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Trade: CRV/USDT/5/VWAP/PWMA/3433

Strategy
CRV/USDT/5/VWAP/PWMA/3433
Pair
CRV_USDT
Interval
5m
Score
402421
Daily Profit
0.892530
Profit Factor
1.331314
Profitability
55.932203
Streak
0.992748
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 23:29
Expiration Time
2025-12-24 22:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77480.5418 28122.474 49358.0678 99239.5837 22516.8244 76722.7593
Total P&L (%) 77.4805 28.1225 49.3581 99.2396 22.5168 76.7228
Avg Daily Profit (%) 0.8925 0.324 0.5686 0.7972 0.2342 0.6581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59644 -31805 -28278 -164776 -87160 -78491
Profit Factor 1.3313 1.2067 1.5048 1.1794 1.0704 1.3287
Total Trades 354 177 177 354 177 177
Winning Trades 198 101 97 198 101 97
Losing Trades 156 76 80 156 76 80
Profitability (%) 55.9322 57.0621 54.8023 55.9322 57.0621 54.8023
Ratio Avg Win / Avg Loss 1.0489 0.908 1.2411 0.9292 0.8055 1.0959
Largest Winning Trade 8985 7660 8985 21529 13970 21529
Largest Losing Trade -11163 -11163 -5283 -28740 -28740 -14755
Avg Bars in Trades 69 65 72 69 65 72
Avg Bars in Winners 58 52 65 58 52 65
Avg Bars in Losers 82 82 82 82 82 82
Bars Traded 24475 11588 12887 24475 11588 12887
Profit Streak 0.9927 1.1941 0.9927 0.9927 1.1941 0.9927
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402421 -184 244575 -14070 -145483 283432
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752628200000,
    "first_datapoint_time": 1752691500000,
    "last_datapoint_time": 1760127900000,
    "evaluation_time": 1760128173450,
    "expiration_time": 1766607900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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": [
        [
            77480.5418289629,
            28122.4740207012,
            49358.0678082618,
            99239.5836552274,
            22516.824375375,
            76722.7592798526
        ],
        [
            77.480542,
            28.122474,
            49.358068,
            99.239584,
            22.516824,
            76.722759
        ],
        [
            0.89253,
            0.323954,
            0.568576,
            0.797238,
            0.234208,
            0.658085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59644,
            -31805,
            -28278,
            -164776,
            -87160,
            -78491
        ],
        [
            1.331314,
            1.206655,
            1.504816,
            1.179386,
            1.070402,
            1.328736
        ],
        [
            354,
            177,
            177,
            354,
            177,
            177
        ],
        [
            198,
            101,
            97,
            198,
            101,
            97
        ],
        [
            156,
            76,
            80,
            156,
            76,
            80
        ],
        [
            55.932203,
            57.062147,
            54.80226,
            55.932203,
            57.062147,
            54.80226
        ],
        [
            1.048914,
            0.907978,
            1.241086,
            0.929213,
            0.805451,
            1.095865
        ],
        [
            8985,
            7660,
            8985,
            21529,
            13970,
            21529
        ],
        [
            -11163,
            -11163,
            -5283,
            -28740,
            -28740,
            -14755
        ],
        [
            69,
            65,
            72,
            69,
            65,
            72
        ],
        [
            58,
            52,
            65,
            58,
            52,
            65
        ],
        [
            82,
            82,
            82,
            82,
            82,
            82
        ],
        [
            24475,
            11588,
            12887,
            24475,
            11588,
            12887
        ],
        [
            0.992748,
            1.194137,
            0.992748,
            0.992748,
            1.194137,
            0.992748
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402421,
            -184,
            244575,
            -14070,
            -145483,
            283432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752628200000,
    "first_datapoint_time": 1752691500000,
    "last_datapoint_time": 1760127900000,
    "evaluation_time": 1760128173450,
    "expiration_time": 1766607900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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)