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Trade: CRV/USDT/120/VWMA/DCM/9006

Strategy
CRV/USDT/120/VWMA/DCM/9006
Pair
CRV_USDT
Interval
2h
Score
330412
Daily Profit
0.313914
Profit Factor
1.594150
Profitability
40.645161
Streak
0.000000
Best Strategy
Training Data Length
1880.080000
Evaluation Time
2025-10-08 20:25
Expiration Time
2025-12-15 10:23

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 590184.0511 535494.5843 54689.4668 49514.046 249219.9571 -199705.911
Total P&L (%) 590.1841 535.4946 54.6895 49.514 249.22 -199.7059
Avg Daily Profit (%) 0.3139 0.2848 0.0291 0.0214 0.0665 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148623 -101014 -113394 -334859 -128993 -320315
Profit Factor 1.5942 2.0602 1.112 1.0298 1.32 0.7743
Total Trades 155 77 78 155 77 78
Winning Trades 63 28 35 63 28 35
Losing Trades 92 49 43 92 49 43
Profitability (%) 40.6452 36.3636 44.8718 40.6452 36.3636 44.8718
Ratio Avg Win / Avg Loss 2.328 3.6054 1.3662 1.5038 2.31 0.9512
Largest Winning Trade 344838 344838 63765 324766 324766 86644
Largest Losing Trade -56078 -39694 -56078 -125737 -65005 -125737
Avg Bars in Trades 143 133 153 143 133 153
Avg Bars in Winners 250 252 249 250 252 249
Avg Bars in Losers 70 65 75 70 65 75
Bars Traded 22241 10266 11975 22241 10266 11975
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330412 -34582 -288805 -355155 -150034 -617230
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22561,
    "evaluation_days": 1880.08,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759944316858,
    "expiration_time": 1765787011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "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": [
        [
            590184.0511167158,
            535494.5842741402,
            54689.4668425754,
            49514.0460114178,
            249219.9570571697,
            -199705.9110457518
        ],
        [
            590.184051,
            535.494584,
            54.689467,
            49.514046,
            249.219957,
            -199.705911
        ],
        [
            0.313914,
            0.284825,
            0.029089,
            0.021396,
            0.066537,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148623,
            -101014,
            -113394,
            -334859,
            -128993,
            -320315
        ],
        [
            1.59415,
            2.060202,
            1.112014,
            1.029765,
            1.31999,
            0.774263
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            92,
            49,
            43,
            92,
            49,
            43
        ],
        [
            40.645161,
            36.363636,
            44.871795,
            40.645161,
            36.363636,
            44.871795
        ],
        [
            2.327964,
            3.605353,
            1.366188,
            1.503783,
            2.309982,
            0.951238
        ],
        [
            344838,
            344838,
            63765,
            324766,
            324766,
            86644
        ],
        [
            -56078,
            -39694,
            -56078,
            -125737,
            -65005,
            -125737
        ],
        [
            143,
            133,
            153,
            143,
            133,
            153
        ],
        [
            250,
            252,
            249,
            250,
            252,
            249
        ],
        [
            70,
            65,
            75,
            70,
            65,
            75
        ],
        [
            22241,
            10266,
            11975,
            22241,
            10266,
            11975
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330412,
            -34582,
            -288805,
            -355155,
            -150034,
            -617230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22561,
    "evaluation_days": 1880.08,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759944316858,
    "expiration_time": 1765787011200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 50,
            "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)