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Trade: CRV/USDT/720/HWMA/KCB/6092

Strategy
CRV/USDT/720/HWMA/KCB/6092
Pair
CRV_USDT
Interval
12h
Score
404637
Daily Profit
0.263734
Profit Factor
1.362504
Profitability
53.617021
Streak
11.502854
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 15:04
Expiration Time
2025-11-28 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494632.9742 381607.2945 113025.6797 63193.7201 1691652.4656 -1628458.7456
Total P&L (%) 494.633 381.6073 113.0257 63.1937 1691.6525 -1628.4587
Avg Daily Profit (%) 0.2637 0.2035 0.0603 0.0261 0.154 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234031 -111912 -185082 -7255784 -4073309 -4145388
Profit Factor 1.3625 1.6272 1.1495 1.0029 1.1709 0.862
Total Trades 235 117 118 235 117 118
Winning Trades 126 63 63 126 63 63
Losing Trades 109 54 55 109 54 55
Profitability (%) 53.617 53.8462 53.3898 53.617 53.8462 53.3898
Ratio Avg Win / Avg Loss 1.1787 1.3948 1.0035 0.8676 1.0036 0.7525
Largest Winning Trade 98144 98144 51651 1151527 1151527 852802
Largest Losing Trade -69749 -50343 -69749 -1488026 -1240587 -1488026
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3718 1849 1869 3718 1849 1869
Profit Streak 11.5029 0 19.5029 11.5029 0 19.5029
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404637 365530 -167513 -374818 -24338 -579743
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493046611,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.50934
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            494632.9742062158,
            381607.2945288126,
            113025.6796774039,
            63193.7200530022,
            1691652.4656094396,
            -1628458.7455564374
        ],
        [
            494.632974,
            381.607295,
            113.02568,
            63.19372,
            1691.652466,
            -1628.458746
        ],
        [
            0.263734,
            0.20347,
            0.060264,
            0.026117,
            0.153983,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234031,
            -111912,
            -185082,
            -7255784,
            -4073309,
            -4145388
        ],
        [
            1.362504,
            1.627242,
            1.149485,
            1.002913,
            1.170919,
            0.861962
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            53.617021,
            53.846154,
            53.389831,
            53.617021,
            53.846154,
            53.389831
        ],
        [
            1.178674,
            1.394779,
            1.003519,
            0.867599,
            1.003644,
            0.752507
        ],
        [
            98144,
            98144,
            51651,
            1151527,
            1151527,
            852802
        ],
        [
            -69749,
            -50343,
            -69749,
            -1488026,
            -1240587,
            -1488026
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3718,
            1849,
            1869,
            3718,
            1849,
            1869
        ],
        [
            11.502854,
            0,
            19.502854,
            11.502854,
            0,
            19.502854
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404637,
            365530,
            -167513,
            -374818,
            -24338,
            -579743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597924800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493046611,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.50934
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 12,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)