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Trade: CRV/USDT/720/PWMA/HWMA/4096

Strategy
CRV/USDT/720/PWMA/HWMA/4096
Pair
CRV_USDT
Interval
12h
Score
401204
Daily Profit
0.283383
Profit Factor
2.918907
Profitability
39.393939
Streak
265.500904
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 15:01
Expiration Time
2025-11-24 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 578235.2671 530351.6152 47883.6519 489236.3593 581077.792 -91841.4327
Total P&L (%) 578.2353 530.3516 47.8837 489.2364 581.0778 -91.8414
Avg Daily Profit (%) 0.309 0.2834 0.0256 0.0948 0.1026 -0.1338
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143886 -93289 -130362 -342791 -129591 -256694
Profit Factor 2.0874 2.9189 1.1875 1.7565 3.0018 0.7423
Total Trades 65 33 32 65 33 32
Winning Trades 24 13 11 24 13 11
Losing Trades 41 20 21 41 20 21
Profitability (%) 36.9231 39.3939 34.375 36.9231 39.3939 34.375
Ratio Avg Win / Avg Loss 3.566 4.4906 2.2671 3.0007 4.6181 1.4172
Largest Winning Trade 245947 245947 59768 265568 265568 98763
Largest Losing Trade -41287 -41287 -32293 -106400 -71157 -106400
Avg Bars in Trades 53 47 59 53 47 59
Avg Bars in Winners 94 86 103 94 86 103
Avg Bars in Losers 29 22 36 29 22 36
Bars Traded 3479 1577 1902 3479 1577 1902
Profit Streak 265.5009 265.5009 268.0009 265.5009 265.5009 268.0009
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127051 401204 -178501 -203043 -53083 -584250
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759147278075,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            578235.2670960167,
            530351.6152455179,
            47883.6518504989,
            489236.3592735203,
            581077.7919694646,
            -91841.4326959442
        ],
        [
            578.235267,
            530.351615,
            47.883652,
            489.236359,
            581.077792,
            -91.841433
        ],
        [
            0.308969,
            0.283383,
            0.025586,
            0.094817,
            0.102564,
            -0.133819
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143886,
            -93289,
            -130362,
            -342791,
            -129591,
            -256694
        ],
        [
            2.087437,
            2.918907,
            1.187515,
            1.756479,
            3.001765,
            0.742341
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            36.923077,
            39.393939,
            34.375,
            36.923077,
            39.393939,
            34.375
        ],
        [
            3.566039,
            4.490626,
            2.267074,
            3.000651,
            4.6181,
            1.417197
        ],
        [
            245947,
            245947,
            59768,
            265568,
            265568,
            98763
        ],
        [
            -41287,
            -41287,
            -32293,
            -106400,
            -71157,
            -106400
        ],
        [
            53,
            47,
            59,
            53,
            47,
            59
        ],
        [
            94,
            86,
            103,
            94,
            86,
            103
        ],
        [
            29,
            22,
            36,
            29,
            22,
            36
        ],
        [
            3479,
            1577,
            1902,
            3479,
            1577,
            1902
        ],
        [
            265.500904,
            265.500904,
            268.000904,
            265.500904,
            265.500904,
            268.000904
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127051,
            401204,
            -178501,
            -203043,
            -53083,
            -584250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759147278075,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)