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Trade: CRV/USDT/15/WMA/KCB/4416

Strategy
CRV/USDT/15/WMA/KCB/4416
Pair
CRV_USDT
Interval
15m
Score
386036
Daily Profit
0.362526
Profit Factor
1.305568
Profitability
70.068027
Streak
5.299013
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 03:55
Expiration Time
2025-12-17 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94409.1478 51675.9629 42733.1849 48226.3398 57509.4152 -9283.0755
Total P&L (%) 94.4091 51.676 42.7332 48.2263 57.5094 -9.2831
Avg Daily Profit (%) 0.3625 0.1984 0.1641 0.1512 0.1746 -0.0374
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74671 -37899 -76750 -143940 -38635 -147473
Profit Factor 1.3056 1.3658 1.2548 1.1055 1.3159 0.9662
Total Trades 147 74 73 147 74 73
Winning Trades 103 48 55 103 48 55
Losing Trades 44 26 18 44 26 18
Profitability (%) 70.068 64.8649 75.3425 70.068 64.8649 75.3425
Ratio Avg Win / Avg Loss 0.5577 0.7398 0.4107 0.4723 0.7128 0.3162
Largest Winning Trade 16837 13125 16837 16706 16034 16706
Largest Losing Trade -54475 -30708 -54475 -97383 -28081 -97383
Avg Bars in Trades 166 172 160 166 172 160
Avg Bars in Winners 93 98 89 93 98 89
Avg Bars in Losers 339 311 379 339 311 379
Bars Traded 24532 12792 11740 24532 12792 11740
Profit Streak 5.299 5.299 18.8615 5.299 5.299 18.8615
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386036 -57263 -64744 -97135 -57383 -648998
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736953200000,
    "first_datapoint_time": 1737122400000,
    "last_datapoint_time": 1759452300000,
    "evaluation_time": 1759452934706,
    "expiration_time": 1765932300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            94409.1477704618,
            51675.9628541607,
            42733.1849163011,
            48226.3397642955,
            57509.4152452776,
            -9283.0754809822
        ],
        [
            94.409148,
            51.675963,
            42.733185,
            48.22634,
            57.509415,
            -9.283075
        ],
        [
            0.362526,
            0.198433,
            0.164093,
            0.151243,
            0.174607,
            -0.037404
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74671,
            -37899,
            -76750,
            -143940,
            -38635,
            -147473
        ],
        [
            1.305568,
            1.365847,
            1.2548,
            1.10553,
            1.315905,
            0.966237
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            44,
            26,
            18,
            44,
            26,
            18
        ],
        [
            70.068027,
            64.864865,
            75.342466,
            70.068027,
            64.864865,
            75.342466
        ],
        [
            0.557718,
            0.739834,
            0.410662,
            0.472265,
            0.712782,
            0.316223
        ],
        [
            16837,
            13125,
            16837,
            16706,
            16034,
            16706
        ],
        [
            -54475,
            -30708,
            -54475,
            -97383,
            -28081,
            -97383
        ],
        [
            166,
            172,
            160,
            166,
            172,
            160
        ],
        [
            93,
            98,
            89,
            93,
            98,
            89
        ],
        [
            339,
            311,
            379,
            339,
            311,
            379
        ],
        [
            24532,
            12792,
            11740,
            24532,
            12792,
            11740
        ],
        [
            5.299013,
            5.299013,
            18.861513,
            5.299013,
            5.299013,
            18.861513
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386036,
            -57263,
            -64744,
            -97135,
            -57383,
            -648998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736953200000,
    "first_datapoint_time": 1737122400000,
    "last_datapoint_time": 1759452300000,
    "evaluation_time": 1759452934706,
    "expiration_time": 1765932300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)