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Trade: CRV/USDT/120/KCB/VWMA/8632

Strategy
CRV/USDT/120/KCB/VWMA/8632
Pair
CRV_USDT
Interval
2h
Score
328911
Daily Profit
0.273620
Profit Factor
1.786224
Profitability
40.449438
Streak
86.887224
Best Strategy
Training Data Length
1878.250000
Evaluation Time
2025-10-07 00:17
Expiration Time
2025-12-13 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 513925.9733 434488.3492 79437.6241 229190.3245 310253.8961 -81063.5716
Total P&L (%) 513.926 434.4883 79.4376 229.1903 310.2539 -81.0636
Avg Daily Profit (%) 0.2736 0.2313 0.0423 0.0635 0.0752 -0.0886
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134503 -97159 -180566 -239922 -137947 -248160
Profit Factor 1.7862 2.282 1.2524 1.3248 1.8707 0.768
Total Trades 89 45 44 89 45 44
Winning Trades 36 16 20 36 16 20
Losing Trades 53 29 24 53 29 24
Profitability (%) 40.4494 35.5556 45.4545 40.4494 35.5556 45.4545
Ratio Avg Win / Avg Loss 2.6297 4.1361 1.5029 1.9503 3.3907 0.9216
Largest Winning Trade 267085 267085 80446 170963 170963 57182
Largest Losing Trade -41820 -39531 -41820 -93979 -93979 -56599
Avg Bars in Trades 244 226 262 244 226 262
Avg Bars in Winners 401 400 402 401 400 402
Avg Bars in Losers 137 130 145 137 130 145
Bars Traded 21752 10199 11553 21752 10199 11553
Profit Streak 86.8872 252.6372 0 86.8872 252.6372 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328911 275507 -137220 -109771 -93590 -582487
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22539,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759785456154,
    "expiration_time": 1765622908800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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": [
        [
            513925.973282991,
            434488.3491932558,
            79437.6240897354,
            229190.3244980817,
            310253.8960740992,
            -81063.5715760176
        ],
        [
            513.925973,
            434.488349,
            79.437624,
            229.190324,
            310.253896,
            -81.063572
        ],
        [
            0.27362,
            0.231326,
            0.042293,
            0.063455,
            0.075184,
            -0.088558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134503,
            -97159,
            -180566,
            -239922,
            -137947,
            -248160
        ],
        [
            1.786224,
            2.281972,
            1.25239,
            1.324755,
            1.870726,
            0.768004
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            40.449438,
            35.555556,
            45.454545,
            40.449438,
            35.555556,
            45.454545
        ],
        [
            2.629718,
            4.136074,
            1.502868,
            1.950333,
            3.390691,
            0.921605
        ],
        [
            267085,
            267085,
            80446,
            170963,
            170963,
            57182
        ],
        [
            -41820,
            -39531,
            -41820,
            -93979,
            -93979,
            -56599
        ],
        [
            244,
            226,
            262,
            244,
            226,
            262
        ],
        [
            401,
            400,
            402,
            401,
            400,
            402
        ],
        [
            137,
            130,
            145,
            137,
            130,
            145
        ],
        [
            21752,
            10199,
            11553,
            21752,
            10199,
            11553
        ],
        [
            86.887224,
            252.637224,
            0,
            86.887224,
            252.637224,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328911,
            275507,
            -137220,
            -109771,
            -93590,
            -582487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22539,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759785456154,
    "expiration_time": 1765622908800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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)