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Trade: CRV/USDT/15/WMA/KCB/3834

Strategy
CRV/USDT/15/WMA/KCB/3834
Pair
CRV_USDT
Interval
15m
Score
410439
Daily Profit
0.433725
Profit Factor
1.422283
Profitability
69.291339
Streak
5.546601
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 17:22
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112950.6054 69496.2806 43454.3248 100373.7525 87309.0298 13064.7227
Total P&L (%) 112.9506 69.4963 43.4543 100.3738 87.309 13.0647
Avg Daily Profit (%) 0.4337 0.2669 0.1669 0.2672 0.2413 0.0472
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57860 -43994 -73433 -96567 -40820 -127561
Profit Factor 1.4223 1.6472 1.2714 1.2545 1.6169 1.0517
Total Trades 127 63 64 127 63 64
Winning Trades 88 39 49 88 39 49
Losing Trades 39 24 15 39 24 15
Profitability (%) 69.2913 61.9048 76.5625 69.2913 61.9048 76.5625
Ratio Avg Win / Avg Loss 0.6303 1.0137 0.3892 0.556 0.995 0.3219
Largest Winning Trade 18045 15844 18045 21715 21715 18952
Largest Losing Trade -42780 -32393 -42780 -66068 -29435 -66068
Avg Bars in Trades 191 194 188 191 194 188
Avg Bars in Winners 123 125 122 123 125 122
Avg Bars in Losers 343 306 403 343 306 403
Bars Traded 24270 12235 12035 24270 12235 12035
Profit Streak 5.5466 7.5674 5.5466 5.5466 7.5674 5.5466
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410439 -135687 -132761 322299 -137597 -502144

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758810126350,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            112950.6053605924,
            69496.2805607746,
            43454.3247998179,
            100373.75251538,
            87309.0297931191,
            13064.7227222608
        ],
        [
            112.950605,
            69.496281,
            43.454325,
            100.373753,
            87.30903,
            13.064723
        ],
        [
            0.433725,
            0.266862,
            0.166862,
            0.267238,
            0.241282,
            0.047162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57860,
            -43994,
            -73433,
            -96567,
            -40820,
            -127561
        ],
        [
            1.422283,
            1.647189,
            1.271429,
            1.254495,
            1.616912,
            1.051664
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            69.291339,
            61.904762,
            76.5625,
            69.291339,
            61.904762,
            76.5625
        ],
        [
            0.63033,
            1.013655,
            0.389213,
            0.55597,
            0.995023,
            0.321938
        ],
        [
            18045,
            15844,
            18045,
            21715,
            21715,
            18952
        ],
        [
            -42780,
            -32393,
            -42780,
            -66068,
            -29435,
            -66068
        ],
        [
            191,
            194,
            188,
            191,
            194,
            188
        ],
        [
            123,
            125,
            122,
            123,
            125,
            122
        ],
        [
            343,
            306,
            403,
            343,
            306,
            403
        ],
        [
            24270,
            12235,
            12035,
            24270,
            12235,
            12035
        ],
        [
            5.546601,
            7.567435,
            5.546601,
            5.546601,
            7.567435,
            5.546601
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410439,
            -135687,
            -132761,
            322299,
            -137597,
            -502144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736351100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758810126350,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)