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Trade: CRV/USDT/240/SWMA/SINWMA/7785

Strategy
CRV/USDT/240/SWMA/SINWMA/7785
Pair
CRV_USDT
Interval
4h
Score
428888
Daily Profit
0.224197
Profit Factor
2.527273
Profitability
51.428571
Streak
230.609622
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 17:37
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445521.1156 420481.4368 25039.6788 -68117.4855 64138.4283 -132255.9138
Total P&L (%) 445.5211 420.4814 25.0397 -68.1175 64.1384 -132.2559
Avg Daily Profit (%) 0.2375 0.2242 0.0134 -0.0609 0.0264 0
Buy And Hold Return (%) 95.9103 95.9103 95.9103 95.9103 95.9103 95.9103
Max Trade Drawdown -146374 -65585 -159545 -113648 -36249 -130524
Profit Factor 1.7276 2.5273 1.0743 0.7325 1.9023 0.2793
Total Trades 71 35 36 71 35 36
Winning Trades 38 18 20 38 18 20
Losing Trades 33 17 16 33 17 16
Profitability (%) 53.5211 51.4286 55.5556 53.5211 51.4286 55.5556
Ratio Avg Win / Avg Loss 1.5003 2.3869 0.8594 0.6361 1.7966 0.2235
Largest Winning Trade 216399 216399 41843 65455 65455 20308
Largest Losing Trade -93396 -43136 -93396 -88588 -28850 -88588
Avg Bars in Trades 146 160 132 146 160 132
Avg Bars in Winners 160 173 149 160 173 149
Avg Bars in Losers 129 146 111 129 146 111
Bars Traded 10388 5605 4783 10388 5605 4783
Profit Streak 230.6096 230.6096 324.6096 230.6096 230.6096 324.6096
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79572 428888 -479164 -669917 -318590 -578694
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502271317,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 210
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 198
        }
    }
}
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": [
        [
            445521.1155513666,
            420481.4367787419,
            25039.6787726247,
            -68117.4855097603,
            64138.428339104,
            -132255.9138488644
        ],
        [
            445.521116,
            420.481437,
            25.039679,
            -68.117486,
            64.138428,
            -132.255914
        ],
        [
            0.237548,
            0.224197,
            0.013351,
            -0.060931,
            0.026425,
            0
        ],
        [
            95.91029,
            95.91029,
            95.91029,
            95.91029,
            95.91029,
            95.91029
        ],
        [
            -146374,
            -65585,
            -159545,
            -113648,
            -36249,
            -130524
        ],
        [
            1.727584,
            2.527273,
            1.074299,
            0.732453,
            1.902287,
            0.279321
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            53.521127,
            51.428571,
            55.555556,
            53.521127,
            51.428571,
            55.555556
        ],
        [
            1.50027,
            2.386869,
            0.859439,
            0.636077,
            1.796605,
            0.223457
        ],
        [
            216399,
            216399,
            41843,
            65455,
            65455,
            20308
        ],
        [
            -93396,
            -43136,
            -93396,
            -88588,
            -28850,
            -88588
        ],
        [
            146,
            160,
            132,
            146,
            160,
            132
        ],
        [
            160,
            173,
            149,
            160,
            173,
            149
        ],
        [
            129,
            146,
            111,
            129,
            146,
            111
        ],
        [
            10388,
            5605,
            4783,
            10388,
            5605,
            4783
        ],
        [
            230.609622,
            230.609622,
            324.609622,
            230.609622,
            230.609622,
            324.609622
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79572,
            428888,
            -479164,
            -669917,
            -318590,
            -578694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1603483200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502271317,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 210
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 198
        }
    }
}

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)