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Trade: CRV/USDT/240/SINWMA/DCM/5565

Strategy
CRV/USDT/240/SINWMA/DCM/5565
Pair
CRV_USDT
Interval
4h
Score
427144
Daily Profit
0.499862
Profit Factor
1.987703
Profitability
41.358025
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 19:39
Expiration Time
2025-11-25 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 935992.0066 803038.1736 132953.833 2045513.4539 1378952.1264 666561.3275
Total P&L (%) 935.992 803.0382 132.9538 2045.5135 1378.9521 666.5613
Avg Daily Profit (%) 0.4999 0.4289 0.071 0.1639 0.144 0.1088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153271 -72452 -130892 -1821448 -1751639 -390395
Profit Factor 1.9877 2.5304 1.3144 1.308 1.288 1.3594
Total Trades 162 81 81 162 81 81
Winning Trades 67 30 37 67 30 37
Losing Trades 95 51 44 95 51 44
Profitability (%) 41.358 37.037 45.679 41.358 37.037 45.679
Ratio Avg Win / Avg Loss 2.8184 4.3017 1.563 1.8546 2.1896 1.6166
Largest Winning Trade 330321 330321 48739 2092003 2092003 538855
Largest Losing Trade -40420 -37494 -40420 -876873 -876873 -194718
Avg Bars in Trades 65 80 49 65 80 49
Avg Bars in Winners 87 107 71 87 107 71
Avg Bars in Losers 49 65 31 49 65 31
Bars Traded 10562 6532 4030 10562 6532 4030
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427144 -2181 -110491 232576 -16305 -59361
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11235,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599710400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250371486,
    "expiration_time": 1764087120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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": [
        [
            935992.0066035811,
            803038.1736243694,
            132953.8329792113,
            2045513.45391755,
            1378952.1263776426,
            666561.3275399072
        ],
        [
            935.992007,
            803.038174,
            132.953833,
            2045.513454,
            1378.952126,
            666.561328
        ],
        [
            0.499862,
            0.428859,
            0.071003,
            0.163871,
            0.143971,
            0.108831
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153271,
            -72452,
            -130892,
            -1821448,
            -1751639,
            -390395
        ],
        [
            1.987703,
            2.530386,
            1.314374,
            1.307951,
            1.288006,
            1.359448
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            41.358025,
            37.037037,
            45.679012,
            41.358025,
            37.037037,
            45.679012
        ],
        [
            2.818384,
            4.301656,
            1.563039,
            1.854558,
            2.18961,
            1.616641
        ],
        [
            330321,
            330321,
            48739,
            2092003,
            2092003,
            538855
        ],
        [
            -40420,
            -37494,
            -40420,
            -876873,
            -876873,
            -194718
        ],
        [
            65,
            80,
            49,
            65,
            80,
            49
        ],
        [
            87,
            107,
            71,
            87,
            107,
            71
        ],
        [
            49,
            65,
            31,
            49,
            65,
            31
        ],
        [
            10562,
            6532,
            4030,
            10562,
            6532,
            4030
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427144,
            -2181,
            -110491,
            232576,
            -16305,
            -59361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11235,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599710400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250371486,
    "expiration_time": 1764087120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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)