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Trade: CRV/USDT/240/WMA/SSF/2694

Strategy
CRV/USDT/240/WMA/SSF/2694
Pair
CRV_USDT
Interval
4h
Score
370094
Daily Profit
0.204568
Profit Factor
1.342166
Profitability
47.169811
Streak
36.963397
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-27 06:07
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381826.4536 386226.8382 -4400.3846 -69848.465 70796.1204 -140644.5854
Total P&L (%) 381.8265 386.2268 -4.4004 -69.8485 70.7961 -140.6446
Avg Daily Profit (%) 0.2046 0.2069 -0.0024 -0.0642 0.0287 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -275207 -119308 -252068 -306395 -176903 -227211
Profit Factor 1.3422 1.786 0.993 0.8846 1.2758 0.5963
Total Trades 159 79 80 159 79 80
Winning Trades 75 35 40 75 35 40
Losing Trades 84 44 40 84 44 40
Profitability (%) 47.1698 44.3038 50 47.1698 44.3038 50
Ratio Avg Win / Avg Loss 1.5032 2.2453 0.993 0.9907 1.6039 0.5963
Largest Winning Trade 197369 197369 80856 88109 88109 80856
Largest Losing Trade -79726 -50170 -79726 -115943 -115943 -97572
Avg Bars in Trades 69 66 72 69 66 72
Avg Bars in Winners 82 83 81 82 83 81
Avg Bars in Losers 57 52 64 57 52 64
Bars Traded 11033 5227 5806 11033 5227 5806
Profit Streak 36.9634 36.9634 42.9634 36.9634 36.9634 42.9634
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370094 -17561 -599248 -579610 -182144 -599248
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942437509,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            381826.4536042397,
            386226.8382053578,
            -4400.3846011182,
            -69848.4649714935,
            70796.1203853722,
            -140644.5853568658
        ],
        [
            381.826454,
            386.226838,
            -4.400385,
            -69.848465,
            70.79612,
            -140.644585
        ],
        [
            0.204568,
            0.206926,
            -0.002358,
            -0.064214,
            0.028683,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -275207,
            -119308,
            -252068,
            -306395,
            -176903,
            -227211
        ],
        [
            1.342166,
            1.786,
            0.992954,
            0.88455,
            1.275838,
            0.596257
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            47.169811,
            44.303797,
            50,
            47.169811,
            44.303797,
            50
        ],
        [
            1.503226,
            2.245257,
            0.992954,
            0.990696,
            1.603911,
            0.596257
        ],
        [
            197369,
            197369,
            80856,
            88109,
            88109,
            80856
        ],
        [
            -79726,
            -50170,
            -79726,
            -115943,
            -115943,
            -97572
        ],
        [
            69,
            66,
            72,
            69,
            66,
            72
        ],
        [
            82,
            83,
            81,
            82,
            83,
            81
        ],
        [
            57,
            52,
            64,
            57,
            52,
            64
        ],
        [
            11033,
            5227,
            5806,
            11033,
            5227,
            5806
        ],
        [
            36.963397,
            36.963397,
            42.963397,
            36.963397,
            36.963397,
            42.963397
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370094,
            -17561,
            -599248,
            -579610,
            -182144,
            -599248
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942437509,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 92,
            "offset": 0,
            "poles": 3
        }
    }
}

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)