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Trade: CRV/USDT/360/KCB/VWMA/2176

Strategy
CRV/USDT/360/KCB/VWMA/2176
Pair
CRV_USDT
Interval
6h
Score
437707
Daily Profit
0.162592
Profit Factor
2.051679
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-01 12:15
Expiration Time
2025-11-26 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150554.8236 304617.0057 -154062.1821 -98736.1498 80172.9657 -178909.1155
Total P&L (%) 150.5548 304.617 -154.0622 -98.7362 80.173 -178.9091
Avg Daily Profit (%) 0.0804 0.1626 -0.0822 -0.233 0.0314 0
Buy And Hold Return (%) 22.8961 22.8961 22.8961 22.8961 22.8961 22.8961
Max Trade Drawdown -213943 -124205 -193321 -168370 -48119 -156473
Profit Factor 1.1873 2.0517 0.7003 0.655 2.4311 0.2228
Total Trades 67 33 34 67 33 34
Winning Trades 37 19 18 37 19 18
Losing Trades 30 14 16 30 14 16
Profitability (%) 55.2239 57.5758 52.9412 55.2239 57.5758 52.9412
Ratio Avg Win / Avg Loss 0.9627 1.5118 0.6225 0.5311 1.7914 0.198
Largest Winning Trade 100801 100801 53266 48658 48658 36367
Largest Losing Trade -89564 -60728 -89564 -118588 -47192 -118588
Avg Bars in Trades 104 112 97 104 112 97
Avg Bars in Winners 88 85 90 88 85 90
Avg Bars in Losers 125 148 105 125 148 105
Bars Traded 7033 3705 3328 7033 3705 3328
Profit Streak 67.6356 0 68.1356 67.6356 0 68.1356
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -221862 437707 -579855 -700542 -147975 -579855
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759310111509,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "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": [
        [
            150554.8236139589,
            304617.0057387935,
            -154062.1821248345,
            -98736.1498053192,
            80172.9656963649,
            -178909.1155016841
        ],
        [
            150.554824,
            304.617006,
            -154.062182,
            -98.73615,
            80.172966,
            -178.909116
        ],
        [
            0.08036,
            0.162592,
            -0.082232,
            -0.233035,
            0.03143,
            0
        ],
        [
            22.896082,
            22.896082,
            22.896082,
            22.896082,
            22.896082,
            22.896082
        ],
        [
            -213943,
            -124205,
            -193321,
            -168370,
            -48119,
            -156473
        ],
        [
            1.187307,
            2.051679,
            0.700349,
            0.655017,
            2.431149,
            0.222761
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            55.223881,
            57.575758,
            52.941176,
            55.223881,
            57.575758,
            52.941176
        ],
        [
            0.962681,
            1.511763,
            0.622533,
            0.531095,
            1.791373,
            0.19801
        ],
        [
            100801,
            100801,
            53266,
            48658,
            48658,
            36367
        ],
        [
            -89564,
            -60728,
            -89564,
            -118588,
            -47192,
            -118588
        ],
        [
            104,
            112,
            97,
            104,
            112,
            97
        ],
        [
            88,
            85,
            90,
            88,
            85,
            90
        ],
        [
            125,
            148,
            105,
            125,
            148,
            105
        ],
        [
            7033,
            3705,
            3328,
            7033,
            3705,
            3328
        ],
        [
            67.63555,
            0,
            68.13555,
            67.63555,
            0,
            68.13555
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -221862,
            437707,
            -579855,
            -700542,
            -147975,
            -579855
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601942400000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759310111509,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "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)