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Trade: CRV/USDT/360/VWMA/MIDPRICE/3089

Strategy
CRV/USDT/360/VWMA/MIDPRICE/3089
Pair
CRV_USDT
Interval
6h
Score
627681
Daily Profit
0.460424
Profit Factor
3.670601
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
1884.750000
Evaluation Time
2025-10-12 21:23
Expiration Time
2025-12-08 03:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068993.3375 867784.4945 201208.843 3380876.4673 1543387.5696 1837488.8977
Total P&L (%) 1068.9933 867.7845 201.2088 3380.8765 1543.3876 1837.4889
Avg Daily Profit (%) 0.5672 0.4604 0.1068 0.1885 0.1486 0.1574
Buy And Hold Return (%) 18.0488 18.0488 18.0488 18.0488 18.0488 18.0488
Max Trade Drawdown -133447 -107454 -109938 -1982948 -1982948 -658079
Profit Factor 2.8375 3.6706 1.7834 1.6886 1.4098 2.6066
Total Trades 84 42 42 84 42 42
Winning Trades 46 22 24 46 22 24
Losing Trades 38 20 18 38 20 18
Profitability (%) 54.7619 52.381 57.1429 54.7619 52.381 57.1429
Ratio Avg Win / Avg Loss 2.344 3.3369 1.3376 1.3949 1.2816 1.9549
Largest Winning Trade 502528 502528 50077 1839559 1839559 976497
Largest Losing Trade -65399 -43575 -65399 -1982948 -1982948 -368675
Avg Bars in Trades 84 105 62 84 105 62
Avg Bars in Winners 99 107 91 99 107 91
Avg Bars in Losers 66 104 24 66 104 24
Bars Traded 7092 4447 2645 7092 4447 2645
Profit Streak 0 0 349.2664 0 0 349.2664
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 627634 627681 -45861 391305 248347 539159
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760293415228,
    "expiration_time": 1765155672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            1068993.337491459,
            867784.4944790287,
            201208.8430124304,
            3380876.4673453555,
            1543387.5696429065,
            1837488.8977024495
        ],
        [
            1068.993337,
            867.784494,
            201.208843,
            3380.876467,
            1543.38757,
            1837.488898
        ],
        [
            0.56718,
            0.460424,
            0.106756,
            0.188524,
            0.148636,
            0.157385
        ],
        [
            18.04878,
            18.04878,
            18.04878,
            18.04878,
            18.04878,
            18.04878
        ],
        [
            -133447,
            -107454,
            -109938,
            -1982948,
            -1982948,
            -658079
        ],
        [
            2.837499,
            3.670601,
            1.783446,
            1.688581,
            1.409803,
            2.606551
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            54.761905,
            52.380952,
            57.142857,
            54.761905,
            52.380952,
            57.142857
        ],
        [
            2.344021,
            3.33691,
            1.337584,
            1.394915,
            1.281639,
            1.954913
        ],
        [
            502528,
            502528,
            50077,
            1839559,
            1839559,
            976497
        ],
        [
            -65399,
            -43575,
            -65399,
            -1982948,
            -1982948,
            -368675
        ],
        [
            84,
            105,
            62,
            84,
            105,
            62
        ],
        [
            99,
            107,
            91,
            99,
            107,
            91
        ],
        [
            66,
            104,
            24,
            66,
            104,
            24
        ],
        [
            7092,
            4447,
            2645,
            7092,
            4447,
            2645
        ],
        [
            0,
            0,
            349.26638,
            0,
            0,
            349.26638
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            627634,
            627681,
            -45861,
            391305,
            248347,
            539159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7539,
    "evaluation_days": 1884.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760293415228,
    "expiration_time": 1765155672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)