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Trade: CRV/USDT/480/SSF/SINWMA/7074

Strategy
CRV/USDT/480/SSF/SINWMA/7074
Pair
CRV_USDT
Interval
8h
Score
359214
Daily Profit
0.232762
Profit Factor
2.431626
Profitability
40.000000
Streak
362.019625
Best Strategy
Training Data Length
1875.330000
Evaluation Time
2025-10-03 11:28
Expiration Time
2025-11-28 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455864.7614 436505.4232 19359.3382 29785.1845 275833.1142 -246047.9297
Total P&L (%) 455.8648 436.5054 19.3593 29.7852 275.8331 -246.0479
Avg Daily Profit (%) 0.2431 0.2328 0.0103 0.0139 0.0706 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265092 -115147 -258854 -396793 -140915 -377352
Profit Factor 1.683 2.4316 1.0534 1.0523 2.5956 0.3798
Total Trades 70 35 35 70 35 35
Winning Trades 26 14 12 26 14 12
Losing Trades 44 21 23 44 21 23
Profitability (%) 37.1429 40 34.2857 37.1429 40 34.2857
Ratio Avg Win / Avg Loss 2.8481 3.6474 2.019 1.7808 3.8934 0.7279
Largest Winning Trade 232747 232747 88289 263217 263217 88289
Largest Losing Trade -53040 -53040 -46890 -141955 -85277 -141955
Avg Bars in Trades 77 70 85 77 70 85
Avg Bars in Winners 128 110 149 128 110 149
Avg Bars in Losers 47 43 51 47 43 51
Bars Traded 5440 2458 2982 5440 2458 2982
Profit Streak 81.353 362.0196 0 81.353 362.0196 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92041 359214 -353161 -442513 -96246 -586898
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480095639,
    "expiration_time": 1764310464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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": [
        [
            455864.7614053949,
            436505.4232412308,
            19359.3381641641,
            29785.1844674524,
            275833.1142160349,
            -246047.9297485824
        ],
        [
            455.864761,
            436.505423,
            19.359338,
            29.785184,
            275.833114,
            -246.04793
        ],
        [
            0.243085,
            0.232762,
            0.010323,
            0.013903,
            0.070625,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265092,
            -115147,
            -258854,
            -396793,
            -140915,
            -377352
        ],
        [
            1.682969,
            2.431626,
            1.053394,
            1.052292,
            2.595568,
            0.379798
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            37.142857,
            40,
            34.285714,
            37.142857,
            40,
            34.285714
        ],
        [
            2.848101,
            3.647439,
            2.019006,
            1.780801,
            3.893352,
            0.727945
        ],
        [
            232747,
            232747,
            88289,
            263217,
            263217,
            88289
        ],
        [
            -53040,
            -53040,
            -46890,
            -141955,
            -85277,
            -141955
        ],
        [
            77,
            70,
            85,
            77,
            70,
            85
        ],
        [
            128,
            110,
            149,
            128,
            110,
            149
        ],
        [
            47,
            43,
            51,
            47,
            43,
            51
        ],
        [
            5440,
            2458,
            2982,
            5440,
            2458,
            2982
        ],
        [
            81.352959,
            362.019625,
            0,
            81.352959,
            362.019625,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92041,
            359214,
            -353161,
            -442513,
            -96246,
            -586898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5626,
    "evaluation_days": 1875.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598428800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759480095639,
    "expiration_time": 1764310464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 169,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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)