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Trade: CRV/USDT/15/SWMA/KCB/3308

Strategy
CRV/USDT/15/SWMA/KCB/3308
Pair
CRV_USDT
Interval
15m
Score
336877
Daily Profit
0.403804
Profit Factor
1.274198
Profitability
59.259259
Streak
4.083928
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 08:15
Expiration Time
2025-12-15 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105158.6393 59970.6975 45187.9418 66608.9811 78780.9213 -12171.9403
Total P&L (%) 105.1586 59.9707 45.1879 66.609 78.7809 -12.1719
Avg Daily Profit (%) 0.4038 0.2303 0.1735 0.1962 0.2233 -0.0498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67843 -38448 -71684 -150566 -39095 -158263
Profit Factor 1.2742 1.3684 1.2047 1.108 1.3378 0.9683
Total Trades 216 108 108 216 108 108
Winning Trades 128 62 66 128 62 66
Losing Trades 88 46 42 88 46 42
Profitability (%) 59.2593 57.4074 61.1111 59.2593 57.4074 61.1111
Ratio Avg Win / Avg Loss 0.876 1.0153 0.7666 0.7617 0.9925 0.6162
Largest Winning Trade 21120 16344 21120 20764 19796 20764
Largest Losing Trade -48059 -37586 -48059 -101134 -38290 -101134
Avg Bars in Trades 113 118 108 113 118 108
Avg Bars in Winners 91 93 90 91 93 90
Avg Bars in Losers 144 150 136 144 150 136
Bars Traded 24465 12750 11715 24465 12750 11715
Profit Streak 4.0839 4.0839 11.3027 4.0839 4.0839 11.3027
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336877 263913 174859 -94308 219099 -579389
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736795700000,
    "first_datapoint_time": 1736958600000,
    "last_datapoint_time": 1759294800000,
    "evaluation_time": 1759295751399,
    "expiration_time": 1765774800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            105158.639325518,
            59970.697497078,
            45187.9418284398,
            66608.9810956546,
            78780.9213464282,
            -12171.9402507736
        ],
        [
            105.158639,
            59.970697,
            45.187942,
            66.608981,
            78.780921,
            -12.17194
        ],
        [
            0.403804,
            0.230285,
            0.173519,
            0.196214,
            0.223347,
            -0.049826
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67843,
            -38448,
            -71684,
            -150566,
            -39095,
            -158263
        ],
        [
            1.274198,
            1.368446,
            1.204704,
            1.107989,
            1.337766,
            0.968267
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            59.259259,
            57.407407,
            61.111111,
            59.259259,
            57.407407,
            61.111111
        ],
        [
            0.876011,
            1.015299,
            0.76663,
            0.761742,
            0.992536,
            0.61617
        ],
        [
            21120,
            16344,
            21120,
            20764,
            19796,
            20764
        ],
        [
            -48059,
            -37586,
            -48059,
            -101134,
            -38290,
            -101134
        ],
        [
            113,
            118,
            108,
            113,
            118,
            108
        ],
        [
            91,
            93,
            90,
            91,
            93,
            90
        ],
        [
            144,
            150,
            136,
            144,
            150,
            136
        ],
        [
            24465,
            12750,
            11715,
            24465,
            12750,
            11715
        ],
        [
            4.083928,
            4.083928,
            11.302678,
            4.083928,
            4.083928,
            11.302678
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336877,
            263913,
            174859,
            -94308,
            219099,
            -579389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736795700000,
    "first_datapoint_time": 1736958600000,
    "last_datapoint_time": 1759294800000,
    "evaluation_time": 1759295751399,
    "expiration_time": 1765774800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)