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Trade: CRV/USDT/120/SINWMA/KCB/7565

Strategy
CRV/USDT/120/SINWMA/KCB/7565
Pair
CRV_USDT
Interval
2h
Score
336023
Daily Profit
0.383137
Profit Factor
1.778386
Profitability
39.830508
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 23:34
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 714933.6719 640384.8287 74548.8433 138276.3119 369525.0179 -231248.7061
Total P&L (%) 714.9337 640.3848 74.5488 138.2763 369.525 -231.2487
Avg Daily Profit (%) 0.3831 0.3432 0.04 0.0465 0.0829 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174227 -68139 -178282 -474446 -303132 -321461
Profit Factor 1.7784 2.3233 1.1716 1.0789 1.4093 0.7276
Total Trades 118 59 59 118 59 59
Winning Trades 47 19 28 47 19 28
Losing Trades 71 40 31 71 40 31
Profitability (%) 39.8305 32.2034 47.4576 39.8305 32.2034 47.4576
Ratio Avg Win / Avg Loss 2.6865 4.8912 1.2971 1.6299 2.967 0.8056
Largest Winning Trade 353072 353072 73774 480888 480888 114607
Largest Losing Trade -50266 -38598 -50266 -174425 -121511 -174425
Avg Bars in Trades 187 178 195 187 178 195
Avg Bars in Winners 300 322 286 300 322 286
Avg Bars in Losers 112 110 114 112 110 114
Bars Traded 22089 10526 11563 22089 10526 11563
Profit Streak 0 0 44.1905 0 0 44.1905
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336023 -170193 -348474 -266979 -264268 -757892
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758918859930,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            714933.6719294642,
            640384.8286529252,
            74548.8432765391,
            138276.3118691575,
            369525.0179397595,
            -231248.706070602
        ],
        [
            714.933672,
            640.384829,
            74.548843,
            138.276312,
            369.525018,
            -231.248706
        ],
        [
            0.383137,
            0.343186,
            0.039951,
            0.046541,
            0.082915,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174227,
            -68139,
            -178282,
            -474446,
            -303132,
            -321461
        ],
        [
            1.778386,
            2.323315,
            1.171551,
            1.078936,
            1.409332,
            0.727622
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            71,
            40,
            31,
            71,
            40,
            31
        ],
        [
            39.830508,
            32.20339,
            47.457627,
            39.830508,
            32.20339,
            47.457627
        ],
        [
            2.686499,
            4.89119,
            1.297075,
            1.629882,
            2.967016,
            0.805581
        ],
        [
            353072,
            353072,
            73774,
            480888,
            480888,
            114607
        ],
        [
            -50266,
            -38598,
            -50266,
            -174425,
            -121511,
            -174425
        ],
        [
            187,
            178,
            195,
            187,
            178,
            195
        ],
        [
            300,
            322,
            286,
            300,
            322,
            286
        ],
        [
            112,
            110,
            114,
            112,
            110,
            114
        ],
        [
            22089,
            10526,
            11563,
            22089,
            10526,
            11563
        ],
        [
            0,
            0,
            44.190508,
            0,
            0,
            44.190508
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336023,
            -170193,
            -348474,
            -266979,
            -264268,
            -757892
        ]
    ]
}
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": 1599235200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758918859930,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)