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Trade: CRV/USDT/120/WMA/BBU/1473

Strategy
CRV/USDT/120/WMA/BBU/1473
Pair
CRV_USDT
Interval
2h
Score
355155
Daily Profit
0.253594
Profit Factor
1.212390
Profitability
41.453567
Streak
17.247583
Best Strategy
Training Data Length
1881.250000
Evaluation Time
2025-10-10 00:56
Expiration Time
2025-12-16 15:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477073.4239 545561.3488 -68487.9249 -96351.9429 -95355.1961 -996.7469
Total P&L (%) 477.0734 545.5613 -68.4879 -96.3519 -95.3552 -0.9967
Avg Daily Profit (%) 0.2536 0.29 -0.0364 -0.1758 -0.163 -0.0005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275289 -222618 -118214 -119839 -111725 -37142
Profit Factor 1.2124 1.3132 0.8642 0.8425 0.807 0.9915
Total Trades 743 371 372 743 371 372
Winning Trades 308 136 172 308 136 172
Losing Trades 435 235 200 435 235 200
Profitability (%) 41.4536 36.6577 46.2366 41.4536 36.6577 46.2366
Ratio Avg Win / Avg Loss 1.7123 2.2691 1.0049 1.1898 1.3945 1.1529
Largest Winning Trade 523116 523116 15036 57266 57266 15865
Largest Losing Trade -49892 -49892 -24554 -49935 -49935 -17542
Avg Bars in Trades 30 57 2 30 57 2
Avg Bars in Winners 41 91 2 41 91 2
Avg Bars in Losers 21 38 2 21 38 2
Bars Traded 22348 21425 922 22348 21425 922
Profit Streak 17.2476 0 23.1643 17.2476 0 23.1643
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355155 226004 -578361 -577984 -582916 -578361
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046991214,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.48599
        }
    }
}
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": [
        [
            477073.4239140715,
            545561.348811188,
            -68487.9248971161,
            -96351.9429407856,
            -95355.1960657726,
            -996.7468750128
        ],
        [
            477.073424,
            545.561349,
            -68.487925,
            -96.351943,
            -95.355196,
            -0.996747
        ],
        [
            0.253594,
            0.289999,
            -0.036406,
            -0.175844,
            -0.163026,
            -0.000532
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275289,
            -222618,
            -118214,
            -119839,
            -111725,
            -37142
        ],
        [
            1.21239,
            1.313196,
            0.864193,
            0.84246,
            0.807032,
            0.991514
        ],
        [
            743,
            371,
            372,
            743,
            371,
            372
        ],
        [
            308,
            136,
            172,
            308,
            136,
            172
        ],
        [
            435,
            235,
            200,
            435,
            235,
            200
        ],
        [
            41.453567,
            36.657682,
            46.236559,
            41.453567,
            36.657682,
            46.236559
        ],
        [
            1.712303,
            2.269126,
            1.004876,
            1.189838,
            1.394504,
            1.152923
        ],
        [
            523116,
            523116,
            15036,
            57266,
            57266,
            15865
        ],
        [
            -49892,
            -49892,
            -24554,
            -49935,
            -49935,
            -17542
        ],
        [
            30,
            57,
            2,
            30,
            57,
            2
        ],
        [
            41,
            91,
            2,
            41,
            91,
            2
        ],
        [
            21,
            38,
            2,
            21,
            38,
            2
        ],
        [
            22348,
            21425,
            922,
            22348,
            21425,
            922
        ],
        [
            17.247583,
            0,
            23.16425,
            17.247583,
            0,
            23.16425
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355155,
            226004,
            -578361,
            -577984,
            -582916,
            -578361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22575,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597665600000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760046991214,
    "expiration_time": 1765891440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.48599
        }
    }
}

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)