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Trade: CRV/USDT/480/SSF/WMA/2720

Strategy
CRV/USDT/480/SSF/WMA/2720
Pair
CRV_USDT
Interval
8h
Score
476795
Daily Profit
0.283971
Profit Factor
2.732034
Profitability
44.827586
Streak
360.829547
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-28 06:54
Expiration Time
2025-11-23 04:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499456.6358 531120.3423 -31663.7065 25870.5379 258101.7189 -232231.181
Total P&L (%) 499.4566 531.1203 -31.6637 25.8705 258.1017 -232.2312
Avg Daily Profit (%) 0.267 0.284 -0.0169 0.0123 0.0682 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -286708 -90383 -226239 -295405 -82585 -230539
Profit Factor 1.778 2.732 0.9056 1.0626 3.0577 0.1928
Total Trades 57 29 28 57 29 28
Winning Trades 24 13 11 24 13 11
Losing Trades 33 16 17 33 16 17
Profitability (%) 42.1053 44.8276 39.2857 42.1053 44.8276 39.2857
Ratio Avg Win / Avg Loss 2.4447 3.3625 1.3995 1.4611 3.7633 0.298
Largest Winning Trade 239732 239732 64328 200540 200540 22832
Largest Losing Trade -58242 -40693 -58242 -113936 -33985 -113936
Avg Bars in Trades 92 89 94 92 89 94
Avg Bars in Winners 153 144 164 153 144 164
Avg Bars in Losers 47 45 49 47 45 49
Bars Traded 5260 2601 2659 5260 2601 2659
Profit Streak 76.8295 360.8295 0 76.8295 360.8295 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 -170446 476795 -604333 -513537 -96718 -606000
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759031672903,
    "expiration_time": 1763865504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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": [
        [
            499456.6357801645,
            531120.3423137278,
            -31663.7065335636,
            25870.5378534709,
            258101.7188788613,
            -232231.1810253904
        ],
        [
            499.456636,
            531.120342,
            -31.663707,
            25.870538,
            258.101719,
            -232.231181
        ],
        [
            0.267042,
            0.283971,
            -0.016929,
            0.012303,
            0.068228,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -286708,
            -90383,
            -226239,
            -295405,
            -82585,
            -230539
        ],
        [
            1.777997,
            2.732034,
            0.905575,
            1.06262,
            3.05767,
            0.192808
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            42.105263,
            44.827586,
            39.285714,
            42.105263,
            44.827586,
            39.285714
        ],
        [
            2.444746,
            3.362504,
            1.399525,
            1.461102,
            3.763286,
            0.297976
        ],
        [
            239732,
            239732,
            64328,
            200540,
            200540,
            22832
        ],
        [
            -58242,
            -40693,
            -58242,
            -113936,
            -33985,
            -113936
        ],
        [
            92,
            89,
            94,
            92,
            89,
            94
        ],
        [
            153,
            144,
            164,
            153,
            144,
            164
        ],
        [
            47,
            45,
            49,
            47,
            45,
            49
        ],
        [
            5260,
            2601,
            2659,
            5260,
            2601,
            2659
        ],
        [
            76.829547,
            360.829547,
            0,
            76.829547,
            360.829547,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170446,
            476795,
            -604333,
            -513537,
            -96718,
            -606000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5611,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601539200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759031672903,
    "expiration_time": 1763865504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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)