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Trade: CRV/USDT/360/BBM/VWAP/8781

Strategy
CRV/USDT/360/BBM/VWAP/8781
Pair
CRV_USDT
Interval
6h
Score
409857
Daily Profit
0.219592
Profit Factor
1.634966
Profitability
50.781250
Streak
12.629129
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-10 00:05
Expiration Time
2025-12-05 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403632.6841 413271.698 -9639.0139 -180523.9279 415582.9723 -596106.9002
Total P&L (%) 403.6327 413.2717 -9.639 -180.5239 415.583 -596.1069
Avg Daily Profit (%) 0.2145 0.2196 -0.0051 0 0.0872 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204312 -86532 -165247 -577640 -161404 -789027
Profit Factor 1.3045 1.635 0.9857 0.9208 1.52 0.5973
Total Trades 256 128 128 256 128 128
Winning Trades 131 65 66 135 72 63
Losing Trades 125 63 62 121 56 65
Profitability (%) 51.1719 50.7813 51.5625 52.7344 56.25 49.2188
Ratio Avg Win / Avg Loss 1.2447 1.5847 0.926 0.8253 1.1822 0.6162
Largest Winning Trade 170292 170292 49228 127836 127836 106160
Largest Losing Trade -135698 -50605 -135698 -543776 -128166 -543776
Avg Bars in Trades 28 30 26 28 30 26
Avg Bars in Winners 25 25 24 25 26 25
Avg Bars in Losers 32 35 29 31 35 28
Bars Traded 7345 3899 3446 7345 3899 3446
Profit Streak 0 12.6291 0 10.1291 0 11.6291
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346495 409857 -580512 -578145 -74534 -580388
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043956748,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.43383
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 115
        }
    }
}
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": [
        [
            403632.6840976949,
            413271.6980245522,
            -9639.0139268575,
            -180523.9279186196,
            415582.9722535267,
            -596106.9001721463
        ],
        [
            403.632684,
            413.271698,
            -9.639014,
            -180.523928,
            415.582972,
            -596.1069
        ],
        [
            0.21447,
            0.219592,
            -0.005122,
            0,
            0.087186,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204312,
            -86532,
            -165247,
            -577640,
            -161404,
            -789027
        ],
        [
            1.304456,
            1.634966,
            0.985718,
            0.920803,
            1.51997,
            0.597275
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            131,
            65,
            66,
            135,
            72,
            63
        ],
        [
            125,
            63,
            62,
            121,
            56,
            65
        ],
        [
            51.171875,
            50.78125,
            51.5625,
            52.734375,
            56.25,
            49.21875
        ],
        [
            1.24471,
            1.584659,
            0.925977,
            0.825312,
            1.182199,
            0.616236
        ],
        [
            170292,
            170292,
            49228,
            127836,
            127836,
            106160
        ],
        [
            -135698,
            -50605,
            -135698,
            -543776,
            -128166,
            -543776
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            25,
            25,
            24,
            25,
            26,
            25
        ],
        [
            32,
            35,
            29,
            31,
            35,
            28
        ],
        [
            7345,
            3899,
            3446,
            7345,
            3899,
            3446
        ],
        [
            0,
            12.629129,
            0,
            10.129129,
            0,
            11.629129
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346495,
            409857,
            -580512,
            -578145,
            -74534,
            -580388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043956748,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.43383
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 115
        }
    }
}

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)