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Trade: CRV/USDT/120/BBL/VWMA/4404

Strategy
CRV/USDT/120/BBL/VWMA/4404
Pair
CRV_USDT
Interval
2h
Score
390262
Daily Profit
0.183871
Profit Factor
1.568611
Profitability
60.952381
Streak
4.164307
Best Strategy
Training Data Length
1881.250000
Evaluation Time
2025-10-10 00:56
Expiration Time
2025-12-16 15:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345907.9111 300441.6623 45466.2488 30189.6634 30092.0623 97.6011
Total P&L (%) 345.9079 300.4417 45.4662 30.1897 30.0921 0.0976
Avg Daily Profit (%) 0.1839 0.1597 0.0242 0.014 0.014 0.0001
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142800 -132615 -20897 -627462 -563133 -93797
Profit Factor 1.5686 1.6072 1.4005 1.0234 1.0285 1.0004
Total Trades 105 52 53 105 52 53
Winning Trades 64 30 34 64 30 34
Losing Trades 41 22 19 41 22 19
Profitability (%) 60.9524 57.6923 64.1509 60.9524 57.6923 64.1509
Ratio Avg Win / Avg Loss 1.0049 1.1786 0.7827 0.6556 0.7543 0.5591
Largest Winning Trade 147924 147924 16159 399961 399961 32354
Largest Losing Trade -70569 -70569 -15220 -190889 -190889 -93797
Avg Bars in Trades 196 381 15 196 381 15
Avg Bars in Winners 128 252 18 128 252 18
Avg Bars in Losers 303 556 10 303 556 10
Bars Traded 20658 19822 836 20658 19822 836
Profit Streak 4.1643 0 166.831 4.1643 0 166.831
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390262 -169850 -339847 -372060 -547112 -756818
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046996142,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 3.51164
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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": [
        [
            345907.9110975981,
            300441.6623308068,
            45466.2487667913,
            30189.6634092285,
            30092.0622828929,
            97.6011263356
        ],
        [
            345.907911,
            300.441662,
            45.466249,
            30.189663,
            30.092062,
            0.097601
        ],
        [
            0.183871,
            0.159703,
            0.024168,
            0.014025,
            0.013985,
            5.2e-5
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142800,
            -132615,
            -20897,
            -627462,
            -563133,
            -93797
        ],
        [
            1.568611,
            1.607166,
            1.400544,
            1.023365,
            1.028547,
            1.00041
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            60.952381,
            57.692308,
            64.150943,
            60.952381,
            57.692308,
            64.150943
        ],
        [
            1.004892,
            1.178588,
            0.782657,
            0.655593,
            0.754268,
            0.559053
        ],
        [
            147924,
            147924,
            16159,
            399961,
            399961,
            32354
        ],
        [
            -70569,
            -70569,
            -15220,
            -190889,
            -190889,
            -93797
        ],
        [
            196,
            381,
            15,
            196,
            381,
            15
        ],
        [
            128,
            252,
            18,
            128,
            252,
            18
        ],
        [
            303,
            556,
            10,
            303,
            556,
            10
        ],
        [
            20658,
            19822,
            836,
            20658,
            19822,
            836
        ],
        [
            4.164307,
            0,
            166.830974,
            4.164307,
            0,
            166.830974
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390262,
            -169850,
            -339847,
            -372060,
            -547112,
            -756818
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046996142,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 212,
            "offset": 0,
            "std": 3.51164
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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)