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Trade: CRV/USDT/720/BBM/PWMA/5030

Strategy
CRV/USDT/720/BBM/PWMA/5030
Pair
CRV_USDT
Interval
12h
Score
400006
Daily Profit
0.154751
Profit Factor
1.880648
Profitability
48.387097
Streak
191.754168
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 09:06
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 214040.1104 290235.1548 -76195.0444 -114523.383 220526.4144 -335049.7975
Total P&L (%) 214.0401 290.2352 -76.195 -114.5234 220.5264 -335.0498
Avg Daily Profit (%) 0.1141 0.1548 -0.0406 0 0.0621 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177090 -77647 -157419 -383022 -73187 -367049
Profit Factor 1.277 1.8806 0.828 0.7944 2.6799 0.2132
Total Trades 63 31 32 63 31 32
Winning Trades 35 15 20 31 14 17
Losing Trades 28 16 12 32 17 15
Profitability (%) 55.5556 48.3871 62.5 49.2063 45.1613 53.125
Ratio Avg Win / Avg Loss 1.0216 2.006 0.4968 0.8201 3.2542 0.1881
Largest Winning Trade 179166 179166 37108 236499 236499 32000
Largest Losing Trade -131519 -45570 -131519 -219610 -73187 -219610
Avg Bars in Trades 55 56 54 55 56 54
Avg Bars in Winners 46 46 46 46 52 41
Avg Bars in Losers 66 66 66 64 60 68
Bars Traded 3493 1760 1733 3493 1760 1733
Profit Streak 191.7542 191.7542 256.2542 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -189565 400006 -577838 -732086 -106782 -580405
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": 1605873600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471560147,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.44964
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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": [
        [
            214040.1104360798,
            290235.1548496191,
            -76195.0444135392,
            -114523.3830478104,
            220526.4144233338,
            -335049.7974711441
        ],
        [
            214.04011,
            290.235155,
            -76.195044,
            -114.523383,
            220.526414,
            -335.049797
        ],
        [
            0.114124,
            0.154751,
            -0.040627,
            0,
            0.062125,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177090,
            -77647,
            -157419,
            -383022,
            -73187,
            -367049
        ],
        [
            1.277031,
            1.880648,
            0.828022,
            0.794428,
            2.679947,
            0.213178
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            15,
            20,
            31,
            14,
            17
        ],
        [
            28,
            16,
            12,
            32,
            17,
            15
        ],
        [
            55.555556,
            48.387097,
            62.5,
            49.206349,
            45.16129,
            53.125
        ],
        [
            1.021625,
            2.006025,
            0.496813,
            0.820055,
            3.254221,
            0.188098
        ],
        [
            179166,
            179166,
            37108,
            236499,
            236499,
            32000
        ],
        [
            -131519,
            -45570,
            -131519,
            -219610,
            -73187,
            -219610
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            46,
            46,
            46,
            46,
            52,
            41
        ],
        [
            66,
            66,
            66,
            64,
            60,
            68
        ],
        [
            3493,
            1760,
            1733,
            3493,
            1760,
            1733
        ],
        [
            191.754168,
            191.754168,
            256.254168,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -189565,
            400006,
            -577838,
            -732086,
            -106782,
            -580405
        ]
    ]
}
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": 1605873600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759471560147,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 145,
            "offset": 0,
            "std": 1.44964
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "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)