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Trade: CRV/USDT/720/PWMA/SSF/4622

Strategy
CRV/USDT/720/PWMA/SSF/4622
Pair
CRV_USDT
Interval
12h
Score
403371
Daily Profit
0.175672
Profit Factor
1.928929
Profitability
48.780488
Streak
127.982696
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-12 02:35
Expiration Time
2025-12-07 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258041.0456 330965.8856 -72924.8401 -111306.6033 179078.8431 -290385.4464
Total P&L (%) 258.041 330.9659 -72.9248 -111.3066 179.0788 -290.3854
Avg Daily Profit (%) 0.137 0.1757 -0.0387 0 0.0545 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -209471 -82513 -153638 -444189 -245121 -291035
Profit Factor 1.3507 1.9289 0.8078 0.8905 1.3865 0.4751
Total Trades 82 41 41 82 41 41
Winning Trades 39 20 19 37 20 17
Losing Trades 43 21 22 45 21 24
Profitability (%) 47.561 48.7805 46.3415 45.122 48.7805 41.4634
Ratio Avg Win / Avg Loss 1.4892 2.0254 0.9354 1.083 1.4558 0.6707
Largest Winning Trade 194117 194117 46745 239083 239083 93457
Largest Losing Trade -108291 -48873 -108291 -166188 -148477 -166188
Avg Bars in Trades 43 47 39 43 47 39
Avg Bars in Winners 44 45 43 46 49 42
Avg Bars in Losers 42 50 35 41 45 37
Bars Traded 3568 1953 1615 3568 1953 1615
Profit Streak 127.9827 127.9827 171.9827 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18168 403371 -580810 -589785 -119977 -584062
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225704946,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            258041.0455552023,
            330965.8856089122,
            -72924.8400537099,
            -111306.6032595401,
            179078.8431411466,
            -290385.4464006866
        ],
        [
            258.041046,
            330.965886,
            -72.92484,
            -111.306603,
            179.078843,
            -290.385446
        ],
        [
            0.136964,
            0.175672,
            -0.038707,
            0,
            0.054491,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -209471,
            -82513,
            -153638,
            -444189,
            -245121,
            -291035
        ],
        [
            1.35071,
            1.928929,
            0.807829,
            0.890499,
            1.38652,
            0.475057
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            39,
            20,
            19,
            37,
            20,
            17
        ],
        [
            43,
            21,
            22,
            45,
            21,
            24
        ],
        [
            47.560976,
            48.780488,
            46.341463,
            45.121951,
            48.780488,
            41.463415
        ],
        [
            1.489245,
            2.025375,
            0.935381,
            1.083039,
            1.455846,
            0.670669
        ],
        [
            194117,
            194117,
            46745,
            239083,
            239083,
            93457
        ],
        [
            -108291,
            -48873,
            -108291,
            -166188,
            -148477,
            -166188
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            44,
            45,
            43,
            46,
            49,
            42
        ],
        [
            42,
            50,
            35,
            41,
            45,
            37
        ],
        [
            3568,
            1953,
            1615,
            3568,
            1953,
            1615
        ],
        [
            127.982696,
            127.982696,
            171.982696,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18168,
            403371,
            -580810,
            -589785,
            -119977,
            -584062
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760225704946,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 157,
            "offset": 0,
            "poles": 3
        }
    }
}

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)