← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CRV/USDT/480/SSF/VWMA/9132

Strategy
CRV/USDT/480/SSF/VWMA/9132
Pair
CRV_USDT
Interval
8h
Score
477976
Daily Profit
0.285900
Profit Factor
2.864141
Profitability
44.117647
Streak
367.400790
Best Strategy
Training Data Length
1880.330000
Evaluation Time
2025-10-08 12:37
Expiration Time
2025-12-03 11:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 628041.1307 537585.4231 90455.7076 591741.9714 700500.7182 -108758.7468
Total P&L (%) 628.0411 537.5854 90.4557 591.742 700.5007 -108.7587
Avg Daily Profit (%) 0.334 0.2859 0.0481 0.1029 0.1107 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186032 -90750 -182002 -609001 -312136 -491316
Profit Factor 2.0067 2.8641 1.2696 1.5255 2.427 0.8288
Total Trades 69 34 35 69 34 35
Winning Trades 30 15 15 30 15 15
Losing Trades 39 19 20 39 19 20
Profitability (%) 43.4783 44.1176 42.8571 43.4783 44.1176 42.8571
Ratio Avg Win / Avg Loss 2.6087 3.6279 1.6929 1.9832 3.0741 1.105
Largest Winning Trade 254567 254567 79532 433643 433643 100315
Largest Losing Trade -39436 -39436 -32052 -170949 -170949 -156096
Avg Bars in Trades 80 74 85 80 74 85
Avg Bars in Winners 130 120 141 130 120 141
Avg Bars in Losers 41 39 44 41 39 44
Bars Traded 5557 2549 3007 5557 2549 3007
Profit Streak 332.0675 367.4008 332.0675 332.0675 367.4008 332.0675
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94412 477976 -129098 -160012 -41149 -580554
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5641,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916228227,
    "expiration_time": 1764755424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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": [
        [
            628041.1307089173,
            537585.4230981958,
            90455.7076107216,
            591741.9714021852,
            700500.7182317139,
            -108758.7468295284
        ],
        [
            628.041131,
            537.585423,
            90.455708,
            591.741971,
            700.500718,
            -108.758747
        ],
        [
            0.334006,
            0.2859,
            0.048106,
            0.102909,
            0.110684,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186032,
            -90750,
            -182002,
            -609001,
            -312136,
            -491316
        ],
        [
            2.00673,
            2.864141,
            1.269647,
            1.525524,
            2.426954,
            0.828753
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            43.478261,
            44.117647,
            42.857143,
            43.478261,
            44.117647,
            42.857143
        ],
        [
            2.608749,
            3.627912,
            1.692862,
            1.983181,
            3.074142,
            1.105003
        ],
        [
            254567,
            254567,
            79532,
            433643,
            433643,
            100315
        ],
        [
            -39436,
            -39436,
            -32052,
            -170949,
            -170949,
            -156096
        ],
        [
            80,
            74,
            85,
            80,
            74,
            85
        ],
        [
            130,
            120,
            141,
            130,
            120,
            141
        ],
        [
            41,
            39,
            44,
            41,
            39,
            44
        ],
        [
            5557,
            2549,
            3007,
            5557,
            2549,
            3007
        ],
        [
            332.067456,
            367.40079,
            332.067456,
            332.067456,
            367.40079,
            332.067456
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94412,
            477976,
            -129098,
            -160012,
            -41149,
            -580554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5641,
    "evaluation_days": 1880.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598400000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759916228227,
    "expiration_time": 1764755424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "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)