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Trade: CRV/USDT/360/HMA/MIDPRICE/1090

Strategy
CRV/USDT/360/HMA/MIDPRICE/1090
Pair
CRV_USDT
Interval
6h
Score
466359
Daily Profit
0.208187
Profit Factor
3.087206
Profitability
51.612903
Streak
186.883314
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-07 00:11
Expiration Time
2025-12-02 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508839.8954 391183.8737 117656.0217 917347.6975 1055540.5149 -138192.8173
Total P&L (%) 508.8399 391.1839 117.656 917.3477 1055.5405 -138.1928
Avg Daily Profit (%) 0.2708 0.2082 0.0626 0.1235 0.1303 0
Buy And Hold Return (%) 79.276 79.276 79.276 79.276 79.276 79.276
Max Trade Drawdown -120746 -45444 -126900 -900349 -686140 -673755
Profit Factor 2.0698 3.0872 1.4082 1.2585 1.6966 0.9321
Total Trades 63 31 32 63 31 32
Winning Trades 36 16 20 36 16 20
Losing Trades 27 15 12 27 15 12
Profitability (%) 57.1429 51.6129 62.5 57.1429 51.6129 62.5
Ratio Avg Win / Avg Loss 1.5523 2.8943 0.8449 0.9438 1.5906 0.5592
Largest Winning Trade 149782 149782 42670 579743 579743 218754
Largest Losing Trade -57109 -45444 -57109 -686140 -686140 -459055
Avg Bars in Trades 110 132 89 110 132 89
Avg Bars in Winners 112 113 111 112 113 111
Avg Bars in Losers 107 152 52 107 152 52
Bars Traded 6965 4112 2853 6965 4112 2853
Profit Streak 121.1333 186.8833 121.1333 121.1333 186.8833 121.1333
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136925 466359 -123245 -178628 -14655 -578624
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759785118354,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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": [
        [
            508839.8953896741,
            391183.8736651717,
            117656.0217245024,
            917347.697538664,
            1055540.5148758178,
            -138192.8173371542
        ],
        [
            508.839895,
            391.183874,
            117.656022,
            917.347698,
            1055.540515,
            -138.192817
        ],
        [
            0.270804,
            0.208187,
            0.062616,
            0.123535,
            0.130322,
            0
        ],
        [
            79.276018,
            79.276018,
            79.276018,
            79.276018,
            79.276018,
            79.276018
        ],
        [
            -120746,
            -45444,
            -126900,
            -900349,
            -686140,
            -673755
        ],
        [
            2.069753,
            3.087206,
            1.408186,
            1.258456,
            1.696632,
            0.932063
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            57.142857,
            51.612903,
            62.5,
            57.142857,
            51.612903,
            62.5
        ],
        [
            1.552315,
            2.894255,
            0.844912,
            0.943842,
            1.590593,
            0.559238
        ],
        [
            149782,
            149782,
            42670,
            579743,
            579743,
            218754
        ],
        [
            -57109,
            -45444,
            -57109,
            -686140,
            -686140,
            -459055
        ],
        [
            110,
            132,
            89,
            110,
            132,
            89
        ],
        [
            112,
            113,
            111,
            112,
            113,
            111
        ],
        [
            107,
            152,
            52,
            107,
            152,
            52
        ],
        [
            6965,
            4112,
            2853,
            6965,
            4112,
            2853
        ],
        [
            121.133314,
            186.883314,
            121.133314,
            121.133314,
            186.883314,
            121.133314
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136925,
            466359,
            -123245,
            -178628,
            -14655,
            -578624
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603000800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759785118354,
    "expiration_time": 1764643968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 193,
            "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)