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Trade: CRV/USDT/480/SINWMA/WMA/1620

Strategy
CRV/USDT/480/SINWMA/WMA/1620
Pair
CRV_USDT
Interval
8h
Score
460461
Daily Profit
0.307146
Profit Factor
2.791949
Profitability
43.750000
Streak
248.365844
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-10-01 19:46
Expiration Time
2025-11-26 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677076.5773 575490.4156 101586.1617 770419.1644 714098.9016 56320.2628
Total P&L (%) 677.0766 575.4904 101.5862 770.4192 714.0989 56.3203
Avg Daily Profit (%) 0.3614 0.3071 0.0542 0.1156 0.112 0.0238
Buy And Hold Return (%) 26.2697 26.2697 26.2697 26.2697 26.2697 26.2697
Max Trade Drawdown -192235 -144455 -114454 -651488 -395871 -324242
Profit Factor 2.2563 2.7919 1.4665 1.6559 2.0931 1.108
Total Trades 65 32 33 65 32 33
Winning Trades 31 14 17 31 14 17
Losing Trades 34 18 16 34 18 16
Profitability (%) 47.6923 43.75 51.5152 47.6923 43.75 51.5152
Ratio Avg Win / Avg Loss 2.4747 3.5896 1.3802 1.8161 2.6911 1.0429
Largest Winning Trade 330112 330112 39145 366264 366264 87595
Largest Losing Trade -48036 -35601 -48036 -215223 -215223 -144691
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 105 117 94 105 117 94
Avg Bars in Losers 58 57 58 58 57 58
Bars Traded 5235 2686 2549 5235 2686 2549
Profit Streak 248.3658 248.3658 254.6992 248.3658 248.3658 254.6992
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121786 460461 -120231 -170682 -40598 -267109
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759337208947,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "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": [
        [
            677076.5773031445,
            575490.4155706995,
            101586.161732445,
            770419.1644489276,
            714098.9016015031,
            56320.2628474244
        ],
        [
            677.076577,
            575.490416,
            101.586162,
            770.419164,
            714.098902,
            56.320263
        ],
        [
            0.361364,
            0.307146,
            0.054218,
            0.115552,
            0.111977,
            0.023846
        ],
        [
            26.269702,
            26.269702,
            26.269702,
            26.269702,
            26.269702,
            26.269702
        ],
        [
            -192235,
            -144455,
            -114454,
            -651488,
            -395871,
            -324242
        ],
        [
            2.256316,
            2.791949,
            1.466452,
            1.655896,
            2.093101,
            1.108032
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            47.692308,
            43.75,
            51.515152,
            47.692308,
            43.75,
            51.515152
        ],
        [
            2.474669,
            3.589648,
            1.38019,
            1.816144,
            2.691129,
            1.042854
        ],
        [
            330112,
            330112,
            39145,
            366264,
            366264,
            87595
        ],
        [
            -48036,
            -35601,
            -48036,
            -215223,
            -215223,
            -144691
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            105,
            117,
            94,
            105,
            117,
            94
        ],
        [
            58,
            57,
            58,
            58,
            57,
            58
        ],
        [
            5235,
            2686,
            2549,
            5235,
            2686,
            2549
        ],
        [
            248.365844,
            248.365844,
            254.699178,
            248.365844,
            248.365844,
            254.699178
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121786,
            460461,
            -120231,
            -170682,
            -40598,
            -267109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602518400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759337208947,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 177,
            "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)