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Trade: CRV/USDT/360/PWMA/SWMA/8623

Strategy
CRV/USDT/360/PWMA/SWMA/8623
Pair
CRV_USDT
Interval
6h
Score
465447
Daily Profit
0.306976
Profit Factor
1.730393
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1874.750000
Evaluation Time
2025-10-02 17:53
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 575503.954 487115.0958 88388.8582 -352532.5044 1131334.324 -1483866.8284
Total P&L (%) 575.504 487.1151 88.3889 -352.5325 1131.3343 -1483.8668
Avg Daily Profit (%) 0.307 0.2598 0.0471 0 0.134 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123897 -94424 -121812 -2270073 -1015574 -2350471
Profit Factor 1.7304 2.1747 1.2368 0.958 1.2865 0.6657
Total Trades 119 59 60 119 59 60
Winning Trades 63 28 35 63 31 32
Losing Trades 56 31 25 56 28 28
Profitability (%) 52.9412 47.4576 58.3333 52.9412 52.5424 53.3333
Ratio Avg Win / Avg Loss 1.5381 2.4077 0.8834 0.8515 1.162 0.5825
Largest Winning Trade 145148 145148 53955 934697 934697 330004
Largest Losing Trade -108277 -42306 -108277 -2093539 -383860 -2093539
Avg Bars in Trades 59 66 53 59 66 53
Avg Bars in Winners 59 59 58 60 64 56
Avg Bars in Losers 60 72 46 59 68 50
Bars Traded 7132 3914 3218 7132 3914 3218
Profit Streak 0 0 0 32.3707 38.8707 32.3707
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465447 -165399 -300012 -579084 -189511 -748985
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": 1601445600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416827071,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 186,
            "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": [
        [
            575503.9539596147,
            487115.0957806081,
            88388.8581790068,
            -352532.5043919546,
            1131334.3240301337,
            -1483866.8284220889
        ],
        [
            575.503954,
            487.115096,
            88.388858,
            -352.532504,
            1131.334324,
            -1483.866828
        ],
        [
            0.306976,
            0.259829,
            0.047147,
            0,
            0.134011,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123897,
            -94424,
            -121812,
            -2270073,
            -1015574,
            -2350471
        ],
        [
            1.730393,
            2.174664,
            1.236807,
            0.957969,
            1.286481,
            0.66567
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            63,
            28,
            35,
            63,
            31,
            32
        ],
        [
            56,
            31,
            25,
            56,
            28,
            28
        ],
        [
            52.941176,
            47.457627,
            58.333333,
            52.941176,
            52.542373,
            53.333333
        ],
        [
            1.538127,
            2.407664,
            0.883434,
            0.851528,
            1.161983,
            0.582461
        ],
        [
            145148,
            145148,
            53955,
            934697,
            934697,
            330004
        ],
        [
            -108277,
            -42306,
            -108277,
            -2093539,
            -383860,
            -2093539
        ],
        [
            59,
            66,
            53,
            59,
            66,
            53
        ],
        [
            59,
            59,
            58,
            60,
            64,
            56
        ],
        [
            60,
            72,
            46,
            59,
            68,
            50
        ],
        [
            7132,
            3914,
            3218,
            7132,
            3914,
            3218
        ],
        [
            0,
            0,
            0,
            32.370684,
            38.870684,
            32.370684
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465447,
            -165399,
            -300012,
            -579084,
            -189511,
            -748985
        ]
    ]
}
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": 1601445600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416827071,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 186,
            "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)