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Trade: CRV/USDT/5/MIDPOINT/VWMA/6946

Strategy
CRV/USDT/5/MIDPOINT/VWMA/6946
Pair
CRV_USDT
Interval
5m
Score
316341
Daily Profit
0.712126
Profit Factor
1.372931
Profitability
62.621359
Streak
0.923758
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 16:15
Expiration Time
2025-12-22 15:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61819.6557 20880.565 40939.0908 69371.7874 12962.3063 56409.4811
Total P&L (%) 61.8197 20.8806 40.9391 69.3718 12.9623 56.4095
Avg Daily Profit (%) 0.7121 0.2405 0.4716 0.6088 0.1405 0.5166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38971 -33159 -18097 -82334 -68256 -31107
Profit Factor 1.3729 1.2027 1.6522 1.2222 1.0666 1.4796
Total Trades 206 103 103 206 103 103
Winning Trades 129 67 62 129 67 62
Losing Trades 77 36 41 77 36 41
Profitability (%) 62.6214 65.0485 60.1942 62.6214 65.0485 60.1942
Ratio Avg Win / Avg Loss 0.8195 0.6462 1.0926 0.7296 0.5731 0.9785
Largest Winning Trade 12535 12535 8646 17458 17458 9903
Largest Losing Trade -12950 -12950 -6956 -25591 -25591 -14571
Avg Bars in Trades 114 114 114 114 114 114
Avg Bars in Winners 79 77 82 79 77 82
Avg Bars in Losers 172 184 162 172 184 162
Bars Traded 23605 11818 11787 23605 11818 11787
Profit Streak 0.9238 0.9238 2.8092 0.9238 0.9238 2.8092
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316341 -3824 305177 269531 -231301 273291
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752429300000,
    "first_datapoint_time": 1752499800000,
    "last_datapoint_time": 1759929000000,
    "evaluation_time": 1759929312699,
    "expiration_time": 1766409000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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": [
        [
            61819.6557435331,
            20880.5649573134,
            40939.0907862198,
            69371.7873684408,
            12962.3063088028,
            56409.481059638
        ],
        [
            61.819656,
            20.880565,
            40.939091,
            69.371787,
            12.962306,
            56.409481
        ],
        [
            0.712126,
            0.240532,
            0.471594,
            0.608834,
            0.140502,
            0.516601
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38971,
            -33159,
            -18097,
            -82334,
            -68256,
            -31107
        ],
        [
            1.372931,
            1.202729,
            1.65221,
            1.222235,
            1.06663,
            1.479614
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            129,
            67,
            62,
            129,
            67,
            62
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            62.621359,
            65.048544,
            60.194175,
            62.621359,
            65.048544,
            60.194175
        ],
        [
            0.819501,
            0.646242,
            1.092591,
            0.729551,
            0.573115,
            0.978454
        ],
        [
            12535,
            12535,
            8646,
            17458,
            17458,
            9903
        ],
        [
            -12950,
            -12950,
            -6956,
            -25591,
            -25591,
            -14571
        ],
        [
            114,
            114,
            114,
            114,
            114,
            114
        ],
        [
            79,
            77,
            82,
            79,
            77,
            82
        ],
        [
            172,
            184,
            162,
            172,
            184,
            162
        ],
        [
            23605,
            11818,
            11787,
            23605,
            11818,
            11787
        ],
        [
            0.923758,
            0.923758,
            2.809175,
            0.923758,
            0.923758,
            2.809175
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316341,
            -3824,
            305177,
            269531,
            -231301,
            273291
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752429300000,
    "first_datapoint_time": 1752499800000,
    "last_datapoint_time": 1759929000000,
    "evaluation_time": 1759929312699,
    "expiration_time": 1766409000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 236,
            "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)