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Trade: CRV/USDT/480/SWMA/MIDPOINT/3126

Strategy
CRV/USDT/480/SWMA/MIDPOINT/3126
Pair
CRV_USDT
Interval
8h
Score
404218
Daily Profit
0.240997
Profit Factor
2.414751
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1884.670000
Evaluation Time
2025-10-12 13:03
Expiration Time
2025-12-07 22:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 475078.6507 454199.6789 20878.9717 -25343.5915 70294.9011 -95638.4926
Total P&L (%) 475.0787 454.1997 20.879 -25.3436 70.2949 -95.6385
Avg Daily Profit (%) 0.2521 0.241 0.0111 -0.0155 0.0283 -0.1661
Buy And Hold Return (%) 31.6578 31.6578 31.6578 31.6578 31.6578 31.6578
Max Trade Drawdown -260613 -144804 -143340 -104251 -27163 -89744
Profit Factor 1.7684 2.4148 1.0703 0.8693 2.3472 0.3255
Total Trades 60 30 30 60 30 30
Winning Trades 29 14 15 29 14 15
Losing Trades 31 16 15 31 16 15
Profitability (%) 48.3333 46.6667 50 48.3333 46.6667 50
Ratio Avg Win / Avg Loss 1.8904 2.7597 1.0703 0.9293 2.6826 0.3255
Largest Winning Trade 318809 318809 49990 54082 54082 16909
Largest Losing Trade -78004 -48555 -78004 -82268 -27163 -82268
Avg Bars in Trades 87 117 58 87 117 58
Avg Bars in Winners 116 145 88 116 145 88
Avg Bars in Losers 61 93 27 61 93 27
Bars Traded 5273 3531 1742 5273 3531 1742
Profit Streak 0 0 675.0857 0 0 675.0857
Trades During Streak 0 0 8 0 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162728 404218 -485696 -754925 -157430 -579413
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5654,
    "evaluation_days": 1884.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760263405756,
    "expiration_time": 1765141056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 218,
            "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": [
        [
            475078.6506509115,
            454199.6789182537,
            20878.9717326578,
            -25343.5915209033,
            70294.9010889307,
            -95638.492609834
        ],
        [
            475.078651,
            454.199679,
            20.878972,
            -25.343592,
            70.294901,
            -95.638493
        ],
        [
            0.252075,
            0.240997,
            0.011078,
            -0.015507,
            0.028251,
            -0.166064
        ],
        [
            31.657754,
            31.657754,
            31.657754,
            31.657754,
            31.657754,
            31.657754
        ],
        [
            -260613,
            -144804,
            -143340,
            -104251,
            -27163,
            -89744
        ],
        [
            1.76844,
            2.414751,
            1.070254,
            0.869347,
            2.347249,
            0.325537
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            48.333333,
            46.666667,
            50,
            48.333333,
            46.666667,
            50
        ],
        [
            1.890402,
            2.759716,
            1.070254,
            0.929302,
            2.68257,
            0.325537
        ],
        [
            318809,
            318809,
            49990,
            54082,
            54082,
            16909
        ],
        [
            -78004,
            -48555,
            -78004,
            -82268,
            -27163,
            -82268
        ],
        [
            87,
            117,
            58,
            87,
            117,
            58
        ],
        [
            116,
            145,
            88,
            116,
            145,
            88
        ],
        [
            61,
            93,
            27,
            61,
            93,
            27
        ],
        [
            5273,
            3531,
            1742,
            5273,
            3531,
            1742
        ],
        [
            0,
            0,
            675.085715,
            0,
            0,
            675.085715
        ],
        [
            0,
            0,
            8,
            0,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162728,
            404218,
            -485696,
            -754925,
            -157430,
            -579413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5654,
    "evaluation_days": 1884.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603699200000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760263405756,
    "expiration_time": 1765141056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 218,
            "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)