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Trade: CRV/USDT/120/JMA/WMA/4692

Strategy
CRV/USDT/120/JMA/WMA/4692
Pair
CRV_USDT
Interval
2h
Score
335964
Daily Profit
0.153388
Profit Factor
1.301392
Profitability
51.574803
Streak
22.738030
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-28 04:42
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283033.5486 286222.0495 -3188.5009 -95329.8064 -74747.708 -20582.0984
Total P&L (%) 283.0335 286.222 -3.1885 -95.3298 -74.7477 -20.5821
Avg Daily Profit (%) 0.1517 0.1534 -0.0017 -0.1641 -0.0737 -0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192066 -132132 -233239 -112220 -113181 -102241
Profit Factor 1.1305 1.3014 0.9974 0.7995 0.6706 0.9172
Total Trades 509 254 255 509 254 255
Winning Trades 270 131 139 270 131 139
Losing Trades 239 123 116 239 123 116
Profitability (%) 53.0452 51.5748 54.5098 53.0452 51.5748 54.5098
Ratio Avg Win / Avg Loss 1.0007 1.2219 0.8324 0.7077 0.6296 0.7654
Largest Winning Trade 74843 74843 43403 31970 22070 31970
Largest Losing Trade -75154 -38154 -75154 -37376 -36807 -37376
Avg Bars in Trades 43 44 42 43 44 42
Avg Bars in Winners 40 38 41 40 38 41
Avg Bars in Losers 47 50 44 47 50 44
Bars Traded 22224 11277 10947 22224 11277 10947
Profit Streak 22.738 22.738 45.8214 22.738 22.738 45.8214
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65156 335964 -577869 -576172 -578760 -577869
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598292000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023765775,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 41,
            "offset": 14
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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": [
        [
            283033.5485971312,
            286222.0494516291,
            -3188.5008544979,
            -95329.8063817783,
            -74747.7079996621,
            -20582.0983821162
        ],
        [
            283.033549,
            286.222049,
            -3.188501,
            -95.329806,
            -74.747708,
            -20.582098
        ],
        [
            0.151679,
            0.153388,
            -0.001709,
            -0.164065,
            -0.073727,
            -0.012349
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192066,
            -132132,
            -233239,
            -112220,
            -113181,
            -102241
        ],
        [
            1.130507,
            1.301392,
            0.997384,
            0.799526,
            0.67057,
            0.917215
        ],
        [
            509,
            254,
            255,
            509,
            254,
            255
        ],
        [
            270,
            131,
            139,
            270,
            131,
            139
        ],
        [
            239,
            123,
            116,
            239,
            123,
            116
        ],
        [
            53.045187,
            51.574803,
            54.509804,
            53.045187,
            51.574803,
            54.509804
        ],
        [
            1.000708,
            1.221918,
            0.83235,
            0.707728,
            0.629619,
            0.765446
        ],
        [
            74843,
            74843,
            43403,
            31970,
            22070,
            31970
        ],
        [
            -75154,
            -38154,
            -75154,
            -37376,
            -36807,
            -37376
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            40,
            38,
            41,
            40,
            38,
            41
        ],
        [
            47,
            50,
            44,
            47,
            50,
            44
        ],
        [
            22224,
            11277,
            10947,
            22224,
            11277,
            10947
        ],
        [
            22.73803,
            22.73803,
            45.821363,
            22.73803,
            22.73803,
            45.821363
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65156,
            335964,
            -577869,
            -576172,
            -578760,
            -577869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598292000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023765775,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 41,
            "offset": 14
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "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)