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Trade: CRV/USDT/480/SINWMA/VWMA/7784

Strategy
CRV/USDT/480/SINWMA/VWMA/7784
Pair
CRV_USDT
Interval
8h
Score
670037
Daily Profit
0.610529
Profit Factor
3.908569
Profitability
46.067416
Streak
87.169077
Best Strategy
Training Data Length
1878.330000
Evaluation Time
2025-10-06 07:03
Expiration Time
2025-12-01 10:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1146774.6252 920901.0308 225873.5944 30006051.0698 20016471.2291 9989579.8407
Total P&L (%) 1146.7746 920.901 225.8736 30006.0511 20016.4712 9989.5798
Avg Daily Profit (%) 0.6105 0.4903 0.1203 0.3043 0.2828 0.246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66720 -66000 -42009 -5085053 -3021747 -5085053
Profit Factor 3.9086 5.1488 2.3109 2.2886 2.7394 1.8482
Total Trades 89 45 44 89 45 44
Winning Trades 41 18 23 41 18 23
Losing Trades 48 27 21 48 27 21
Profitability (%) 46.0674 40 52.2727 46.0674 40 52.2727
Ratio Avg Win / Avg Loss 4.5759 7.7232 2.1099 2.6794 4.1092 1.6875
Largest Winning Trade 376226 376226 50080 9628687 9628687 3956569
Largest Losing Trade -25954 -25954 -22433 -5085053 -1483930 -5085053
Avg Bars in Trades 60 66 53 60 66 53
Avg Bars in Winners 85 105 69 85 105 69
Avg Bars in Losers 38 41 35 38 41 35
Bars Traded 5345 3011 2334 5345 3011 2334
Profit Streak 87.1691 121.8357 87.1691 87.1691 121.8357 87.1691
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 670037 574255 -27158 480873 414046 462566
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723408253,
    "expiration_time": 1764577440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            1146774.6251874757,
            920901.0308355227,
            225873.5943519532,
            30006051.06983627,
            20016471.229108296,
            9989579.840727974
        ],
        [
            1146.774625,
            920.901031,
            225.873594,
            30006.05107,
            20016.471229,
            9989.579841
        ],
        [
            0.610529,
            0.490276,
            0.120252,
            0.304312,
            0.282784,
            0.24595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66720,
            -66000,
            -42009,
            -5085053,
            -3021747,
            -5085053
        ],
        [
            3.908569,
            5.148774,
            2.310893,
            2.288638,
            2.739448,
            1.848176
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            48,
            27,
            21,
            48,
            27,
            21
        ],
        [
            46.067416,
            40,
            52.272727,
            46.067416,
            40,
            52.272727
        ],
        [
            4.575886,
            7.723162,
            2.109946,
            2.679381,
            4.109172,
            1.687465
        ],
        [
            376226,
            376226,
            50080,
            9628687,
            9628687,
            3956569
        ],
        [
            -25954,
            -25954,
            -22433,
            -5085053,
            -1483930,
            -5085053
        ],
        [
            60,
            66,
            53,
            60,
            66,
            53
        ],
        [
            85,
            105,
            69,
            85,
            105,
            69
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            5345,
            3011,
            2334,
            5345,
            3011,
            2334
        ],
        [
            87.169077,
            121.835744,
            87.169077,
            87.169077,
            121.835744,
            87.169077
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            670037,
            574255,
            -27158,
            480873,
            414046,
            462566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5635,
    "evaluation_days": 1878.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759723408253,
    "expiration_time": 1764577440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)