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Trade: CRV/USDT/360/WMA/PWMA/7604

Strategy
CRV/USDT/360/WMA/PWMA/7604
Pair
CRV_USDT
Interval
6h
Score
440504
Daily Profit
0.163440
Profit Factor
2.169714
Profitability
60.000000
Streak
184.484952
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-27 14:38
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 260009.5444 305101.7484 -45092.204 -329120.9904 270409.2914 -599530.2818
Total P&L (%) 260.0095 305.1017 -45.0922 -329.121 270.4093 -599.5303
Avg Daily Profit (%) 0.1393 0.1634 -0.0242 0 0.0702 0
Buy And Hold Return (%) 26.2923 26.2923 26.2923 26.2923 26.2923 26.2923
Max Trade Drawdown -195177 -60400 -174753 -529052 -69865 -650470
Profit Factor 1.3519 2.1697 0.9057 0.7482 1.803 0.3821
Total Trades 81 40 41 81 40 41
Winning Trades 52 24 28 50 23 27
Losing Trades 29 16 13 31 17 14
Profitability (%) 64.1975 60 68.2927 61.7284 57.5 65.8537
Ratio Avg Win / Avg Loss 0.754 1.4465 0.4205 0.4639 1.3326 0.1981
Largest Winning Trade 57819 57819 51251 98905 98905 31093
Largest Losing Trade -174753 -39751 -174753 -485881 -69865 -485881
Avg Bars in Trades 85 91 80 85 91 80
Avg Bars in Winners 60 74 49 66 78 56
Avg Bars in Losers 130 116 147 116 107 126
Bars Traded 6940 3644 3296 6940 3644 3296
Profit Streak 114.735 184.485 114.735 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21559 440504 -577807 -595257 -95937 -578687
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758973099819,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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": [
        [
            260009.544435478,
            305101.7483915298,
            -45092.2039560517,
            -329120.9903786687,
            270409.2913941147,
            -599530.2817727834
        ],
        [
            260.009544,
            305.101748,
            -45.092204,
            -329.12099,
            270.409291,
            -599.530282
        ],
        [
            0.139285,
            0.16344,
            -0.024155,
            0,
            0.07017,
            0
        ],
        [
            26.292335,
            26.292335,
            26.292335,
            26.292335,
            26.292335,
            26.292335
        ],
        [
            -195177,
            -60400,
            -174753,
            -529052,
            -69865,
            -650470
        ],
        [
            1.35193,
            2.169714,
            0.90566,
            0.748202,
            1.802955,
            0.382128
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            52,
            24,
            28,
            50,
            23,
            27
        ],
        [
            29,
            16,
            13,
            31,
            17,
            14
        ],
        [
            64.197531,
            60,
            68.292683,
            61.728395,
            57.5,
            65.853659
        ],
        [
            0.753961,
            1.446476,
            0.420485,
            0.463885,
            1.332619,
            0.19814
        ],
        [
            57819,
            57819,
            51251,
            98905,
            98905,
            31093
        ],
        [
            -174753,
            -39751,
            -174753,
            -485881,
            -69865,
            -485881
        ],
        [
            85,
            91,
            80,
            85,
            91,
            80
        ],
        [
            60,
            74,
            49,
            66,
            78,
            56
        ],
        [
            130,
            116,
            147,
            116,
            107,
            126
        ],
        [
            6940,
            3644,
            3296,
            6940,
            3644,
            3296
        ],
        [
            114.734952,
            184.484952,
            114.734952,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21559,
            440504,
            -577807,
            -595257,
            -95937,
            -578687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758973099819,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 220,
            "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)