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Trade: CRV/USDT/480/SSF/SINWMA/1252

Strategy
CRV/USDT/480/SSF/SINWMA/1252
Pair
CRV_USDT
Interval
8h
Score
439627
Daily Profit
0.271903
Profit Factor
3.085893
Profitability
40.625000
Streak
369.957024
Best Strategy
Training Data Length
1878.670000
Evaluation Time
2025-10-06 17:58
Expiration Time
2025-12-01 18:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644371.3028 510816.5646 133554.7381 1493569.7652 1227730.5628 265839.2024
Total P&L (%) 644.3713 510.8166 133.5547 1493.5698 1227.7306 265.8392
Avg Daily Profit (%) 0.343 0.2719 0.0711 0.1475 0.1377 0.0691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130536 -78164 -150152 -366667 -151121 -376795
Profit Factor 2.2512 3.0859 1.4945 2.5408 3.9607 1.4793
Total Trades 65 32 33 65 32 33
Winning Trades 28 13 15 28 13 15
Losing Trades 37 19 18 37 19 18
Profitability (%) 43.0769 40.625 45.4545 43.0769 40.625 45.4545
Ratio Avg Win / Avg Loss 2.9749 4.5102 1.7934 3.3575 5.7887 1.7751
Largest Winning Trade 219891 219891 65577 425720 425720 211468
Largest Losing Trade -41225 -41225 -35152 -134724 -64719 -134724
Avg Bars in Trades 85 75 94 85 75 94
Avg Bars in Winners 141 127 152 141 127 152
Avg Bars in Losers 42 39 46 42 39 46
Bars Traded 5532 2405 3127 5532 2405 3127
Profit Streak 331.957 369.957 331.957 331.957 369.957 331.957
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124019 439627 -96084 -128474 -4029 -98879
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762686863,
    "expiration_time": 1764607104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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": [
        [
            644371.3027530449,
            510816.5646291418,
            133554.738123903,
            1493569.7651963565,
            1227730.562773904,
            265839.2024224523
        ],
        [
            644.371303,
            510.816565,
            133.554738,
            1493.569765,
            1227.730563,
            265.839202
        ],
        [
            0.342993,
            0.271903,
            0.07109,
            0.147477,
            0.137748,
            0.069063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130536,
            -78164,
            -150152,
            -366667,
            -151121,
            -376795
        ],
        [
            2.251242,
            3.085893,
            1.494474,
            2.540791,
            3.960698,
            1.479269
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            43.076923,
            40.625,
            45.454545,
            43.076923,
            40.625,
            45.454545
        ],
        [
            2.974855,
            4.510152,
            1.793369,
            3.357474,
            5.788712,
            1.775123
        ],
        [
            219891,
            219891,
            65577,
            425720,
            425720,
            211468
        ],
        [
            -41225,
            -41225,
            -35152,
            -134724,
            -64719,
            -134724
        ],
        [
            85,
            75,
            94,
            85,
            75,
            94
        ],
        [
            141,
            127,
            152,
            141,
            127,
            152
        ],
        [
            42,
            39,
            46,
            42,
            39,
            46
        ],
        [
            5532,
            2405,
            3127,
            5532,
            2405,
            3127
        ],
        [
            331.957024,
            369.957024,
            331.957024,
            331.957024,
            369.957024,
            331.957024
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124019,
            439627,
            -96084,
            -128474,
            -4029,
            -98879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5636,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597680000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759762686863,
    "expiration_time": 1764607104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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)