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Trade: CRV/USDT/240/VWMA/MIDPOINT/7201

Strategy
CRV/USDT/240/VWMA/MIDPOINT/7201
Pair
CRV_USDT
Interval
4h
Score
349036
Daily Profit
0.316010
Profit Factor
1.452465
Profitability
40.892193
Streak
8.070853
Best Strategy
Training Data Length
1872.170000
Evaluation Time
2025-09-30 08:42
Expiration Time
2025-11-25 09:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591624.8336 573527.6967 18097.1369 44256.1061 207412.9076 -163156.8015
Total P&L (%) 591.6248 573.5277 18.0971 44.2561 207.4129 -163.1568
Avg Daily Profit (%) 0.316 0.3063 0.0097 0.0196 0.06 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -250982 -143371 -120718 -1315773 -710181 -669028
Profit Factor 1.4525 1.8293 1.0294 1.0117 1.099 0.9029
Total Trades 269 134 135 269 134 135
Winning Trades 110 55 55 110 55 55
Losing Trades 159 79 80 159 79 80
Profitability (%) 40.8922 41.0448 40.7407 40.8922 41.0448 40.7407
Ratio Avg Win / Avg Loss 2.0995 2.6275 1.4973 1.4624 1.5786 1.3133
Largest Winning Trade 287769 287769 46329 600724 600724 118418
Largest Losing Trade -33898 -33898 -31387 -227333 -227333 -225603
Avg Bars in Trades 39 47 31 39 47 31
Avg Bars in Winners 55 62 48 55 62 48
Avg Bars in Losers 28 37 20 28 37 20
Bars Traded 10635 6385 4250 10635 6385 4250
Profit Streak 8.0709 0 33.2375 8.0709 0 33.2375
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349036 314498 -379088 -377642 -226995 -581913
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11233,
    "evaluation_days": 1872.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599624000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759210921697,
    "expiration_time": 1764057456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "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": [
        [
            591624.8336001256,
            573527.6966529201,
            18097.1369472058,
            44256.1061288528,
            207412.9076067298,
            -163156.8014778772
        ],
        [
            591.624834,
            573.527697,
            18.097137,
            44.256106,
            207.412908,
            -163.156801
        ],
        [
            0.31601,
            0.306344,
            0.009666,
            0.019574,
            0.060003,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -250982,
            -143371,
            -120718,
            -1315773,
            -710181,
            -669028
        ],
        [
            1.452465,
            1.829305,
            1.029379,
            1.011724,
            1.099004,
            0.90288
        ],
        [
            269,
            134,
            135,
            269,
            134,
            135
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            40.892193,
            41.044776,
            40.740741,
            40.892193,
            41.044776,
            40.740741
        ],
        [
            2.099473,
            2.627547,
            1.497279,
            1.462401,
            1.578569,
            1.31328
        ],
        [
            287769,
            287769,
            46329,
            600724,
            600724,
            118418
        ],
        [
            -33898,
            -33898,
            -31387,
            -227333,
            -227333,
            -225603
        ],
        [
            39,
            47,
            31,
            39,
            47,
            31
        ],
        [
            55,
            62,
            48,
            55,
            62,
            48
        ],
        [
            28,
            37,
            20,
            28,
            37,
            20
        ],
        [
            10635,
            6385,
            4250,
            10635,
            6385,
            4250
        ],
        [
            8.070853,
            0,
            33.23752,
            8.070853,
            0,
            33.23752
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349036,
            314498,
            -379088,
            -377642,
            -226995,
            -581913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11233,
    "evaluation_days": 1872.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599624000000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759210921697,
    "expiration_time": 1764057456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "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)