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Trade: CRV/USDT/120/T3/SINWMA/4638

Strategy
CRV/USDT/120/T3/SINWMA/4638
Pair
CRV_USDT
Interval
2h
Score
419715
Daily Profit
0.332717
Profit Factor
2.763753
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1884.580000
Evaluation Time
2025-10-13 07:18
Expiration Time
2025-12-20 02:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713813.8755 627032.6306 86781.2449 507285.3995 422290.0481 84995.3514
Total P&L (%) 713.8139 627.0326 86.7812 507.2854 422.29 84.9954
Avg Daily Profit (%) 0.3788 0.3327 0.046 0.0958 0.0878 0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246917 -125615 -182017 -608249 -384747 -252512
Profit Factor 2.1203 2.7638 1.3081 1.5585 1.7692 1.2366
Total Trades 70 35 35 70 35 35
Winning Trades 34 15 19 34 15 19
Losing Trades 36 20 16 36 20 16
Profitability (%) 48.5714 42.8571 54.2857 48.5714 42.8571 54.2857
Ratio Avg Win / Avg Loss 2.2451 3.685 1.1016 1.6502 2.3589 1.0413
Largest Winning Trade 362871 362871 47873 349804 349804 126169
Largest Losing Trade -45080 -43141 -45080 -271571 -271571 -138342
Avg Bars in Trades 313 334 292 313 334 292
Avg Bars in Winners 423 469 387 423 469 387
Avg Bars in Losers 210 234 180 210 234 180
Bars Traded 21963 11723 10240 21963 11723 10240
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85735 419715 -130729 -161266 -75234 -149034
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760329129450,
    "expiration_time": 1766189808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 229,
            "offset": 0,
            "a": 0.67931
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 219,
            "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": [
        [
            713813.8754961148,
            627032.6306041222,
            86781.2448919924,
            507285.399507595,
            422290.0480698959,
            84995.351437699
        ],
        [
            713.813875,
            627.032631,
            86.781245,
            507.2854,
            422.290048,
            84.995351
        ],
        [
            0.378765,
            0.332717,
            0.046048,
            0.095761,
            0.087753,
            0.032647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246917,
            -125615,
            -182017,
            -608249,
            -384747,
            -252512
        ],
        [
            2.120338,
            2.763753,
            1.308138,
            1.558527,
            1.769181,
            1.236596
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            48.571429,
            42.857143,
            54.285714,
            48.571429,
            42.857143,
            54.285714
        ],
        [
            2.245064,
            3.685004,
            1.10159,
            1.650205,
            2.358907,
            1.041344
        ],
        [
            362871,
            362871,
            47873,
            349804,
            349804,
            126169
        ],
        [
            -45080,
            -43141,
            -45080,
            -271571,
            -271571,
            -138342
        ],
        [
            313,
            334,
            292,
            313,
            334,
            292
        ],
        [
            423,
            469,
            387,
            423,
            469,
            387
        ],
        [
            210,
            234,
            180,
            210,
            234,
            180
        ],
        [
            21963,
            11723,
            10240,
            21963,
            11723,
            10240
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85735,
            419715,
            -130729,
            -161266,
            -75234,
            -149034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22615,
    "evaluation_days": 1884.58,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599105600000,
    "last_datapoint_time": 1760328000000,
    "evaluation_time": 1760329129450,
    "expiration_time": 1766189808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 229,
            "offset": 0,
            "a": 0.67931
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 219,
            "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)