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Trade: CRV/USDT/240/KCL/SWMA/2053

Strategy
CRV/USDT/240/KCL/SWMA/2053
Pair
CRV_USDT
Interval
4h
Score
402465
Daily Profit
0.235297
Profit Factor
2.090519
Profitability
45.714286
Streak
100.586729
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-26 13:04
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434784.2201 439181.2492 -4397.0292 -15084.1349 26155.1842 -41239.3191
Total P&L (%) 434.7842 439.1812 -4.397 -15.0841 26.1552 -41.2393
Avg Daily Profit (%) 0.2329 0.2353 -0.0024 -0.0088 0.0124 -0.0285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139511 -114850 -123790 -118346 -87653 -65870
Profit Factor 1.7015 2.0905 0.9797 0.9534 1.1214 0.619
Total Trades 69 35 34 69 35 34
Winning Trades 31 16 15 31 16 15
Losing Trades 38 19 19 38 19 19
Profitability (%) 44.9275 45.7143 44.1176 44.9275 45.7143 44.1176
Ratio Avg Win / Avg Loss 2.0857 2.4825 1.241 1.1687 1.3317 0.784
Largest Winning Trade 250161 250161 33014 65766 65766 12838
Largest Losing Trade -52755 -52755 -51227 -62091 -62091 -27612
Avg Bars in Trades 153 166 140 153 166 140
Avg Bars in Winners 206 259 149 206 259 149
Avg Bars in Losers 110 88 133 110 88 133
Bars Traded 10606 5832 4774 10606 5832 4774
Profit Streak 73.0867 100.5867 73.0867 73.0867 100.5867 73.0867
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95748 402465 -580858 -685986 -267348 -582524

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881093413,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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": [
        [
            434784.220097271,
            439181.2492498835,
            -4397.0291526127,
            -15084.1349220394,
            26155.1842160259,
            -41239.3191380653
        ],
        [
            434.78422,
            439.181249,
            -4.397029,
            -15.084135,
            26.155184,
            -41.239319
        ],
        [
            0.232941,
            0.235297,
            -0.002356,
            -0.00876,
            0.012449,
            -0.028482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139511,
            -114850,
            -123790,
            -118346,
            -87653,
            -65870
        ],
        [
            1.701508,
            2.090519,
            0.979743,
            0.953394,
            1.121416,
            0.61897
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            44.927536,
            45.714286,
            44.117647,
            44.927536,
            45.714286,
            44.117647
        ],
        [
            2.085719,
            2.482492,
            1.241007,
            1.168676,
            1.331682,
            0.784029
        ],
        [
            250161,
            250161,
            33014,
            65766,
            65766,
            12838
        ],
        [
            -52755,
            -52755,
            -51227,
            -62091,
            -62091,
            -27612
        ],
        [
            153,
            166,
            140,
            153,
            166,
            140
        ],
        [
            206,
            259,
            149,
            206,
            259,
            149
        ],
        [
            110,
            88,
            133,
            110,
            88,
            133
        ],
        [
            10606,
            5832,
            4774,
            10606,
            5832,
            4774
        ],
        [
            73.086729,
            100.586729,
            73.086729,
            73.086729,
            100.586729,
            73.086729
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95748,
            402465,
            -580858,
            -685986,
            -267348,
            -582524
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600660800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881093413,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 65,
            "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)