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Trade: CRV/USDT/60/SINWMA/DEMA/5927

Strategy
CRV/USDT/60/SINWMA/DEMA/5927
Pair
CRV_USDT
Interval
1h
Score
331000
Daily Profit
0.435536
Profit Factor
1.923206
Profitability
36.842105
Streak
8.259126
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 11:13
Expiration Time
2025-12-23 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453684.3839 383532.6078 70151.7762 476470.3902 388730.0603 87740.3299
Total P&L (%) 453.6844 383.5326 70.1518 476.4704 388.7301 87.7403
Avg Daily Profit (%) 0.4355 0.3682 0.0673 0.1683 0.1524 0.0605
Buy And Hold Return (%) 12.097 12.097 12.097 12.097 12.097 12.097
Max Trade Drawdown -88880 -72716 -43766 -768206 -661632 -294923
Profit Factor 1.9232 2.2886 1.362 1.2028 1.2544 1.1069
Total Trades 133 67 66 133 67 66
Winning Trades 49 19 30 49 19 30
Losing Trades 84 48 36 84 48 36
Profitability (%) 36.8421 28.3582 45.4545 36.8421 28.3582 45.4545
Ratio Avg Win / Avg Loss 3.2969 5.7818 1.6344 2.062 3.1689 1.3283
Largest Winning Trade 309783 309783 25679 892065 892065 132750
Largest Losing Trade -18083 -18083 -14430 -122818 -122818 -86469
Avg Bars in Trades 182 178 186 182 178 186
Avg Bars in Winners 326 375 296 326 375 296
Avg Bars in Losers 98 100 94 98 100 94
Bars Traded 24273 11970 12303 24273 11970 12303
Profit Streak 8.2591 16.9675 0 8.2591 16.9675 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331000 -117985 -228465 138947 -123270 -341324
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669993200000,
    "first_datapoint_time": 1670749200000,
    "last_datapoint_time": 1759993200000,
    "evaluation_time": 1759997588483,
    "expiration_time": 1766473200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 115,
            "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": [
        [
            453684.3839172584,
            383532.6077612732,
            70151.7761559849,
            476470.3902017358,
            388730.0603420869,
            87740.329859649
        ],
        [
            453.684384,
            383.532608,
            70.151776,
            476.47039,
            388.73006,
            87.74033
        ],
        [
            0.435536,
            0.36819,
            0.067345,
            0.168309,
            0.152433,
            0.060487
        ],
        [
            12.097027,
            12.097027,
            12.097027,
            12.097027,
            12.097027,
            12.097027
        ],
        [
            -88880,
            -72716,
            -43766,
            -768206,
            -661632,
            -294923
        ],
        [
            1.923206,
            2.288631,
            1.36199,
            1.202838,
            1.254368,
            1.106896
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            49,
            19,
            30,
            49,
            19,
            30
        ],
        [
            84,
            48,
            36,
            84,
            48,
            36
        ],
        [
            36.842105,
            28.358209,
            45.454545,
            36.842105,
            28.358209,
            45.454545
        ],
        [
            3.296925,
            5.781805,
            1.634388,
            2.062008,
            3.16893,
            1.328275
        ],
        [
            309783,
            309783,
            25679,
            892065,
            892065,
            132750
        ],
        [
            -18083,
            -18083,
            -14430,
            -122818,
            -122818,
            -86469
        ],
        [
            182,
            178,
            186,
            182,
            178,
            186
        ],
        [
            326,
            375,
            296,
            326,
            375,
            296
        ],
        [
            98,
            100,
            94,
            98,
            100,
            94
        ],
        [
            24273,
            11970,
            12303,
            24273,
            11970,
            12303
        ],
        [
            8.259126,
            16.967459,
            0,
            8.259126,
            16.967459,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331000,
            -117985,
            -228465,
            138947,
            -123270,
            -341324
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669993200000,
    "first_datapoint_time": 1670749200000,
    "last_datapoint_time": 1759993200000,
    "evaluation_time": 1759997588483,
    "expiration_time": 1766473200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 115,
            "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)