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Trade: CRV/USDT/240/SWMA/MIDPOINT/2783

Strategy
CRV/USDT/240/SWMA/MIDPOINT/2783
Pair
CRV_USDT
Interval
4h
Score
403295
Daily Profit
0.411436
Profit Factor
1.743277
Profitability
42.690058
Streak
0.000000
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 17:22
Expiration Time
2025-12-05 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 774117.765 714262.1778 59855.5872 314250.9765 27826.5537 286424.4227
Total P&L (%) 774.1178 714.2622 59.8556 314.251 27.8266 286.4244
Avg Daily Profit (%) 0.4114 0.3796 0.0318 0.0756 0.013 0.0719
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154924 -95438 -109151 -1854665 -1561473 -976517
Profit Factor 1.7433 2.2652 1.1255 1.0351 1.0052 1.0793
Total Trades 171 85 86 171 85 86
Winning Trades 73 35 38 73 35 38
Losing Trades 98 50 48 98 50 48
Profitability (%) 42.6901 41.1765 44.186 42.6901 41.1765 44.186
Ratio Avg Win / Avg Loss 2.3403 3.236 1.4217 1.3895 1.436 1.3634
Largest Winning Trade 379445 379445 50931 1378599 1378599 442277
Largest Losing Trade -39948 -39948 -35066 -604121 -604121 -349982
Avg Bars in Trades 62 75 49 62 75 49
Avg Bars in Winners 88 105 72 88 105 72
Avg Bars in Losers 42 54 30 42 54 30
Bars Traded 10632 6411 4221 10632 6411 4221
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 403295 364568 -236129 -275950 -397277 -232824
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11289,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760019743992,
    "expiration_time": 1764888048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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": [
        [
            774117.7649760061,
            714262.1778011114,
            59855.5871748948,
            314250.9764854033,
            27826.5537400385,
            286424.4227453655
        ],
        [
            774.117765,
            714.262178,
            59.855587,
            314.250976,
            27.826554,
            286.424423
        ],
        [
            0.411436,
            0.379624,
            0.031813,
            0.075569,
            0.013049,
            0.071871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154924,
            -95438,
            -109151,
            -1854665,
            -1561473,
            -976517
        ],
        [
            1.743277,
            2.265191,
            1.125498,
            1.035065,
            1.0052,
            1.079333
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            42.690058,
            41.176471,
            44.186047,
            42.690058,
            41.176471,
            44.186047
        ],
        [
            2.34029,
            3.235986,
            1.421682,
            1.38954,
            1.436,
            1.363368
        ],
        [
            379445,
            379445,
            50931,
            1378599,
            1378599,
            442277
        ],
        [
            -39948,
            -39948,
            -35066,
            -604121,
            -604121,
            -349982
        ],
        [
            62,
            75,
            49,
            62,
            75,
            49
        ],
        [
            88,
            105,
            72,
            88,
            105,
            72
        ],
        [
            42,
            54,
            30,
            42,
            54,
            30
        ],
        [
            10632,
            6411,
            4221,
            10632,
            6411,
            4221
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0
        ],
        [
            0.8,
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        ],
        [
            403295,
            364568,
            -236129,
            -275950,
            -397277,
            -232824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11289,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599552000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760019743992,
    "expiration_time": 1764888048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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)