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Trade: CRV/USDT/120/HL2/SINWMA/4586

Strategy
CRV/USDT/120/HL2/SINWMA/4586
Pair
CRV_USDT
Interval
2h
Score
488818
Daily Profit
0.296538
Profit Factor
1.422063
Profitability
47.991543
Streak
12.444841
Best Strategy
Training Data Length
1877.830000
Evaluation Time
2025-10-06 13:40
Expiration Time
2025-12-13 02:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556847.383 495729.4422 61117.9408 100517.7632 710442.655 -609924.8917
Total P&L (%) 556.8474 495.7294 61.1179 100.5178 710.4427 -609.9249
Avg Daily Profit (%) 0.2965 0.264 0.0325 0.0371 0.1115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253097 -115817 -212194 -1247687 -621085 -778722
Profit Factor 1.4221 1.8064 1.0867 1.0315 1.4785 0.6431
Total Trades 473 237 236 473 237 236
Winning Trades 227 108 119 227 108 119
Losing Trades 246 129 117 246 129 117
Profitability (%) 47.9915 45.5696 50.4237 47.9915 45.5696 50.4237
Ratio Avg Win / Avg Loss 1.5411 2.1576 1.0685 1.1178 1.766 0.6323
Largest Winning Trade 238465 238465 81917 721223 721223 176595
Largest Losing Trade -63060 -43011 -63060 -392550 -392550 -329104
Avg Bars in Trades 46 42 50 46 42 50
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 36 30 42 36 30 42
Bars Traded 22138 10155 11983 22138 10155 11983
Profit Streak 12.4448 12.4448 19.8615 12.4448 12.4448 19.8615
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488818 402220 -273312 -326526 -41873 -578978
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759747234319,
    "expiration_time": 1765585612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 222
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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": [
        [
            556847.3829826826,
            495729.4421848664,
            61117.940797816,
            100517.7632343697,
            710442.654976184,
            -609924.8917418141
        ],
        [
            556.847383,
            495.729442,
            61.117941,
            100.517763,
            710.442655,
            -609.924892
        ],
        [
            0.296538,
            0.263991,
            0.032547,
            0.037057,
            0.111489,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253097,
            -115817,
            -212194,
            -1247687,
            -621085,
            -778722
        ],
        [
            1.422063,
            1.806367,
            1.086744,
            1.031476,
            1.478527,
            0.643064
        ],
        [
            473,
            237,
            236,
            473,
            237,
            236
        ],
        [
            227,
            108,
            119,
            227,
            108,
            119
        ],
        [
            246,
            129,
            117,
            246,
            129,
            117
        ],
        [
            47.991543,
            45.56962,
            50.423729,
            47.991543,
            45.56962,
            50.423729
        ],
        [
            1.54109,
            2.157605,
            1.068479,
            1.117812,
            1.766018,
            0.632256
        ],
        [
            238465,
            238465,
            81917,
            721223,
            721223,
            176595
        ],
        [
            -63060,
            -43011,
            -63060,
            -392550,
            -392550,
            -329104
        ],
        [
            46,
            42,
            50,
            46,
            42,
            50
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            36,
            30,
            42,
            36,
            30,
            42
        ],
        [
            22138,
            10155,
            11983,
            22138,
            10155,
            11983
        ],
        [
            12.444841,
            12.444842,
            19.861508,
            12.444842,
            12.444842,
            19.861508
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488818,
            402220,
            -273312,
            -326526,
            -41873,
            -578978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22534,
    "evaluation_days": 1877.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599062400000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759747234319,
    "expiration_time": 1765585612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 222
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 119,
            "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)