← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CRV/USDT/5/VWMA/RMA/2820

Strategy
CRV/USDT/5/VWMA/RMA/2820
Pair
CRV_USDT
Interval
5m
Score
394417
Daily Profit
0.799907
Profit Factor
1.656018
Profitability
71.052632
Streak
0.471556
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 07:34
Expiration Time
2025-12-23 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69439.9455 25927.1429 43512.8027 85118.4196 18628.3587 66490.0609
Total P&L (%) 69.4399 25.9271 43.5128 85.1184 18.6284 66.4901
Avg Daily Profit (%) 0.7999 0.2987 0.5012 0.7119 0.197 0.5889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42857 -28922 -21459 -97112 -66914 -46259
Profit Factor 1.656 1.3778 2.1687 1.3783 1.1251 1.8741
Total Trades 114 57 57 114 57 57
Winning Trades 81 40 41 81 40 41
Losing Trades 33 17 16 33 17 16
Profitability (%) 71.0526 70.1754 71.9298 71.0526 70.1754 71.9298
Ratio Avg Win / Avg Loss 0.6747 0.5856 0.8463 0.5615 0.4782 0.7314
Largest Winning Trade 7040 7040 5939 13101 11594 13101
Largest Losing Trade -13772 -13116 -13772 -30151 -30151 -26383
Avg Bars in Trades 208 201 214 208 201 214
Avg Bars in Winners 132 114 150 132 114 150
Avg Bars in Losers 393 406 379 393 406 379
Bars Traded 23725 11489 12236 23725 11489 12236
Profit Streak 0.4716 0 3.5132 0.4716 0 3.5132
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394417 -175502 -169304 316024 -264197 -167447
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752484500000,
    "first_datapoint_time": 1752528300000,
    "last_datapoint_time": 1759984200000,
    "evaluation_time": 1759984442406,
    "expiration_time": 1766464200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 147,
            "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": [
        [
            69439.9455366387,
            25927.142872756,
            43512.8026638827,
            85118.4195552721,
            18628.3586941335,
            66490.0608611386
        ],
        [
            69.439946,
            25.927143,
            43.512803,
            85.11842,
            18.628359,
            66.490061
        ],
        [
            0.799907,
            0.298665,
            0.501242,
            0.711917,
            0.196975,
            0.588947
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42857,
            -28922,
            -21459,
            -97112,
            -66914,
            -46259
        ],
        [
            1.656018,
            1.377836,
            2.168736,
            1.378311,
            1.125083,
            1.874089
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            71.052632,
            70.175439,
            71.929825,
            71.052632,
            70.175439,
            71.929825
        ],
        [
            0.674674,
            0.58558,
            0.846336,
            0.561534,
            0.47816,
            0.731352
        ],
        [
            7040,
            7040,
            5939,
            13101,
            11594,
            13101
        ],
        [
            -13772,
            -13116,
            -13772,
            -30151,
            -30151,
            -26383
        ],
        [
            208,
            201,
            214,
            208,
            201,
            214
        ],
        [
            132,
            114,
            150,
            132,
            114,
            150
        ],
        [
            393,
            406,
            379,
            393,
            406,
            379
        ],
        [
            23725,
            11489,
            12236,
            23725,
            11489,
            12236
        ],
        [
            0.471556,
            0,
            3.513222,
            0.471556,
            0,
            3.513222
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394417,
            -175502,
            -169304,
            316024,
            -264197,
            -167447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752484500000,
    "first_datapoint_time": 1752528300000,
    "last_datapoint_time": 1759984200000,
    "evaluation_time": 1759984442406,
    "expiration_time": 1766464200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 147,
            "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)