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Trade: CRV/USDT/480/VWMA/MIDPRICE/3281

Strategy
CRV/USDT/480/VWMA/MIDPRICE/3281
Pair
CRV_USDT
Interval
8h
Score
458471
Daily Profit
0.279620
Profit Factor
2.690037
Profitability
45.714286
Streak
106.626876
Best Strategy
Training Data Length
1869.670000
Evaluation Time
2025-09-27 18:02
Expiration Time
2025-11-22 12:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496976.2025 522797.0302 -25820.8277 -150258.4372 321246.1032 -471504.5404
Total P&L (%) 496.9762 522.797 -25.8208 -150.2584 321.2461 -471.5045
Avg Daily Profit (%) 0.2658 0.2796 -0.0138 0 0.0769 0
Buy And Hold Return (%) 13.4589 13.4589 13.4589 13.4589 13.4589 13.4589
Max Trade Drawdown -244778 -153777 -147626 -571685 -275914 -488830
Profit Factor 1.7606 2.69 0.9249 0.8515 1.9313 0.2932
Total Trades 71 35 36 71 35 36
Winning Trades 35 16 19 39 22 17
Losing Trades 36 19 17 32 13 19
Profitability (%) 49.2958 45.7143 52.7778 54.9296 62.8571 47.2222
Ratio Avg Win / Avg Loss 1.8109 3.1944 0.8276 0.6987 1.1412 0.3277
Largest Winning Trade 300228 300228 41307 333356 333356 77661
Largest Losing Trade -113614 -51883 -113614 -299039 -147670 -299039
Avg Bars in Trades 73 86 61 73 86 61
Avg Bars in Winners 85 84 87 67 92 34
Avg Bars in Losers 61 88 31 81 77 85
Bars Traded 5232 3036 2196 5232 3036 2196
Profit Streak 106.2935 106.6269 106.2935 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79071 458471 -579858 -671138 -86000 -581860
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758985362074,
    "expiration_time": 1763806176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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": [
        [
            496976.2024800713,
            522797.0301613802,
            -25820.8276813087,
            -150258.4371690121,
            321246.1032313345,
            -471504.5404003467
        ],
        [
            496.976202,
            522.79703,
            -25.820828,
            -150.258437,
            321.246103,
            -471.50454
        ],
        [
            0.26581,
            0.27962,
            -0.01381,
            0,
            0.076944,
            0
        ],
        [
            13.458904,
            13.458904,
            13.458904,
            13.458904,
            13.458904,
            13.458904
        ],
        [
            -244778,
            -153777,
            -147626,
            -571685,
            -275914,
            -488830
        ],
        [
            1.760644,
            2.690037,
            0.924944,
            0.851537,
            1.931275,
            0.293247
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            16,
            19,
            39,
            22,
            17
        ],
        [
            36,
            19,
            17,
            32,
            13,
            19
        ],
        [
            49.295775,
            45.714286,
            52.777778,
            54.929577,
            62.857143,
            47.222222
        ],
        [
            1.810948,
            3.194418,
            0.827582,
            0.698697,
            1.141208,
            0.327747
        ],
        [
            300228,
            300228,
            41307,
            333356,
            333356,
            77661
        ],
        [
            -113614,
            -51883,
            -113614,
            -299039,
            -147670,
            -299039
        ],
        [
            73,
            86,
            61,
            73,
            86,
            61
        ],
        [
            85,
            84,
            87,
            67,
            92,
            34
        ],
        [
            61,
            88,
            31,
            81,
            77,
            85
        ],
        [
            5232,
            3036,
            2196,
            5232,
            3036,
            2196
        ],
        [
            106.293542,
            106.626876,
            106.293542,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79071,
            458471,
            -579858,
            -671138,
            -86000,
            -581860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602489600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758985362074,
    "expiration_time": 1763806176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "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)