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Trade: CRV/USDT/15/SSF/SWMA/3866

Strategy
CRV/USDT/15/SSF/SWMA/3866
Pair
CRV_USDT
Interval
15m
Score
382241
Daily Profit
0.426400
Profit Factor
1.371785
Profitability
65.100671
Streak
4.558836
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 20:09
Expiration Time
2025-12-15 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111043.1303 63578.3493 47464.781 86077.0614 84997.9247 1079.1367
Total P&L (%) 111.0431 63.5783 47.4648 86.0771 84.9979 1.0791
Avg Daily Profit (%) 0.4264 0.2441 0.1823 0.2387 0.2365 0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69943 -36812 -73614 -142338 -43816 -147573
Profit Factor 1.3718 1.4643 1.2935 1.1751 1.4226 1.0037
Total Trades 149 75 74 149 75 74
Winning Trades 97 43 54 97 43 54
Losing Trades 52 32 20 52 32 20
Profitability (%) 65.1007 57.3333 72.973 65.1007 57.3333 72.973
Ratio Avg Win / Avg Loss 0.7354 1.0897 0.4791 0.6299 1.0587 0.3717
Largest Winning Trade 21329 18156 21329 25456 25456 21201
Largest Losing Trade -49402 -30026 -49402 -91841 -28046 -91841
Avg Bars in Trades 164 166 162 164 166 162
Avg Bars in Winners 112 109 115 112 109 115
Avg Bars in Losers 261 244 290 261 244 290
Bars Traded 24547 12516 12031 24547 12516 12031
Profit Streak 4.5588 4.5588 11.8088 4.5588 4.5588 11.8088
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382241 -47699 -56738 -19454 -47591 -632223
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736838900000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338583441,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 216,
            "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": [
        [
            111043.130312409,
            63578.3492795269,
            47464.7810328821,
            86077.0613740293,
            84997.9246880891,
            1079.1366859402
        ],
        [
            111.04313,
            63.578349,
            47.464781,
            86.077061,
            84.997925,
            1.079137
        ],
        [
            0.4264,
            0.244138,
            0.182262,
            0.238742,
            0.236503,
            0.004122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69943,
            -36812,
            -73614,
            -142338,
            -43816,
            -147573
        ],
        [
            1.371785,
            1.464316,
            1.293451,
            1.175074,
            1.422649,
            1.003714
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            97,
            43,
            54,
            97,
            43,
            54
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            65.100671,
            57.333333,
            72.972973,
            65.100671,
            57.333333,
            72.972973
        ],
        [
            0.73539,
            1.089724,
            0.479056,
            0.629937,
            1.058716,
            0.371746
        ],
        [
            21329,
            18156,
            21329,
            25456,
            25456,
            21201
        ],
        [
            -49402,
            -30026,
            -49402,
            -91841,
            -28046,
            -91841
        ],
        [
            164,
            166,
            162,
            164,
            166,
            162
        ],
        [
            112,
            109,
            115,
            112,
            109,
            115
        ],
        [
            261,
            244,
            290,
            261,
            244,
            290
        ],
        [
            24547,
            12516,
            12031,
            24547,
            12516,
            12031
        ],
        [
            4.558836,
            4.558836,
            11.808836,
            4.558836,
            4.558836,
            11.808836
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382241,
            -47699,
            -56738,
            -19454,
            -47591,
            -632223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736838900000,
    "first_datapoint_time": 1737032400000,
    "last_datapoint_time": 1759338000000,
    "evaluation_time": 1759338583441,
    "expiration_time": 1765818000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 210,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 216,
            "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)