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Trade: CRV/USDT/15/SWMA/ALMA/1855

Strategy
CRV/USDT/15/SWMA/ALMA/1855
Pair
CRV_USDT
Interval
15m
Score
321182
Daily Profit
0.287824
Profit Factor
1.257004
Profitability
64.028777
Streak
8.001902
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 10:17
Expiration Time
2025-12-19 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74955.0402 51605.8503 23349.19 31430.1658 47624.6206 -16194.4548
Total P&L (%) 74.955 51.6059 23.3492 31.4302 47.6246 -16.1945
Avg Daily Profit (%) 0.2878 0.1982 0.0897 0.105 0.1497 -0.0678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65885 -35638 -76797 -106864 -38549 -111552
Profit Factor 1.257 1.411 1.1406 1.0886 1.3317 0.9234
Total Trades 139 70 69 139 70 69
Winning Trades 89 40 49 89 40 49
Losing Trades 50 30 20 50 30 20
Profitability (%) 64.0288 57.1429 71.0145 64.0288 57.1429 71.0145
Ratio Avg Win / Avg Loss 0.7062 1.0583 0.4655 0.6116 0.9988 0.3769
Largest Winning Trade 20405 13267 20405 19677 15388 19677
Largest Losing Trade -45961 -30009 -45961 -54724 -32889 -54724
Avg Bars in Trades 175 178 172 175 178 172
Avg Bars in Winners 124 132 118 124 132 118
Avg Bars in Losers 266 240 304 266 240 304
Bars Traded 24419 12511 11908 24419 12511 11908
Profit Streak 8.0019 8.0019 15.2623 8.0019 8.0019 15.2623
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321182 -86376 -244273 -178163 -89685 -679584
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737148500000,
    "first_datapoint_time": 1737335700000,
    "last_datapoint_time": 1759647600000,
    "evaluation_time": 1759648664302,
    "expiration_time": 1766127600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 209,
            "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": [
        [
            74955.0402149894,
            51605.8502573722,
            23349.1899576172,
            31430.1657873474,
            47624.6205997251,
            -16194.4548123776
        ],
        [
            74.95504,
            51.60585,
            23.34919,
            31.430166,
            47.624621,
            -16.194455
        ],
        [
            0.287824,
            0.198164,
            0.08966,
            0.105003,
            0.149679,
            -0.067818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65885,
            -35638,
            -76797,
            -106864,
            -38549,
            -111552
        ],
        [
            1.257004,
            1.411,
            1.140584,
            1.088565,
            1.331736,
            0.923365
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            64.028777,
            57.142857,
            71.014493,
            64.028777,
            57.142857,
            71.014493
        ],
        [
            0.706182,
            1.05825,
            0.465544,
            0.611554,
            0.998802,
            0.376884
        ],
        [
            20405,
            13267,
            20405,
            19677,
            15388,
            19677
        ],
        [
            -45961,
            -30009,
            -45961,
            -54724,
            -32889,
            -54724
        ],
        [
            175,
            178,
            172,
            175,
            178,
            172
        ],
        [
            124,
            132,
            118,
            124,
            132,
            118
        ],
        [
            266,
            240,
            304,
            266,
            240,
            304
        ],
        [
            24419,
            12511,
            11908,
            24419,
            12511,
            11908
        ],
        [
            8.001902,
            8.001902,
            15.262318,
            8.001902,
            8.001902,
            15.262318
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321182,
            -86376,
            -244273,
            -178163,
            -89685,
            -679584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737148500000,
    "first_datapoint_time": 1737335700000,
    "last_datapoint_time": 1759647600000,
    "evaluation_time": 1759648664302,
    "expiration_time": 1766127600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 209,
            "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)