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Trade: CRV/USDT/480/SWMA/MIDPRICE/6304

Strategy
CRV/USDT/480/SWMA/MIDPRICE/6304
Pair
CRV_USDT
Interval
8h
Score
514517
Daily Profit
0.410557
Profit Factor
1.920659
Profitability
47.747748
Streak
115.069363
Best Strategy
Training Data Length
1881.670000
Evaluation Time
2025-10-09 20:39
Expiration Time
2025-12-04 20:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772533.0598 727954.9986 44578.0611 99829.0543 300169.0761 -200340.0218
Total P&L (%) 772.5331 727.955 44.5781 99.8291 300.1691 -200.34
Avg Daily Profit (%) 0.4106 0.3869 0.0237 0.0368 0.0737 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152084 -103595 -118245 -602578 -274239 -403973
Profit Factor 1.9207 2.409 1.1382 1.074 1.4179 0.6825
Total Trades 111 55 56 111 55 56
Winning Trades 53 23 30 53 23 30
Losing Trades 58 32 26 58 32 26
Profitability (%) 47.7477 41.8182 53.5714 47.7477 41.8182 53.5714
Ratio Avg Win / Avg Loss 2.1019 3.3517 0.9865 1.1753 1.9727 0.5915
Largest Winning Trade 526152 526152 33986 351066 351066 98033
Largest Losing Trade -48813 -41892 -48813 -221151 -180084 -221151
Avg Bars in Trades 47 62 33 47 62 33
Avg Bars in Winners 62 91 40 62 91 40
Avg Bars in Losers 34 42 25 34 42 25
Bars Traded 5310 3457 1853 5310 3457 1853
Profit Streak 115.0694 118.736 115.0694 115.0694 118.736 115.0694
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514517 -168054 -411797 -282080 -274872 -759412
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600963200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760031592963,
    "expiration_time": 1764874080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "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": [
        [
            772533.0597555825,
            727954.99864664,
            44578.0611089424,
            99829.054283699,
            300169.076060288,
            -200340.0217765892
        ],
        [
            772.53306,
            727.954999,
            44.578061,
            99.829054,
            300.169076,
            -200.340022
        ],
        [
            0.410557,
            0.386866,
            0.023691,
            0.036798,
            0.073723,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152084,
            -103595,
            -118245,
            -602578,
            -274239,
            -403973
        ],
        [
            1.920659,
            2.409019,
            1.13824,
            1.073983,
            1.41791,
            0.682549
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            47.747748,
            41.818182,
            53.571429,
            47.747748,
            41.818182,
            53.571429
        ],
        [
            2.101854,
            3.351678,
            0.986475,
            1.175302,
            1.972744,
            0.591543
        ],
        [
            526152,
            526152,
            33986,
            351066,
            351066,
            98033
        ],
        [
            -48813,
            -41892,
            -48813,
            -221151,
            -180084,
            -221151
        ],
        [
            47,
            62,
            33,
            47,
            62,
            33
        ],
        [
            62,
            91,
            40,
            62,
            91,
            40
        ],
        [
            34,
            42,
            25,
            34,
            42,
            25
        ],
        [
            5310,
            3457,
            1853,
            5310,
            3457,
            1853
        ],
        [
            115.069363,
            118.73603,
            115.069363,
            115.069363,
            118.73603,
            115.069363
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514517,
            -168054,
            -411797,
            -282080,
            -274872,
            -759412
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5645,
    "evaluation_days": 1881.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600963200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760031592963,
    "expiration_time": 1764874080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 123,
            "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)