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Trade: CRV/USDT/360/KCL/PWMA/9877

Strategy
CRV/USDT/360/KCL/PWMA/9877
Pair
CRV_USDT
Interval
6h
Score
430210
Daily Profit
0.171086
Profit Factor
1.998337
Profitability
57.142857
Streak
191.587621
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 23:06
Expiration Time
2025-11-30 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190435.35 321128.2019 -130692.8519 -109790.8819 86433.7359 -196224.6178
Total P&L (%) 190.4354 321.1282 -130.6929 -109.7909 86.4337 -196.2246
Avg Daily Profit (%) 0.1015 0.1711 -0.0696 0 0.0332 0
Buy And Hold Return (%) 36.0595 36.0595 36.0595 36.0595 36.0595 36.0595
Max Trade Drawdown -188818 -108845 -152055 -181779 -137292 -139989
Profit Factor 1.2545 1.9983 0.6935 0.8206 1.3628 0.4752
Total Trades 71 35 36 71 35 36
Winning Trades 41 20 21 39 19 20
Losing Trades 30 15 15 32 16 16
Profitability (%) 57.7465 57.1429 58.3333 54.9296 54.2857 55.5556
Ratio Avg Win / Avg Loss 0.918 1.4988 0.4954 0.6734 1.1476 0.3802
Largest Winning Trade 173776 173776 45270 49753 49753 40156
Largest Losing Trade -115769 -58267 -115769 -130437 -76155 -130437
Avg Bars in Trades 98 122 75 98 122 75
Avg Bars in Winners 65 80 52 74 90 60
Avg Bars in Losers 142 178 107 127 160 93
Bars Traded 6984 4282 2702 6984 4282 2702
Profit Streak 135.8376 191.5876 135.8376 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149148 430210 -578739 -671138 -151779 -580059
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602525600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608370475,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 154,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "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": [
        [
            190435.3499735032,
            321128.2018703207,
            -130692.8518968177,
            -109790.8818780924,
            86433.7359084236,
            -196224.6177865159
        ],
        [
            190.43535,
            321.128202,
            -130.692852,
            -109.790882,
            86.433736,
            -196.224618
        ],
        [
            0.101457,
            0.171086,
            -0.069629,
            0,
            0.033192,
            0
        ],
        [
            36.059545,
            36.059545,
            36.059545,
            36.059545,
            36.059545,
            36.059545
        ],
        [
            -188818,
            -108845,
            -152055,
            -181779,
            -137292,
            -139989
        ],
        [
            1.254548,
            1.998337,
            0.693545,
            0.820648,
            1.362782,
            0.475194
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            41,
            20,
            21,
            39,
            19,
            20
        ],
        [
            30,
            15,
            15,
            32,
            16,
            16
        ],
        [
            57.746479,
            57.142857,
            58.333333,
            54.929577,
            54.285714,
            55.555556
        ],
        [
            0.917962,
            1.498753,
            0.49539,
            0.673352,
            1.147606,
            0.380155
        ],
        [
            173776,
            173776,
            45270,
            49753,
            49753,
            40156
        ],
        [
            -115769,
            -58267,
            -115769,
            -130437,
            -76155,
            -130437
        ],
        [
            98,
            122,
            75,
            98,
            122,
            75
        ],
        [
            65,
            80,
            52,
            74,
            90,
            60
        ],
        [
            142,
            178,
            107,
            127,
            160,
            93
        ],
        [
            6984,
            4282,
            2702,
            6984,
            4282,
            2702
        ],
        [
            135.837621,
            191.587621,
            135.837621,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149148,
            430210,
            -578739,
            -671138,
            -151779,
            -580059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602525600000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608370475,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 154,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "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)