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Trade: CRV/USDT/360/PWMA/PSAR/1121

Strategy
CRV/USDT/360/PWMA/PSAR/1121
Pair
CRV_USDT
Interval
6h
Score
420967
Daily Profit
0.229468
Profit Factor
1.529944
Profitability
49.668874
Streak
80.439035
Best Strategy
Training Data Length
1874.750000
Evaluation Time
2025-10-02 19:32
Expiration Time
2025-11-27 19:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 430194.8602 425655.3495 4539.5106 77382.9057 164788.4883 -87405.5826
Total P&L (%) 430.1949 425.6554 4.5395 77.3829 164.7885 -87.4056
Avg Daily Profit (%) 0.2295 0.227 0.0024 0.0306 0.052 -0.1105
Buy And Hold Return (%) 37.1751 37.1751 37.1751 37.1751 37.1751 37.1751
Max Trade Drawdown -135591 -111472 -127350 -168697 -117169 -163785
Profit Factor 1.5299 2.0995 1.0107 1.1004 1.4774 0.7947
Total Trades 151 76 75 151 76 75
Winning Trades 75 37 38 75 37 38
Losing Trades 76 39 37 76 39 37
Profitability (%) 49.6689 48.6842 50.6667 49.6689 48.6842 50.6667
Ratio Avg Win / Avg Loss 1.5503 2.2129 0.9841 1.1151 1.5572 0.7737
Largest Winning Trade 258389 258389 52047 78722 78722 38931
Largest Losing Trade -50345 -39574 -50345 -73459 -52987 -73459
Avg Bars in Trades 46 41 50 46 41 50
Avg Bars in Winners 62 55 68 62 55 68
Avg Bars in Losers 29 27 31 29 27 31
Bars Traded 6955 3162 3793 6955 3162 3793
Profit Streak 80.439 112.689 0 80.439 112.689 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420967 -37167 -622661 -267264 -172104 -637649
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422732652,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            430194.8601562355,
            425655.349526658,
            4539.5106295776,
            77382.9056823932,
            164788.4882586585,
            -87405.5825762653
        ],
        [
            430.19486,
            425.65535,
            4.539511,
            77.382906,
            164.788488,
            -87.405583
        ],
        [
            0.229468,
            0.227046,
            0.002421,
            0.030576,
            0.051954,
            -0.110456
        ],
        [
            37.175141,
            37.175141,
            37.175141,
            37.175141,
            37.175141,
            37.175141
        ],
        [
            -135591,
            -111472,
            -127350,
            -168697,
            -117169,
            -163785
        ],
        [
            1.529944,
            2.099459,
            1.010691,
            1.100387,
            1.477378,
            0.794654
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            49.668874,
            48.684211,
            50.666667,
            49.668874,
            48.684211,
            50.666667
        ],
        [
            1.550343,
            2.212943,
            0.984094,
            1.115059,
            1.557236,
            0.773742
        ],
        [
            258389,
            258389,
            52047,
            78722,
            78722,
            38931
        ],
        [
            -50345,
            -39574,
            -50345,
            -73459,
            -52987,
            -73459
        ],
        [
            46,
            41,
            50,
            46,
            41,
            50
        ],
        [
            62,
            55,
            68,
            62,
            55,
            68
        ],
        [
            29,
            27,
            31,
            29,
            27,
            31
        ],
        [
            6955,
            3162,
            3793,
            6955,
            3162,
            3793
        ],
        [
            80.439035,
            112.689035,
            0,
            80.439035,
            112.689035,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420967,
            -37167,
            -622661,
            -267264,
            -172104,
            -637649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759422732652,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)