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Trade: CRV/USDT/360/VWMA/KCB/6140

Strategy
CRV/USDT/360/VWMA/KCB/6140
Pair
CRV_USDT
Interval
6h
Score
315799
Daily Profit
0.226385
Profit Factor
2.410703
Profitability
37.142857
Streak
361.990749
Best Strategy
Training Data Length
1874.250000
Evaluation Time
2025-10-02 08:46
Expiration Time
2025-11-27 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377599.7023 424301.4147 -46701.7124 -23459.6479 125887.9321 -149347.58
Total P&L (%) 377.5997 424.3014 -46.7017 -23.4596 125.8879 -149.3476
Avg Daily Profit (%) 0.2015 0.2264 -0.0249 -0.0143 0.0435 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217772 -73415 -183150 -188111 -65017 -148482
Profit Factor 1.5629 2.4107 0.8738 0.9279 2.0986 0.2907
Total Trades 69 35 34 69 35 34
Winning Trades 25 13 12 25 13 12
Losing Trades 44 22 22 44 22 22
Profitability (%) 36.2319 37.1429 35.2941 36.2319 37.1429 35.2941
Ratio Avg Win / Avg Loss 2.7508 4.0797 1.6019 1.633 3.5514 0.533
Largest Winning Trade 261156 261156 61533 117824 117824 15146
Largest Losing Trade -55576 -39754 -55576 -86665 -41305 -86665
Avg Bars in Trades 100 89 112 100 89 112
Avg Bars in Winners 173 163 183 173 163 183
Avg Bars in Losers 59 45 73 59 45 73
Bars Traded 6947 3132 3815 6947 3132 3815
Profit Streak 79.9907 361.9907 0 79.9907 361.9907 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100638 315799 -583736 -689074 -134500 -586514
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7497,
    "evaluation_days": 1874.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384000697,
    "expiration_time": 1764221256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            377599.7023165715,
            424301.4147477256,
            -46701.712431154,
            -23459.6478945278,
            125887.9321070058,
            -149347.5800015337
        ],
        [
            377.599702,
            424.301415,
            -46.701712,
            -23.459648,
            125.887932,
            -149.34758
        ],
        [
            0.201467,
            0.226385,
            -0.024918,
            -0.014263,
            0.043487,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217772,
            -73415,
            -183150,
            -188111,
            -65017,
            -148482
        ],
        [
            1.562942,
            2.410703,
            0.873775,
            0.92785,
            2.098554,
            0.290708
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            36.231884,
            37.142857,
            35.294118,
            36.231884,
            37.142857,
            35.294118
        ],
        [
            2.750778,
            4.079651,
            1.601921,
            1.633017,
            3.551399,
            0.532964
        ],
        [
            261156,
            261156,
            61533,
            117824,
            117824,
            15146
        ],
        [
            -55576,
            -39754,
            -55576,
            -86665,
            -41305,
            -86665
        ],
        [
            100,
            89,
            112,
            100,
            89,
            112
        ],
        [
            173,
            163,
            183,
            173,
            163,
            183
        ],
        [
            59,
            45,
            73,
            59,
            45,
            73
        ],
        [
            6947,
            3132,
            3815,
            6947,
            3132,
            3815
        ],
        [
            79.990749,
            361.990749,
            0,
            79.990749,
            361.990749,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100638,
            315799,
            -583736,
            -689074,
            -134500,
            -586514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7497,
    "evaluation_days": 1874.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759384000697,
    "expiration_time": 1764221256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)