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Trade: CRV/USDT/120/FWMA/ALMA/1395

Strategy
CRV/USDT/120/FWMA/ALMA/1395
Pair
CRV_USDT
Interval
2h
Score
365116
Daily Profit
0.236811
Profit Factor
1.355083
Profitability
44.620253
Streak
9.092205
Best Strategy
Training Data Length
1875.750000
Evaluation Time
2025-10-04 13:12
Expiration Time
2025-12-10 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444197.3802 437972.7318 6224.6484 -40616.3012 242521.3189 -283137.62
Total P&L (%) 444.1974 437.9727 6.2246 -40.6163 242.5213 -283.1376
Avg Daily Profit (%) 0.2368 0.2335 0.0033 -0.0278 0.0657 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -328128 -160416 -239353 -845019 -456938 -398721
Profit Factor 1.3551 1.7126 1.0098 0.9723 1.3614 0.6441
Total Trades 316 158 158 316 158 158
Winning Trades 141 62 79 141 62 79
Losing Trades 175 96 79 175 96 79
Profitability (%) 44.6203 39.2405 50 44.6203 39.2405 50
Ratio Avg Win / Avg Loss 1.6818 2.6518 1.0098 1.2068 2.108 0.6441
Largest Winning Trade 218146 218146 78863 207510 207510 131548
Largest Losing Trade -56316 -49147 -56316 -239028 -239028 -149129
Avg Bars in Trades 69 64 75 69 64 75
Avg Bars in Winners 87 91 85 87 91 85
Avg Bars in Losers 55 47 64 55 47 64
Bars Traded 22093 10242 11851 22093 10242 11851
Profit Streak 9.0922 9.0922 47.8422 9.0922 9.0922 47.8422
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365116 284714 -562238 -578436 -106937 -579088
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22509,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599602400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572766532,
    "expiration_time": 1765399132800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 98,
            "offset": 200
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 77,
            "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": [
        [
            444197.3802268818,
            437972.731834267,
            6224.6483926149,
            -40616.3011696535,
            242521.3188659521,
            -283137.620035606
        ],
        [
            444.19738,
            437.972732,
            6.224648,
            -40.616301,
            242.521319,
            -283.13762
        ],
        [
            0.236811,
            0.233492,
            0.003318,
            -0.02778,
            0.065657,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -328128,
            -160416,
            -239353,
            -845019,
            -456938,
            -398721
        ],
        [
            1.355083,
            1.712615,
            1.009781,
            0.972306,
            1.361436,
            0.644116
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            141,
            62,
            79,
            141,
            62,
            79
        ],
        [
            175,
            96,
            79,
            175,
            96,
            79
        ],
        [
            44.620253,
            39.240506,
            50,
            44.620253,
            39.240506,
            50
        ],
        [
            1.68184,
            2.651791,
            1.009781,
            1.206762,
            2.10803,
            0.644116
        ],
        [
            218146,
            218146,
            78863,
            207510,
            207510,
            131548
        ],
        [
            -56316,
            -49147,
            -56316,
            -239028,
            -239028,
            -149129
        ],
        [
            69,
            64,
            75,
            69,
            64,
            75
        ],
        [
            87,
            91,
            85,
            87,
            91,
            85
        ],
        [
            55,
            47,
            64,
            55,
            47,
            64
        ],
        [
            22093,
            10242,
            11851,
            22093,
            10242,
            11851
        ],
        [
            9.092205,
            9.092205,
            47.842205,
            9.092205,
            9.092205,
            47.842205
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365116,
            284714,
            -562238,
            -578436,
            -106937,
            -579088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22509,
    "evaluation_days": 1875.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599602400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572766532,
    "expiration_time": 1765399132800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 98,
            "offset": 200
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 77,
            "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)