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Trade: CRV/USDT/240/VWMA/HMA/4955

Strategy
CRV/USDT/240/VWMA/HMA/4955
Pair
CRV_USDT
Interval
4h
Score
418600
Daily Profit
0.228166
Profit Factor
2.563123
Profitability
43.750000
Streak
370.570655
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-12 04:41
Expiration Time
2025-12-07 14:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441964.6735 429864.7866 12099.887 30952.2858 154111.064 -123158.7782
Total P&L (%) 441.9647 429.8648 12.0999 30.9523 154.1111 -123.1588
Avg Daily Profit (%) 0.2346 0.2282 0.0064 0.0143 0.0495 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -301503 -120177 -236105 -225631 -62585 -168254
Profit Factor 1.6973 2.5631 1.0337 1.1095 2.9735 0.3978
Total Trades 64 32 32 64 32 32
Winning Trades 29 14 15 29 14 15
Losing Trades 35 18 17 35 18 17
Profitability (%) 45.3125 43.75 46.875 45.3125 43.75 46.875
Ratio Avg Win / Avg Loss 2.0484 3.2954 1.1715 1.3391 3.8231 0.4509
Largest Winning Trade 261561 261561 54056 146952 146952 38819
Largest Losing Trade -49117 -49117 -43793 -100590 -30601 -100590
Avg Bars in Trades 168 143 192 168 143 192
Avg Bars in Winners 243 220 264 243 220 264
Avg Bars in Losers 105 84 128 105 84 128
Bars Traded 10757 4603 6154 10757 4603 6154
Profit Streak 89.2373 370.5707 89.2373 89.2373 370.5707 89.2373
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133507 418600 -468818 -421439 -122230 -581467
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11304,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760233304606,
    "expiration_time": 1765110528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "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": [
        [
            441964.6735313737,
            429864.7865673068,
            12099.8869640668,
            30952.2858085636,
            154111.063981138,
            -123158.7781725744
        ],
        [
            441.964674,
            429.864787,
            12.099887,
            30.952286,
            154.111064,
            -123.158778
        ],
        [
            0.234588,
            0.228166,
            0.006422,
            0.014314,
            0.049513,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -301503,
            -120177,
            -236105,
            -225631,
            -62585,
            -168254
        ],
        [
            1.697257,
            2.563123,
            1.033718,
            1.109523,
            2.973549,
            0.397819
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            45.3125,
            43.75,
            46.875,
            45.3125,
            43.75,
            46.875
        ],
        [
            2.048413,
            3.295444,
            1.171547,
            1.33908,
            3.823134,
            0.450862
        ],
        [
            261561,
            261561,
            54056,
            146952,
            146952,
            38819
        ],
        [
            -49117,
            -49117,
            -43793,
            -100590,
            -30601,
            -100590
        ],
        [
            168,
            143,
            192,
            168,
            143,
            192
        ],
        [
            243,
            220,
            264,
            243,
            220,
            264
        ],
        [
            105,
            84,
            128,
            105,
            84,
            128
        ],
        [
            10757,
            4603,
            6154,
            10757,
            4603,
            6154
        ],
        [
            89.237322,
            370.570655,
            89.237322,
            89.237322,
            370.570655,
            89.237322
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133507,
            418600,
            -468818,
            -421439,
            -122230,
            -581467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11304,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600603200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760233304606,
    "expiration_time": 1765110528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "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)