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Trade: CRV/USDT/15/VWMA/SINWMA/8137

Strategy
CRV/USDT/15/VWMA/SINWMA/8137
Pair
CRV_USDT
Interval
15m
Score
384546
Daily Profit
0.403046
Profit Factor
1.359314
Profitability
65.068493
Streak
8.215215
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 15:24
Expiration Time
2025-12-19 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104961.2152 63283.2878 41677.9274 81585.4205 71841.2546 9744.1659
Total P&L (%) 104.9612 63.2833 41.6779 81.5854 71.8413 9.7442
Avg Daily Profit (%) 0.403 0.243 0.16 0.2293 0.2081 0.0357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64361 -41406 -75934 -96823 -39935 -116040
Profit Factor 1.3593 1.4738 1.2629 1.2052 1.42 1.043
Total Trades 146 73 73 146 73 73
Winning Trades 95 44 51 95 44 51
Losing Trades 51 29 22 51 29 22
Profitability (%) 65.0685 60.274 69.863 65.0685 60.274 69.863
Ratio Avg Win / Avg Loss 0.7297 0.9714 0.5448 0.647 0.9359 0.4499
Largest Winning Trade 21423 12150 21423 18488 16368 18488
Largest Losing Trade -47513 -29195 -47513 -64108 -28271 -64108
Avg Bars in Trades 164 159 169 164 159 169
Avg Bars in Winners 111 103 117 111 103 117
Avg Bars in Losers 263 244 288 263 244 288
Bars Traded 23989 11637 12352 23989 11637 12352
Profit Streak 8.2152 8.2152 15.5485 8.2152 8.2152 15.5485
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384546 -63595 -65561 297185 -63774 -554822
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737167400000,
    "first_datapoint_time": 1737370800000,
    "last_datapoint_time": 1759666500000,
    "evaluation_time": 1759667094599,
    "expiration_time": 1766146500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 156,
            "offset": 71
        }
    }
}
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": [
        [
            104961.215214337,
            63283.2878016093,
            41677.9274127276,
            81585.4205054635,
            71841.2545824947,
            9744.1659229688
        ],
        [
            104.961215,
            63.283288,
            41.677927,
            81.585421,
            71.841255,
            9.744166
        ],
        [
            0.403046,
            0.243005,
            0.160041,
            0.229337,
            0.208112,
            0.035711
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64361,
            -41406,
            -75934,
            -96823,
            -39935,
            -116040
        ],
        [
            1.359314,
            1.473794,
            1.262871,
            1.205169,
            1.420027,
            1.042999
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            65.068493,
            60.273973,
            69.863014,
            65.068493,
            60.273973,
            69.863014
        ],
        [
            0.729737,
            0.971364,
            0.544768,
            0.646985,
            0.935927,
            0.449921
        ],
        [
            21423,
            12150,
            21423,
            18488,
            16368,
            18488
        ],
        [
            -47513,
            -29195,
            -47513,
            -64108,
            -28271,
            -64108
        ],
        [
            164,
            159,
            169,
            164,
            159,
            169
        ],
        [
            111,
            103,
            117,
            111,
            103,
            117
        ],
        [
            263,
            244,
            288,
            263,
            244,
            288
        ],
        [
            23989,
            11637,
            12352,
            23989,
            11637,
            12352
        ],
        [
            8.215215,
            8.215215,
            15.548548,
            8.215215,
            8.215215,
            15.548549
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384546,
            -63595,
            -65561,
            297185,
            -63774,
            -554822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737167400000,
    "first_datapoint_time": 1737370800000,
    "last_datapoint_time": 1759666500000,
    "evaluation_time": 1759667094599,
    "expiration_time": 1766146500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 156,
            "offset": 71
        }
    }
}

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)