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Trade: CRV/USDT/3/WMA/BBL/4343

Strategy
CRV/USDT/3/WMA/BBL/4343
Pair
CRV_USDT
Interval
3m
Score
318173
Daily Profit
0.557941
Profit Factor
1.695018
Profitability
55.172414
Streak
6.256095
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 03:59
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23980.8793 -5076.703 29057.5824 21450.0099 -5092.1535 26542.1634
Total P&L (%) 23.9809 -5.0767 29.0576 21.45 -5.0922 26.5422
Avg Daily Profit (%) 0.4605 -0.0975 0.5579 0.3738 -0.1003 0.453
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16242 -6347 -11308 -16376 -6451 -11813
Profit Factor 1.4477 0.5682 1.695 1.3986 0.5708 1.6327
Total Trades 59 30 29 59 30 29
Winning Trades 27 11 16 27 11 16
Losing Trades 32 19 13 32 19 13
Profitability (%) 45.7627 36.6667 55.1724 45.7627 36.6667 55.1724
Ratio Avg Win / Avg Loss 1.7158 0.9814 1.3772 1.6576 0.9859 1.3266
Largest Winning Trade 18607 1638 18607 15641 1856 15641
Largest Losing Trade -8526 -1469 -8526 -7908 -1383 -7908
Avg Bars in Trades 393 23 775 393 23 775
Avg Bars in Winners 580 24 963 580 24 963
Avg Bars in Losers 235 23 544 235 23 544
Bars Traded 23207 706 22501 23207 706 22501
Profit Streak 0 0 6.2561 0 0 6.2561
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -175494 -587234 318173 -178222 -587234 273516
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754583300000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759280386589,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 1.46635
        }
    }
}
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": [
        [
            23980.8793229069,
            -5076.7030412057,
            29057.5823641126,
            21450.0098961406,
            -5092.1535013224,
            26542.1633974631
        ],
        [
            23.980879,
            -5.076703,
            29.057582,
            21.45001,
            -5.092154,
            26.542163
        ],
        [
            0.460462,
            -0.097479,
            0.557941,
            0.373839,
            -0.100303,
            0.45303
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16242,
            -6347,
            -11308,
            -16376,
            -6451,
            -11813
        ],
        [
            1.447701,
            0.568165,
            1.695018,
            1.3986,
            0.570802,
            1.632723
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            45.762712,
            36.666667,
            55.172414,
            45.762712,
            36.666667,
            55.172414
        ],
        [
            1.715794,
            0.981376,
            1.377202,
            1.6576,
            0.98593,
            1.326588
        ],
        [
            18607,
            1638,
            18607,
            15641,
            1856,
            15641
        ],
        [
            -8526,
            -1469,
            -8526,
            -7908,
            -1383,
            -7908
        ],
        [
            393,
            23,
            775,
            393,
            23,
            775
        ],
        [
            580,
            24,
            963,
            580,
            24,
            963
        ],
        [
            235,
            23,
            544,
            235,
            23,
            544
        ],
        [
            23207,
            706,
            22501,
            23207,
            706,
            22501
        ],
        [
            0,
            0,
            6.256095,
            0,
            0,
            6.256095
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -175494,
            -587234,
            318173,
            -178222,
            -587234,
            273516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754583300000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759280386589,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 1.46635
        }
    }
}

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)