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Trade: CRV/USDT/360/SINWMA/HWMA/9671

Strategy
CRV/USDT/360/SINWMA/HWMA/9671
Pair
CRV_USDT
Interval
6h
Score
405201
Daily Profit
0.294602
Profit Factor
1.459709
Profitability
42.465753
Streak
6.877331
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-05 00:03
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 509060.9359 552968.7287 -43907.7928 -16475.2091 201142.9288 -217618.1378
Total P&L (%) 509.0609 552.9687 -43.9078 -16.4752 201.1429 -217.6181
Avg Daily Profit (%) 0.2712 0.2946 -0.0234 -0.0096 0.0588 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123776 -91992 -126927 -634652 -311203 -549054
Profit Factor 1.2028 1.4597 0.9664 0.9967 1.0818 0.9153
Total Trades 875 438 437 875 438 437
Winning Trades 386 186 200 386 186 200
Losing Trades 489 252 237 489 252 237
Profitability (%) 44.1143 42.4658 45.7666 44.1143 42.4658 45.7666
Ratio Avg Win / Avg Loss 1.5238 1.9777 1.1452 1.2627 1.4657 1.0847
Largest Winning Trade 294762 294762 43729 186419 186419 152203
Largest Losing Trade -35094 -25390 -35094 -139906 -93506 -139906
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 11 11 10 11 11 10
Avg Bars in Losers 6 5 6 6 5 6
Bars Traded 7244 3535 3709 7244 3535 3709
Profit Streak 2.6273 6.8773 0 2.6273 6.8773 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 371121 405201 -578751 -578049 -244766 -578751
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759611801396,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82973,
            "nc": 0.86616
        }
    }
}
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": [
        [
            509060.9359179251,
            552968.7287186491,
            -43907.7928007245,
            -16475.2090744145,
            201142.928764772,
            -217618.1378391861
        ],
        [
            509.060936,
            552.968729,
            -43.907793,
            -16.475209,
            201.142929,
            -217.618138
        ],
        [
            0.27121,
            0.294602,
            -0.023393,
            -0.009591,
            0.05875,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123776,
            -91992,
            -126927,
            -634652,
            -311203,
            -549054
        ],
        [
            1.202798,
            1.459709,
            0.966414,
            0.996724,
            1.081814,
            0.915332
        ],
        [
            875,
            438,
            437,
            875,
            438,
            437
        ],
        [
            386,
            186,
            200,
            386,
            186,
            200
        ],
        [
            489,
            252,
            237,
            489,
            252,
            237
        ],
        [
            44.114286,
            42.465753,
            45.76659,
            44.114286,
            42.465753,
            45.76659
        ],
        [
            1.523752,
            1.97767,
            1.1452,
            1.262689,
            1.465684,
            1.084668
        ],
        [
            294762,
            294762,
            43729,
            186419,
            186419,
            152203
        ],
        [
            -35094,
            -25390,
            -35094,
            -139906,
            -93506,
            -139906
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            7244,
            3535,
            3709,
            7244,
            3535,
            3709
        ],
        [
            2.627331,
            6.877331,
            0,
            2.627331,
            6.877331,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371121,
            405201,
            -578751,
            -578049,
            -244766,
            -578751
        ]
    ]
}
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": 1599350400000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759611801396,
    "expiration_time": 1764465984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.82973,
            "nc": 0.86616
        }
    }
}

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)