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Trade: CRV/USDT/480/VWAP/ZLMA/3054

Strategy
CRV/USDT/480/VWAP/ZLMA/3054
Pair
CRV_USDT
Interval
8h
Score
317745
Daily Profit
0.230359
Profit Factor
1.313031
Profitability
43.975904
Streak
0.000000
Best Strategy
Training Data Length
1881.330000
Evaluation Time
2025-10-09 11:29
Expiration Time
2025-12-04 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433381.8754 473103.2246 -39721.3492 -51889.8226 21763.4968 -73653.3194
Total P&L (%) 433.3819 473.1032 -39.7213 -51.8898 21.7635 -73.6533
Avg Daily Profit (%) 0.2304 0.2515 -0.0211 -0.0389 0.0105 -0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112430 -109085 -132054 -211868 -189953 -122523
Profit Factor 1.313 1.6861 0.9428 0.9618 1.0305 0.8854
Total Trades 332 166 166 332 166 166
Winning Trades 146 69 77 146 69 77
Losing Trades 186 97 89 186 97 89
Profitability (%) 43.9759 41.5663 46.3855 43.9759 41.5663 46.3855
Ratio Avg Win / Avg Loss 1.6728 2.3703 1.0898 1.2253 1.4486 1.0234
Largest Winning Trade 279433 279433 48718 110183 110183 53541
Largest Losing Trade -53349 -41482 -53349 -75676 -75676 -57149
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 20 18 22 20 18 22
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 5289 2419 2870 5289 2419 2870
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 317745 308429 -579925 -579440 -374261 -579925
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5644,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759998593425,
    "expiration_time": 1764844416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 32
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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": [
        [
            433381.8754016494,
            473103.224631284,
            -39721.3492296344,
            -51889.8225579974,
            21763.4968042095,
            -73653.3193622068
        ],
        [
            433.381875,
            473.103225,
            -39.721349,
            -51.889823,
            21.763497,
            -73.653319
        ],
        [
            0.230359,
            0.251473,
            -0.021113,
            -0.038884,
            0.010467,
            -0.070873
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112430,
            -109085,
            -132054,
            -211868,
            -189953,
            -122523
        ],
        [
            1.313031,
            1.686082,
            0.942838,
            0.96176,
            1.03047,
            0.885398
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            146,
            69,
            77,
            146,
            69,
            77
        ],
        [
            186,
            97,
            89,
            186,
            97,
            89
        ],
        [
            43.975904,
            41.566265,
            46.385542,
            43.975904,
            41.566265,
            46.385542
        ],
        [
            1.672765,
            2.370289,
            1.089774,
            1.225256,
            1.448632,
            1.023382
        ],
        [
            279433,
            279433,
            48718,
            110183,
            110183,
            53541
        ],
        [
            -53349,
            -41482,
            -53349,
            -75676,
            -75676,
            -57149
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            5289,
            2419,
            2870,
            5289,
            2419,
            2870
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317745,
            308429,
            -579925,
            -579440,
            -374261,
            -579925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5644,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759998593425,
    "expiration_time": 1764844416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 32
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "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)