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Trade: CRV/USDT/240/VWMA/SSF/5050

Strategy
CRV/USDT/240/VWMA/SSF/5050
Pair
CRV_USDT
Interval
4h
Score
427599
Daily Profit
0.204434
Profit Factor
2.449944
Profitability
45.454545
Streak
358.204616
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-26 23:54
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357867.4809 381576.2687 -23708.7878 8030.1343 165972.1931 -157942.0588
Total P&L (%) 357.8675 381.5763 -23.7088 8.0301 165.9722 -157.9421
Avg Daily Profit (%) 0.1917 0.2044 -0.0127 0.0041 0.0524 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229557 -99530 -186784 -210546 -52863 -170379
Profit Factor 1.6062 2.4499 0.9275 1.0256 2.7752 0.2829
Total Trades 65 33 32 65 33 32
Winning Trades 29 15 14 29 15 14
Losing Trades 36 18 18 36 18 18
Profitability (%) 44.6154 45.4545 43.75 44.6154 45.4545 43.75
Ratio Avg Win / Avg Loss 1.9939 2.9399 1.1925 1.2732 3.3303 0.3638
Largest Winning Trade 198083 198083 55279 145783 145783 18172
Largest Losing Trade -48666 -48666 -48638 -88493 -35927 -88493
Avg Bars in Trades 160 140 181 160 140 181
Avg Bars in Winners 241 200 285 241 200 285
Avg Bars in Losers 95 89 101 95 89 101
Bars Traded 10440 4624 5816 10440 4624 5816
Profit Streak 320.5379 358.2046 320.5379 320.538 358.2046 320.538
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126394 427599 -580607 -682425 -118062 -582274
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920078846,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            357867.4808931571,
            381576.2686899087,
            -23708.7877967516,
            8030.1342813697,
            165972.1930918318,
            -157942.0588104621
        ],
        [
            357.867481,
            381.576269,
            -23.708788,
            8.030134,
            165.972193,
            -157.942059
        ],
        [
            0.191732,
            0.204434,
            -0.012702,
            0.004138,
            0.052423,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229557,
            -99530,
            -186784,
            -210546,
            -52863,
            -170379
        ],
        [
            1.60622,
            2.449944,
            0.927531,
            1.025594,
            2.77521,
            0.282934
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            44.615385,
            45.454545,
            43.75,
            44.615385,
            45.454545,
            43.75
        ],
        [
            1.993929,
            2.939933,
            1.19254,
            1.273151,
            3.330252,
            0.363772
        ],
        [
            198083,
            198083,
            55279,
            145783,
            145783,
            18172
        ],
        [
            -48666,
            -48666,
            -48638,
            -88493,
            -35927,
            -88493
        ],
        [
            160,
            140,
            181,
            160,
            140,
            181
        ],
        [
            241,
            200,
            285,
            241,
            200,
            285
        ],
        [
            95,
            89,
            101,
            95,
            89,
            101
        ],
        [
            10440,
            4624,
            5816,
            10440,
            4624,
            5816
        ],
        [
            320.537949,
            358.204616,
            320.537949,
            320.53795,
            358.204616,
            320.53795
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126394,
            427599,
            -580607,
            -682425,
            -118062,
            -582274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600776000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920078846,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 2
        }
    }
}

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)