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Trade: CRV/USDT/240/VWAP/SWMA/6028

Strategy
CRV/USDT/240/VWAP/SWMA/6028
Pair
CRV_USDT
Interval
4h
Score
396026
Daily Profit
0.352235
Profit Factor
1.617539
Profitability
43.089431
Streak
0.000000
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-08 08:17
Expiration Time
2025-12-03 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 662202.4264 555932.5841 106269.8422 204952.9524 254963.4376 -50010.4852
Total P&L (%) 662.2024 555.9326 106.2698 204.953 254.9634 -50.0105
Avg Daily Profit (%) 0.3522 0.2957 0.0565 0.0593 0.0674 -0.0369
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111275 -71645 -153268 -304082 -162925 -287209
Profit Factor 1.6175 1.9694 1.213 1.1118 1.2797 0.9457
Total Trades 246 123 123 246 123 123
Winning Trades 106 51 55 106 51 55
Losing Trades 140 72 68 140 72 68
Profitability (%) 43.0894 41.4634 44.7154 43.0894 41.4634 44.7154
Ratio Avg Win / Avg Loss 2.1364 2.7803 1.4998 1.4684 1.8066 1.1692
Largest Winning Trade 275276 275276 80177 283917 283917 105820
Largest Losing Trade -48573 -48573 -34809 -132286 -77748 -132286
Avg Bars in Trades 45 42 48 45 42 48
Avg Bars in Winners 68 63 72 68 63 72
Avg Bars in Losers 27 26 28 27 26 28
Bars Traded 11150 5177 5973 11150 5177 5973
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 396026 325785 -120167 -212627 -105405 -581394
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11280,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598587200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900645155,
    "expiration_time": 1764754560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 78
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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": [
        [
            662202.4263610616,
            555932.584126408,
            106269.8422346539,
            204952.9524020036,
            254963.4376214481,
            -50010.4852194446
        ],
        [
            662.202426,
            555.932584,
            106.269842,
            204.952952,
            254.963438,
            -50.010485
        ],
        [
            0.352235,
            0.295709,
            0.056527,
            0.059325,
            0.067408,
            -0.036874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111275,
            -71645,
            -153268,
            -304082,
            -162925,
            -287209
        ],
        [
            1.617539,
            1.969392,
            1.213034,
            1.111824,
            1.279694,
            0.945713
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            43.089431,
            41.463415,
            44.715447,
            43.089431,
            41.463415,
            44.715447
        ],
        [
            2.136372,
            2.780317,
            1.499751,
            1.468447,
            1.806626,
            1.169245
        ],
        [
            275276,
            275276,
            80177,
            283917,
            283917,
            105820
        ],
        [
            -48573,
            -48573,
            -34809,
            -132286,
            -77748,
            -132286
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            68,
            63,
            72,
            68,
            63,
            72
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            11150,
            5177,
            5973,
            11150,
            5177,
            5973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396026,
            325785,
            -120167,
            -212627,
            -105405,
            -581394
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11280,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598587200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900645155,
    "expiration_time": 1764754560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 78
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 21,
            "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)