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Trade: CRV/USDT/720/SWMA/SMA/1524

Strategy
CRV/USDT/720/SWMA/SMA/1524
Pair
CRV_USDT
Interval
12h
Score
324719
Daily Profit
0.227748
Profit Factor
2.536189
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1883.000000
Evaluation Time
2025-10-11 03:22
Expiration Time
2025-12-06 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452288.598 428848.9439 23439.6541 132730.872 194265.452 -61534.58
Total P&L (%) 452.2886 428.8489 23.4397 132.7309 194.2655 -61.5346
Avg Daily Profit (%) 0.2402 0.2277 0.0124 0.0449 0.0573 -0.0507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166837 -81603 -151362 -181080 -70241 -151314
Profit Factor 1.7782 2.5362 1.0776 1.3563 2.2685 0.7195
Total Trades 74 37 37 74 37 37
Winning Trades 33 15 18 33 15 18
Losing Trades 41 22 19 41 22 19
Profitability (%) 44.5946 40.5405 48.6486 44.5946 40.5405 48.6486
Ratio Avg Win / Avg Loss 2.2093 3.7197 1.1375 1.6851 3.3272 0.7594
Largest Winning Trade 236734 236734 52301 131546 131546 31988
Largest Losing Trade -51810 -45856 -51810 -72631 -30978 -72631
Avg Bars in Trades 48 43 53 48 43 53
Avg Bars in Winners 74 72 77 74 72 77
Avg Bars in Losers 27 23 31 27 23 31
Bars Traded 3585 1606 1979 3585 1606 1979
Profit Streak 19.5156 0 335.0156 19.5156 0 335.0156
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58985 324719 -315096 -201762 -115714 -579913
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760142151155,
    "expiration_time": 1764978336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "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": [
        [
            452288.5980325848,
            428848.9438962938,
            23439.6541362912,
            132730.8719742785,
            194265.451993169,
            -61534.5800188905
        ],
        [
            452.288598,
            428.848944,
            23.439654,
            132.730872,
            194.265452,
            -61.53458
        ],
        [
            0.240196,
            0.227748,
            0.012448,
            0.04487,
            0.057335,
            -0.050726
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166837,
            -81603,
            -151362,
            -181080,
            -70241,
            -151314
        ],
        [
            1.778221,
            2.536189,
            1.07761,
            1.356338,
            2.268545,
            0.719463
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            44.594595,
            40.540541,
            48.648649,
            44.594595,
            40.540541,
            48.648649
        ],
        [
            2.209305,
            3.719744,
            1.137477,
            1.685147,
            3.3272,
            0.759433
        ],
        [
            236734,
            236734,
            52301,
            131546,
            131546,
            31988
        ],
        [
            -51810,
            -45856,
            -51810,
            -72631,
            -30978,
            -72631
        ],
        [
            48,
            43,
            53,
            48,
            43,
            53
        ],
        [
            74,
            72,
            77,
            74,
            72,
            77
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            3585,
            1606,
            1979,
            3585,
            1606,
            1979
        ],
        [
            19.515638,
            0,
            335.015638,
            19.515638,
            0,
            335.015638
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58985,
            324719,
            -315096,
            -201762,
            -115714,
            -579913
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3766,
    "evaluation_days": 1883,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760142151155,
    "expiration_time": 1764978336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "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)