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Trade: CRV/USDT/720/PWMA/HWMA/3807

Strategy
CRV/USDT/720/PWMA/HWMA/3807
Pair
CRV_USDT
Interval
12h
Score
402029
Daily Profit
0.271512
Profit Factor
1.322379
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 15:57
Expiration Time
2025-11-26 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 508813.1296 432972.8873 75840.2423 -206384.5344 -79898.406 -126486.1284
Total P&L (%) 508.8131 432.9729 75.8402 -206.3845 -79.8984 -126.4861
Avg Daily Profit (%) 0.2715 0.231 0.0405 0 -0.0856 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155240 -114515 -187674 -707327 -276980 -527882
Profit Factor 1.3224 1.606 1.0878 0.9299 0.9425 0.9186
Total Trades 280 140 140 280 140 140
Winning Trades 152 74 78 132 68 64
Losing Trades 128 66 62 148 72 76
Profitability (%) 54.2857 52.8571 55.7143 47.1429 48.5714 45.7143
Ratio Avg Win / Avg Loss 1.1136 1.4324 0.8647 1.0426 0.9979 1.0909
Largest Winning Trade 78057 78057 48597 176164 77052 176164
Largest Losing Trade -113454 -53082 -113454 -159553 -86594 -159553
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3694 1845 1849 3694 1845 1849
Profit Streak 0 0 0 14.0402 20.5402 14.0402
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402029 370083 -263630 -577404 -580685 -580087
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323473413,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.871
        }
    }
}
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": [
        [
            508813.1296039561,
            432972.8873043781,
            75840.2422995782,
            -206384.5344282517,
            -79898.4059862153,
            -126486.1284420366
        ],
        [
            508.81313,
            432.972887,
            75.840242,
            -206.384534,
            -79.898406,
            -126.486128
        ],
        [
            0.271512,
            0.231042,
            0.04047,
            0,
            -0.085575,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155240,
            -114515,
            -187674,
            -707327,
            -276980,
            -527882
        ],
        [
            1.322379,
            1.605998,
            1.087795,
            0.929872,
            0.942461,
            0.918626
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            152,
            74,
            78,
            132,
            68,
            64
        ],
        [
            128,
            66,
            62,
            148,
            72,
            76
        ],
        [
            54.285714,
            52.857143,
            55.714286,
            47.142857,
            48.571429,
            45.714286
        ],
        [
            1.113582,
            1.432377,
            0.864658,
            1.042584,
            0.9979,
            1.090869
        ],
        [
            78057,
            78057,
            48597,
            176164,
            77052,
            176164
        ],
        [
            -113454,
            -53082,
            -113454,
            -159553,
            -86594,
            -159553
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3694,
            1845,
            1849,
            3694,
            1845,
            1849
        ],
        [
            0,
            0,
            0,
            14.040201,
            20.540202,
            14.040202
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402029,
            370083,
            -263630,
            -577404,
            -580685,
            -580087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599523200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323473413,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.871
        }
    }
}

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)