDT
Interval
6h
Score
304945
Daily Profit
0.254333
Profit Factor
2.826343
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
1877.750000
Evaluation Time
2025-10-05 16:33
Expiration Time
2025-11-30 21:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519702.5417 477573.2419 42129.2998 271850.8124 308266.2643 -36415.4519
Total P&L (%) 519.7025 477.5732 42.1293 271.8508 308.2663 -36.4155
Avg Daily Profit (%) 0.2768 0.2543 0.0224 0.07 0.0749 -0.0241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80549 -79892 -109188 -129123 -109095 -167303
Profit Factor 1.9089 2.8263 1.1358 1.3134 1.8104 0.9252
Total Trades 69 35 34 69 35 34
Winning Trades 28 13 15 28 13 15
Losing Trades 41 22 19 41 22 19
Profitability (%) 40.5797 37.1429 44.1176 40.5797 37.1429 44.1176
Ratio Avg Win / Avg Loss 2.7951 4.783 1.4386 1.9232 3.0638 1.172
Largest Winning Trade 279643 279643 43478 220229 220229 115630
Largest Losing Trade -50383 -26325 -50383 -90988 -46256 -90988
Avg Bars in Trades 100 84 117 100 84 117
Avg Bars in Winners 164 146 180 164 146 180
Avg Bars in Losers 57 48 67 57 48 67
Bars Traded 6961 2970 3991 6961 2970 3991
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97622 304945 -238416 -208182 -94454 -581416
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671215240,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            519702.5417245347,
            477573.2418969,
            42129.2998276351,
            271850.8124399591,
            308266.2643379555,
            -36415.4518979964
        ],
        [
            519.702542,
            477.573242,
            42.1293,
            271.850812,
            308.266264,
            -36.415452
        ],
        [
            0.276769,
            0.254333,
            0.022436,
            0.069966,
            0.074945,
            -0.024111
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80549,
            -79892,
            -109188,
            -129123,
            -109095,
            -167303
        ],
        [
            1.908882,
            2.826343,
            1.135764,
            1.3134,
            1.810432,
            0.925233
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            40.57971,
            37.142857,
            44.117647,
            40.57971,
            37.142857,
            44.117647
        ],
        [
            2.795149,
            4.783042,
            1.438635,
            1.923193,
            3.063809,
            1.171962
        ],
        [
            279643,
            279643,
            43478,
            220229,
            220229,
            115630
        ],
        [
            -50383,
            -26325,
            -50383,
            -90988,
            -46256,
            -90988
        ],
        [
            100,
            84,
            117,
            100,
            84,
            117
        ],
        [
            164,
            146,
            180,
            164,
            146,
            180
        ],
        [
            57,
            48,
            67,
            57,
            48,
            67
        ],
        [
            6961,
            2970,
            3991,
            6961,
            2970,
            3991
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97622,
            304945,
            -238416,
            -208182,
            -94454,
            -581416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600408800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671215240,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)