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Trade: CRV/USDT/120/WMA/MIDPRICE/5321

Strategy
CRV/USDT/120/WMA/MIDPRICE/5321
Pair
CRV_USDT
Interval
2h
Score
367217
Daily Profit
0.209767
Profit Factor
1.537834
Profitability
45.641026
Streak
13.696789
Best Strategy
Training Data Length
1877.330000
Evaluation Time
2025-10-06 01:43
Expiration Time
2025-12-12 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389292.8739 393802.5843 -4509.7104 18366.286 601426.0189 -583059.733
Total P&L (%) 389.2929 393.8026 -4.5097 18.3663 601.426 -583.0597
Avg Daily Profit (%) 0.2074 0.2098 -0.0024 0.009 0.1038 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156924 -122412 -127223 -1072326 -683157 -1043985
Profit Factor 1.2463 1.5378 0.9947 1.0032 1.2328 0.8132
Total Trades 390 195 195 390 195 195
Winning Trades 179 89 90 179 89 90
Losing Trades 211 106 105 211 106 105
Profitability (%) 45.8974 45.641 46.1538 45.8974 45.641 46.1538
Ratio Avg Win / Avg Loss 1.4691 1.8316 1.1605 1.1826 1.4683 0.9488
Largest Winning Trade 112980 112980 34348 473492 473492 211481
Largest Losing Trade -49121 -31750 -49121 -267822 -200924 -267822
Avg Bars in Trades 56 65 46 56 65 46
Avg Bars in Winners 67 74 59 67 74 59
Avg Bars in Losers 46 57 36 46 57 36
Bars Traded 21899 12746 9153 21899 12746 9153
Profit Streak 11.4468 13.6968 0 11.4468 13.6968 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306574 367217 -580141 -404718 -54448 -581808
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22528,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759704202616,
    "expiration_time": 1765540857600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            389292.8738755994,
            393802.5842958036,
            -4509.7104202043,
            18366.2859624976,
            601426.0189139715,
            -583059.7329514744
        ],
        [
            389.292874,
            393.802584,
            -4.50971,
            18.366286,
            601.426019,
            -583.059733
        ],
        [
            0.207365,
            0.209767,
            -0.002402,
            0.008982,
            0.103815,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156924,
            -122412,
            -127223,
            -1072326,
            -683157,
            -1043985
        ],
        [
            1.246308,
            1.537834,
            0.994684,
            1.003219,
            1.232835,
            0.813243
        ],
        [
            390,
            195,
            195,
            390,
            195,
            195
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            45.897436,
            45.641026,
            46.153846,
            45.897436,
            45.641026,
            46.153846
        ],
        [
            1.469112,
            1.831578,
            1.160465,
            1.182566,
            1.46832,
            0.948784
        ],
        [
            112980,
            112980,
            34348,
            473492,
            473492,
            211481
        ],
        [
            -49121,
            -31750,
            -49121,
            -267822,
            -200924,
            -267822
        ],
        [
            56,
            65,
            46,
            56,
            65,
            46
        ],
        [
            67,
            74,
            59,
            67,
            74,
            59
        ],
        [
            46,
            57,
            36,
            46,
            57,
            36
        ],
        [
            21899,
            12746,
            9153,
            21899,
            12746,
            9153
        ],
        [
            11.446789,
            13.696789,
            0,
            11.44679,
            13.69679,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306574,
            367217,
            -580141,
            -404718,
            -54448,
            -581808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22528,
    "evaluation_days": 1877.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1759701600000,
    "evaluation_time": 1759704202616,
    "expiration_time": 1765540857600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)