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Trade: CRV/USDT/480/SINWMA/SMA/8817

Strategy
CRV/USDT/480/SINWMA/SMA/8817
Pair
CRV_USDT
Interval
8h
Score
365865
Daily Profit
0.270153
Profit Factor
2.962485
Profitability
36.842105
Streak
184.116534
Best Strategy
Training Data Length
1881.330000
Evaluation Time
2025-10-09 05:47
Expiration Time
2025-12-04 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570425.6779 508246.3713 62179.3066 588321.4721 678874.5277 -90553.0556
Total P&L (%) 570.4257 508.2464 62.1793 588.3215 678.8745 -90.5531
Avg Daily Profit (%) 0.3032 0.2702 0.0331 0.1026 0.1092 -0.1253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137561 -87298 -121710 -312482 -144350 -270363
Profit Factor 2.0855 2.9625 1.2333 1.5122 2.3057 0.856
Total Trades 76 38 38 76 38 38
Winning Trades 27 14 13 27 14 13
Losing Trades 49 24 25 49 24 25
Profitability (%) 35.5263 36.8421 34.2105 35.5263 36.8421 34.2105
Ratio Avg Win / Avg Loss 3.7848 5.0785 2.3717 2.7443 3.9526 1.6461
Largest Winning Trade 259280 259280 59768 375386 375386 138644
Largest Losing Trade -30765 -29869 -30765 -71132 -69259 -71132
Avg Bars in Trades 70 61 80 70 61 80
Avg Bars in Winners 144 116 174 144 116 174
Avg Bars in Losers 29 28 30 29 28 30
Bars Traded 5367 2322 3045 5367 2322 3045
Profit Streak 182.4499 184.1165 182.4499 182.4499 184.1165 182.4499
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45137 365865 -153628 -111132 -46575 -583156
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5644,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978068506,
    "expiration_time": 1764844416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "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": [
        [
            570425.6778780132,
            508246.3712642969,
            62179.3066137164,
            588321.4720759758,
            678874.5277129095,
            -90553.0556369336
        ],
        [
            570.425678,
            508.246371,
            62.179307,
            588.321472,
            678.874528,
            -90.553056
        ],
        [
            0.303203,
            0.270153,
            0.033051,
            0.102591,
            0.109167,
            -0.125337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137561,
            -87298,
            -121710,
            -312482,
            -144350,
            -270363
        ],
        [
            2.085496,
            2.962485,
            1.233304,
            1.512176,
            2.305658,
            0.855973
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            35.526316,
            36.842105,
            34.210526,
            35.526316,
            36.842105,
            34.210526
        ],
        [
            3.78479,
            5.078546,
            2.371738,
            2.744319,
            3.952557,
            1.646102
        ],
        [
            259280,
            259280,
            59768,
            375386,
            375386,
            138644
        ],
        [
            -30765,
            -29869,
            -30765,
            -71132,
            -69259,
            -71132
        ],
        [
            70,
            61,
            80,
            70,
            61,
            80
        ],
        [
            144,
            116,
            174,
            144,
            116,
            174
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            5367,
            2322,
            3045,
            5367,
            2322,
            3045
        ],
        [
            182.449867,
            184.116534,
            182.449867,
            182.449867,
            184.116534,
            182.449867
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45137,
            365865,
            -153628,
            -111132,
            -46575,
            -583156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5644,
    "evaluation_days": 1881.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601107200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759978068506,
    "expiration_time": 1764844416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 8,
            "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)