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Trade: CRV/USDT/120/HWMA/MIDPRICE/2178

Strategy
CRV/USDT/120/HWMA/MIDPRICE/2178
Pair
CRV_USDT
Interval
2h
Score
319659
Daily Profit
0.222253
Profit Factor
1.401323
Profitability
42.761693
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 11:36
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400683.1576 414724.9688 -14041.8112 -82849.338 15855.8086 -98705.1466
Total P&L (%) 400.6832 414.725 -14.0418 -82.8493 15.8558 -98.7051
Avg Daily Profit (%) 0.2147 0.2223 -0.0075 -0.0944 0.0079 -0.2327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -299419 -106425 -256383 -225461 -102864 -150336
Profit Factor 1.189 1.4013 0.9871 0.9009 1.0391 0.7707
Total Trades 898 449 449 898 449 449
Winning Trades 407 192 215 407 192 215
Losing Trades 491 257 234 491 257 234
Profitability (%) 45.3229 42.7617 47.8842 45.3229 42.7617 47.8842
Ratio Avg Win / Avg Loss 1.4344 1.8757 1.0743 1.0868 1.3909 0.8389
Largest Winning Trade 249447 249447 49018 103428 103428 35018
Largest Losing Trade -49944 -40693 -49944 -62502 -62502 -46681
Avg Bars in Trades 24 25 23 24 25 23
Avg Bars in Winners 29 31 28 29 31 28
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 22139 11483 10656 22139 11483 10656
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -1344 319659 -577865 -575545 -370187 -579531

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758875799243,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.5487,
            "nb": 0.41834,
            "nc": 0.08651
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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": [
        [
            400683.1576455031,
            414724.9688349903,
            -14041.8111894867,
            -82849.3379951136,
            15855.8086497112,
            -98705.1466448247
        ],
        [
            400.683158,
            414.724969,
            -14.041811,
            -82.849338,
            15.855809,
            -98.705147
        ],
        [
            0.214728,
            0.222253,
            -0.007525,
            -0.094443,
            0.007888,
            -0.232675
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -299419,
            -106425,
            -256383,
            -225461,
            -102864,
            -150336
        ],
        [
            1.188973,
            1.401323,
            0.987081,
            0.900888,
            1.039115,
            0.770745
        ],
        [
            898,
            449,
            449,
            898,
            449,
            449
        ],
        [
            407,
            192,
            215,
            407,
            192,
            215
        ],
        [
            491,
            257,
            234,
            491,
            257,
            234
        ],
        [
            45.32294,
            42.761693,
            47.884187,
            45.32294,
            42.761693,
            47.884187
        ],
        [
            1.434363,
            1.87573,
            1.074312,
            1.08682,
            1.390898,
            0.838857
        ],
        [
            249447,
            249447,
            49018,
            103428,
            103428,
            35018
        ],
        [
            -49944,
            -40693,
            -49944,
            -62502,
            -62502,
            -46681
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            29,
            31,
            28,
            29,
            31,
            28
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            22139,
            11483,
            10656,
            22139,
            11483,
            10656
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1344,
            319659,
            -577865,
            -575545,
            -370187,
            -579531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758875799243,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 190,
            "na": 0.5487,
            "nb": 0.41834,
            "nc": 0.08651
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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)