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Trade: CRV/USDT/480/VWMA/MIDPRICE/9828

Strategy
CRV/USDT/480/VWMA/MIDPRICE/9828
Pair
CRV_USDT
Interval
8h
Score
501647
Daily Profit
0.401061
Profit Factor
1.933816
Profitability
54.285714
Streak
3.882465
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-11 00:10
Expiration Time
2025-12-06 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755198.0749 644277.2997 110920.7752 889889.6351 620177.0448 269712.5904
Total P&L (%) 755.1981 644.2773 110.9208 889.8896 620.177 269.7126
Avg Daily Profit (%) 0.4011 0.3422 0.0589 0.1218 0.1049 0.0695
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246128 -121422 -161361 -505399 -299251 -270362
Profit Factor 1.9338 2.4499 1.3044 1.4985 1.5909 1.3665
Total Trades 105 52 53 105 52 53
Winning Trades 57 26 31 57 26 31
Losing Trades 48 26 22 48 26 22
Profitability (%) 54.2857 50 58.4906 54.2857 50 58.4906
Ratio Avg Win / Avg Loss 1.6285 2.4499 0.9257 1.2619 1.5909 0.9698
Largest Winning Trade 258345 258345 54380 413931 413931 172712
Largest Losing Trade -53387 -41892 -53387 -224255 -224255 -171701
Avg Bars in Trades 50 66 35 50 66 35
Avg Bars in Winners 54 71 39 54 71 39
Avg Bars in Losers 46 61 29 46 61 29
Bars Traded 5318 3449 1868 5318 3449 1868
Profit Streak 3.8825 0 118.2158 3.8825 0 118.2158
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501647 -166134 -293817 -28164 -229598 -279360
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760130644977,
    "expiration_time": 1764992736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            755198.0748965223,
            644277.2997296999,
            110920.7751668226,
            889889.6351365879,
            620177.0447542286,
            269712.5903823592
        ],
        [
            755.198075,
            644.2773,
            110.920775,
            889.889635,
            620.177045,
            269.71259
        ],
        [
            0.401061,
            0.342155,
            0.058906,
            0.121817,
            0.104905,
            0.069464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246128,
            -121422,
            -161361,
            -505399,
            -299251,
            -270362
        ],
        [
            1.933816,
            2.449881,
            1.304429,
            1.498451,
            1.590943,
            1.366536
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            54.285714,
            50,
            58.490566,
            54.285714,
            50,
            58.490566
        ],
        [
            1.628477,
            2.449881,
            0.925724,
            1.261853,
            1.590943,
            0.9698
        ],
        [
            258345,
            258345,
            54380,
            413931,
            413931,
            172712
        ],
        [
            -53387,
            -41892,
            -53387,
            -224255,
            -224255,
            -171701
        ],
        [
            50,
            66,
            35,
            50,
            66,
            35
        ],
        [
            54,
            71,
            39,
            54,
            71,
            39
        ],
        [
            46,
            61,
            29,
            46,
            61,
            29
        ],
        [
            5318,
            3449,
            1868,
            5318,
            3449,
            1868
        ],
        [
            3.882465,
            0,
            118.215798,
            3.882465,
            0,
            118.215798
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501647,
            -166134,
            -293817,
            -28164,
            -229598,
            -279360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5649,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601136000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760130644977,
    "expiration_time": 1764992736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)