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Trade: CRV/USDT/720/PWMA/PWMA/9842

Strategy
CRV/USDT/720/PWMA/PWMA/9842
Pair
CRV_USDT
Interval
12h
Score
469751
Daily Profit
0.251458
Profit Factor
2.569386
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 15:04
Expiration Time
2025-11-28 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470527.747 471608.7631 -1081.0162 -120468.867 210540.6026 -331009.4696
Total P&L (%) 470.5277 471.6088 -1.081 -120.4689 210.5406 -331.0095
Avg Daily Profit (%) 0.2509 0.2515 -0.0006 0 0.0604 0
Buy And Hold Return (%) 19.5095 19.5095 19.5095 19.5095 19.5095 19.5095
Max Trade Drawdown -194524 -58784 -168384 -271233 -28228 -317087
Profit Factor 1.5728 2.5694 0.9979 0.769 3.5965 0.2486
Total Trades 97 48 49 97 48 49
Winning Trades 51 24 27 55 26 29
Losing Trades 46 24 22 42 22 20
Profitability (%) 52.5773 50 55.102 56.701 54.1667 59.1837
Ratio Avg Win / Avg Loss 1.4186 2.5694 0.8131 0.5873 3.0432 0.1714
Largest Winning Trade 183717 183717 50971 157107 157107 23862
Largest Losing Trade -136258 -49360 -136258 -238468 -11298 -238468
Avg Bars in Trades 36 39 34 36 39 34
Avg Bars in Winners 32 37 27 29 36 23
Avg Bars in Losers 42 40 43 46 42 50
Bars Traded 3569 1884 1686 3569 1884 1686
Profit Streak 0 0 0 49.0029 72.5029 49.0029
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374377 469751 -580020 -578165 -103862 -578501
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493047306,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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": [
        [
            470527.7469505245,
            471608.76312993,
            -1081.0161794052,
            -120468.866986585,
            210540.6025742556,
            -331009.4695608406
        ],
        [
            470.527747,
            471.608763,
            -1.081016,
            -120.468867,
            210.540603,
            -331.00947
        ],
        [
            0.250881,
            0.251458,
            -0.000576,
            0,
            0.060437,
            0
        ],
        [
            19.509494,
            19.509494,
            19.509494,
            19.509494,
            19.509494,
            19.509494
        ],
        [
            -194524,
            -58784,
            -168384,
            -271233,
            -28228,
            -317087
        ],
        [
            1.57279,
            2.569386,
            0.997925,
            0.769039,
            3.59651,
            0.248582
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            51,
            24,
            27,
            55,
            26,
            29
        ],
        [
            46,
            24,
            22,
            42,
            22,
            20
        ],
        [
            52.57732,
            50,
            55.102041,
            56.701031,
            54.166667,
            59.183673
        ],
        [
            1.418595,
            2.569386,
            0.813124,
            0.587266,
            3.043201,
            0.171436
        ],
        [
            183717,
            183717,
            50971,
            157107,
            157107,
            23862
        ],
        [
            -136258,
            -49360,
            -136258,
            -238468,
            -11298,
            -238468
        ],
        [
            36,
            39,
            34,
            36,
            39,
            34
        ],
        [
            32,
            37,
            27,
            29,
            36,
            23
        ],
        [
            42,
            40,
            43,
            46,
            42,
            50
        ],
        [
            3569,
            1884,
            1686,
            3569,
            1884,
            1686
        ],
        [
            0,
            0,
            0,
            49.002862,
            72.502862,
            49.002862
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374377,
            469751,
            -580020,
            -578165,
            -103862,
            -578501
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601899200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493047306,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "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)