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Trade: CRV/USDT/5/DCM/VWMA/1309

Strategy
CRV/USDT/5/DCM/VWMA/1309
Pair
CRV_USDT
Interval
5m
Score
449966
Daily Profit
0.634385
Profit Factor
1.625666
Profitability
60.952381
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 08:04
Expiration Time
2025-12-27 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 47881.2323 -2002.5097 49883.7421 39385.3086 -33761.651 73146.9597
Total P&L (%) 47.8812 -2.0025 49.8837 39.3853 -33.7617 73.147
Avg Daily Profit (%) 0.5516 -0.0231 0.5746 0.3833 -0.4734 0.6344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57449 -52837 -17633 -119177 -110946 -32791
Profit Factor 1.253 0.9846 1.8417 1.1061 0.8672 1.6257
Total Trades 211 106 105 211 106 105
Winning Trades 126 62 64 126 62 64
Losing Trades 85 44 41 85 44 41
Profitability (%) 59.7156 58.4906 60.9524 59.7156 58.4906 60.9524
Ratio Avg Win / Avg Loss 0.8453 0.6987 1.1798 0.7462 0.6154 1.0414
Largest Winning Trade 8742 8119 8742 16368 16368 11523
Largest Losing Trade -26182 -26182 -9168 -45860 -45860 -20095
Avg Bars in Trades 115 117 114 115 117 114
Avg Bars in Winners 87 86 89 87 86 89
Avg Bars in Losers 157 161 152 157 161 152
Bars Traded 24454 12443 12011 24454 12443 12011
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 275453 -581895 398216 -98112 -581895 449966
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752831900000,
    "first_datapoint_time": 1752904800000,
    "last_datapoint_time": 1760331600000,
    "evaluation_time": 1760331894729,
    "expiration_time": 1766811600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            47881.232336092,
            -2002.5097216073,
            49883.7420576992,
            39385.3086289335,
            -33761.6510491762,
            73146.9596781098
        ],
        [
            47.881232,
            -2.00251,
            49.883742,
            39.385309,
            -33.761651,
            73.14696
        ],
        [
            0.551564,
            -0.023068,
            0.574631,
            0.38326,
            -0.473373,
            0.634385
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57449,
            -52837,
            -17633,
            -119177,
            -110946,
            -32791
        ],
        [
            1.253,
            0.984595,
            1.841685,
            1.10614,
            0.867162,
            1.625666
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            126,
            62,
            64,
            126,
            62,
            64
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            59.71564,
            58.490566,
            60.952381,
            59.71564,
            58.490566,
            60.952381
        ],
        [
            0.845278,
            0.698745,
            1.179829,
            0.746206,
            0.615406,
            1.041442
        ],
        [
            8742,
            8119,
            8742,
            16368,
            16368,
            11523
        ],
        [
            -26182,
            -26182,
            -9168,
            -45860,
            -45860,
            -20095
        ],
        [
            115,
            117,
            114,
            115,
            117,
            114
        ],
        [
            87,
            86,
            89,
            87,
            86,
            89
        ],
        [
            157,
            161,
            152,
            157,
            161,
            152
        ],
        [
            24454,
            12443,
            12011,
            24454,
            12443,
            12011
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            275453,
            -581895,
            398216,
            -98112,
            -581895,
            449966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752831900000,
    "first_datapoint_time": 1752904800000,
    "last_datapoint_time": 1760331600000,
    "evaluation_time": 1760331894729,
    "expiration_time": 1766811600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)