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Trade: CRV/USDT/360/PWMA/HWMA/9255

Strategy
CRV/USDT/360/PWMA/HWMA/9255
Pair
CRV_USDT
Interval
6h
Score
428519
Daily Profit
0.520109
Profit Factor
1.716941
Profitability
36.141304
Streak
20.129063
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-10 00:05
Expiration Time
2025-12-05 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 978845.096 807330.438 171514.6581 1585527.5255 2026627.1894 -441099.664
Total P&L (%) 978.8451 807.3304 171.5147 1585.5275 2026.6272 -441.0997
Avg Daily Profit (%) 0.5201 0.429 0.0911 0.1502 0.1626 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144346 -90125 -109675 -3311370 -2790327 -1323917
Profit Factor 1.7169 2.1595 1.2564 1.1202 1.2801 0.926
Total Trades 368 184 184 368 184 184
Winning Trades 133 61 72 133 61 72
Losing Trades 235 123 112 235 123 112
Profitability (%) 36.1413 33.1522 39.1304 36.1413 33.1522 39.1304
Ratio Avg Win / Avg Loss 3.0337 4.3545 1.9543 1.9792 2.5812 1.4404
Largest Winning Trade 367877 367877 84582 3514059 3514059 614128
Largest Losing Trade -34712 -34712 -20759 -447990 -447990 -437219
Avg Bars in Trades 20 19 20 20 19 20
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 7449 3589 3860 7449 3589 3860
Profit Streak 20.1291 20.1291 21.6291 20.1291 20.1291 21.6291
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428519 316504 -73357 -81761 125280 -582102
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043951084,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.833,
            "nc": 0.1
        }
    }
}
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": [
        [
            978845.0960495526,
            807330.4379733676,
            171514.6580761843,
            1585527.525455694,
            2026627.1894412288,
            -441099.6639855346
        ],
        [
            978.845096,
            807.330438,
            171.514658,
            1585.527525,
            2026.627189,
            -441.099664
        ],
        [
            0.520109,
            0.428975,
            0.091134,
            0.150201,
            0.162572,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144346,
            -90125,
            -109675,
            -3311370,
            -2790327,
            -1323917
        ],
        [
            1.716941,
            2.15953,
            1.256355,
            1.120152,
            1.280088,
            0.925995
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            133,
            61,
            72,
            133,
            61,
            72
        ],
        [
            235,
            123,
            112,
            235,
            123,
            112
        ],
        [
            36.141304,
            33.152174,
            39.130435,
            36.141304,
            33.152174,
            39.130435
        ],
        [
            3.033692,
            4.354463,
            1.954329,
            1.979215,
            2.58116,
            1.440436
        ],
        [
            367877,
            367877,
            84582,
            3514059,
            3514059,
            614128
        ],
        [
            -34712,
            -34712,
            -20759,
            -447990,
            -447990,
            -437219
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            7449,
            3589,
            3860,
            7449,
            3589,
            3860
        ],
        [
            20.129063,
            20.129063,
            21.629063,
            20.129063,
            20.129063,
            21.629063
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428519,
            316504,
            -73357,
            -81761,
            125280,
            -582102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7528,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598788800000,
    "last_datapoint_time": 1760032800000,
    "evaluation_time": 1760043951084,
    "expiration_time": 1764910944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.833,
            "nc": 0.1
        }
    }
}

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)