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Trade: CRV/USDT/720/HWMA/PSAR/3505

Strategy
CRV/USDT/720/HWMA/PSAR/3505
Pair
CRV_USDT
Interval
12h
Score
497764
Daily Profit
0.350666
Profit Factor
1.510864
Profitability
54.237288
Streak
17.641660
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 18:23
Expiration Time
2025-12-01 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 658902.0325 490826.0832 168075.9493 764469.6908 1105726.921 -341257.2302
Total P&L (%) 658.902 490.8261 168.0759 764.4697 1105.7269 -341.2572
Avg Daily Profit (%) 0.3507 0.2612 0.0895 0.1149 0.1326 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152128 -99901 -144504 -3968788 -2173432 -2509577
Profit Factor 1.5109 1.7584 1.2616 1.044 1.1267 0.9605
Total Trades 236 118 118 236 118 118
Winning Trades 128 62 66 128 62 66
Losing Trades 108 56 52 108 56 52
Profitability (%) 54.2373 52.5424 55.9322 54.2373 52.5424 55.9322
Ratio Avg Win / Avg Loss 1.2748 1.5882 0.994 0.8809 1.0177 0.7568
Largest Winning Trade 123690 123690 51827 908056 908056 595560
Largest Losing Trade -55878 -55878 -38124 -1441328 -1116996 -1441328
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3728 1864 1864 3728 1864 1864
Profit Streak 17.6417 17.6417 25.6417 17.6417 17.6417 25.6417
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497764 446826 -74008 -209906 -95847 -579429
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764239453,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17234,
            "nb": 0.1,
            "nc": 0.58009
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            658902.0324602192,
            490826.0832100426,
            168075.9492501765,
            764469.6908341945,
            1105726.9210361952,
            -341257.2302019988
        ],
        [
            658.902032,
            490.826083,
            168.075949,
            764.469691,
            1105.726921,
            -341.25723
        ],
        [
            0.350666,
            0.261217,
            0.08945,
            0.114858,
            0.132587,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152128,
            -99901,
            -144504,
            -3968788,
            -2173432,
            -2509577
        ],
        [
            1.510864,
            1.758406,
            1.261557,
            1.044004,
            1.126685,
            0.960524
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            54.237288,
            52.542373,
            55.932203,
            54.237288,
            52.542373,
            55.932203
        ],
        [
            1.274791,
            1.588237,
            0.993954,
            0.880878,
            1.017651,
            0.756776
        ],
        [
            123690,
            123690,
            51827,
            908056,
            908056,
            595560
        ],
        [
            -55878,
            -55878,
            -38124,
            -1441328,
            -1116996,
            -1441328
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3728,
            1864,
            1864,
            3728,
            1864,
            1864
        ],
        [
            17.64166,
            17.64166,
            25.64166,
            17.64166,
            17.64166,
            25.64166
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497764,
            446826,
            -74008,
            -209906,
            -95847,
            -579429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759764239453,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.17234,
            "nb": 0.1,
            "nc": 0.58009
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)