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Trade: CRV/USDT/15/VWAP/KCU/5697

Strategy
CRV/USDT/15/VWAP/KCU/5697
Pair
CRV_USDT
Interval
15m
Score
314225
Daily Profit
0.205760
Profit Factor
1.499736
Profitability
68.750000
Streak
12.231012
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:32
Expiration Time
2025-12-25 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44850.702 53584.0508 -8733.3488 31257.9945 41364.7144 -10106.7199
Total P&L (%) 44.8507 53.5841 -8.7333 31.258 41.3647 -10.1067
Avg Daily Profit (%) 0.1722 0.2058 -0.0335 0.1045 0.133 -0.0409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36137 -38979 -20102 -47876 -51575 -23156
Profit Factor 1.3169 1.4997 0.7453 1.1762 1.3016 0.7486
Total Trades 65 32 33 65 32 33
Winning Trades 45 22 23 45 22 23
Losing Trades 20 10 10 20 10 10
Profitability (%) 69.2308 68.75 69.697 69.2308 68.75 69.697
Ratio Avg Win / Avg Loss 0.5853 0.6817 0.324 0.5228 0.5916 0.3255
Largest Winning Trade 21418 21418 2724 25793 25793 3387
Largest Losing Trade -20831 -20831 -10737 -27294 -27294 -11548
Avg Bars in Trades 317 625 19 317 625 19
Avg Bars in Winners 157 307 14 157 307 14
Avg Bars in Losers 678 1326 31 678 1326 31
Bars Traded 20664 20018 646 20664 20018 646
Profit Streak 12.231 12.231 29.0018 12.231 12.231 29.0018
Trades During Streak 7 3 6 7 3 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129115 314225 -577516 -218035 -16609 -577516
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737660600000,
    "first_datapoint_time": 1737784800000,
    "last_datapoint_time": 1760159700000,
    "evaluation_time": 1760160759484,
    "expiration_time": 1766639700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            44850.7020473084,
            53584.0508381237,
            -8733.3487908153,
            31257.9945281388,
            41364.714388275,
            -10106.7198601362
        ],
        [
            44.850702,
            53.584051,
            -8.733349,
            31.257995,
            41.364714,
            -10.10672
        ],
        [
            0.172224,
            0.20576,
            -0.033536,
            0.104499,
            0.133017,
            -0.040905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36137,
            -38979,
            -20102,
            -47876,
            -51575,
            -23156
        ],
        [
            1.316948,
            1.499736,
            0.74526,
            1.176237,
            1.301568,
            0.748576
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            69.230769,
            68.75,
            69.69697,
            69.230769,
            68.75,
            69.69697
        ],
        [
            0.58531,
            0.681698,
            0.324026,
            0.522772,
            0.591622,
            0.325468
        ],
        [
            21418,
            21418,
            2724,
            25793,
            25793,
            3387
        ],
        [
            -20831,
            -20831,
            -10737,
            -27294,
            -27294,
            -11548
        ],
        [
            317,
            625,
            19,
            317,
            625,
            19
        ],
        [
            157,
            307,
            14,
            157,
            307,
            14
        ],
        [
            678,
            1326,
            31,
            678,
            1326,
            31
        ],
        [
            20664,
            20018,
            646,
            20664,
            20018,
            646
        ],
        [
            12.231012,
            12.231012,
            29.001846,
            12.231013,
            12.231013,
            29.001846
        ],
        [
            7,
            3,
            6,
            7,
            3,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129115,
            314225,
            -577516,
            -218035,
            -16609,
            -577516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737660600000,
    "first_datapoint_time": 1737784800000,
    "last_datapoint_time": 1760159700000,
    "evaluation_time": 1760160759484,
    "expiration_time": 1766639700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)