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Trade: CRV/USDT/720/VWMA/MIDPRICE/9930

Strategy
CRV/USDT/720/VWMA/MIDPRICE/9930
Pair
CRV_USDT
Interval
12h
Score
654581
Daily Profit
0.363596
Profit Factor
3.543024
Profitability
61.111111
Streak
172.525588
Best Strategy
Training Data Length
1874.500000
Evaluation Time
2025-10-02 15:36
Expiration Time
2025-11-27 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857329.8958 681560.3023 175769.5935 4856586.6822 2764797.9154 2091788.7667
Total P&L (%) 857.3299 681.5603 175.7696 4856.5867 2764.7979 2091.7888
Avg Daily Profit (%) 0.4574 0.3636 0.0938 0.2084 0.1791 0.1648
Buy And Hold Return (%) 16.1392 16.1392 16.1392 16.1392 16.1392 16.1392
Max Trade Drawdown -93211 -90933 -101654 -6700630 -4543836 -2156794
Profit Factor 2.6164 3.543 1.6699 1.5418 1.4692 1.6811
Total Trades 73 36 37 73 36 37
Winning Trades 45 22 23 45 22 23
Losing Trades 28 14 14 28 14 14
Profitability (%) 61.6438 61.1111 62.1622 61.6438 61.1111 62.1622
Ratio Avg Win / Avg Loss 1.628 2.2547 1.0165 0.9594 0.935 1.0233
Largest Winning Trade 319393 319393 54989 5533856 5533856 2341195
Largest Losing Trade -51085 -46868 -51085 -4502963 -4502963 -1928919
Avg Bars in Trades 47 59 35 47 59 35
Avg Bars in Winners 50 56 44 50 56 44
Avg Bars in Losers 43 65 22 43 65 22
Bars Traded 3482 2155 1327 3482 2155 1327
Profit Streak 115.5256 172.5256 115.5256 115.5256 172.5256 115.5256
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58305 654581 -63583 -65527 335923 430438
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408610809,
    "expiration_time": 1764221904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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": [
        [
            857329.8957621433,
            681560.3022908354,
            175769.593471308,
            4856586.682188943,
            2764797.915442663,
            2091788.7667462798
        ],
        [
            857.329896,
            681.560302,
            175.769593,
            4856.586682,
            2764.797915,
            2091.788767
        ],
        [
            0.457365,
            0.363596,
            0.093769,
            0.208449,
            0.179146,
            0.164836
        ],
        [
            16.139241,
            16.139241,
            16.139241,
            16.139241,
            16.139241,
            16.139241
        ],
        [
            -93211,
            -90933,
            -101654,
            -6700630,
            -4543836,
            -2156794
        ],
        [
            2.616396,
            3.543024,
            1.669894,
            1.541837,
            1.469236,
            1.681129
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            61.643836,
            61.111111,
            62.162162,
            61.643836,
            61.111111,
            62.162162
        ],
        [
            1.62798,
            2.254652,
            1.016457,
            0.959365,
            0.934968,
            1.023296
        ],
        [
            319393,
            319393,
            54989,
            5533856,
            5533856,
            2341195
        ],
        [
            -51085,
            -46868,
            -51085,
            -4502963,
            -4502963,
            -1928919
        ],
        [
            47,
            59,
            35,
            47,
            59,
            35
        ],
        [
            50,
            56,
            44,
            50,
            56,
            44
        ],
        [
            43,
            65,
            22,
            43,
            65,
            22
        ],
        [
            3482,
            2155,
            1327,
            3482,
            2155,
            1327
        ],
        [
            115.525588,
            172.525588,
            115.525588,
            115.525588,
            172.525588,
            115.525588
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58305,
            654581,
            -63583,
            -65527,
            335923,
            430438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408610809,
    "expiration_time": 1764221904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 104,
            "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)