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Trade: CRV/USDT/240/SINWMA/SSF/4619

Strategy
CRV/USDT/240/SINWMA/SSF/4619
Pair
CRV_USDT
Interval
4h
Score
331023
Daily Profit
0.218322
Profit Factor
2.365265
Profitability
38.709677
Streak
354.785757
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-27 09:51
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 342955.3737 407498.0425 -64542.6688 -57164.7075 110880.1907 -168044.8982
Total P&L (%) 342.9554 407.498 -64.5427 -57.1647 110.8802 -168.0449
Avg Daily Profit (%) 0.1837 0.2183 -0.0346 -0.0454 0.04 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252218 -119831 -215047 -214368 -64201 -159292
Profit Factor 1.5475 2.3653 0.8032 0.7911 2.3226 0.1148
Total Trades 61 31 30 61 31 30
Winning Trades 21 12 9 21 12 9
Losing Trades 40 19 21 40 19 21
Profitability (%) 34.4262 38.7097 30 34.4262 38.7097 30
Ratio Avg Win / Avg Loss 2.9476 3.745 1.8741 1.5069 3.6775 0.2679
Largest Winning Trade 273740 273740 53132 141768 141768 8819
Largest Losing Trade -62993 -52519 -62993 -77478 -47383 -77478
Avg Bars in Trades 170 153 189 170 153 189
Avg Bars in Winners 292 249 349 292 249 349
Avg Bars in Losers 106 92 120 106 92 120
Bars Traded 10420 4743 5677 10420 4743 5677
Profit Streak 74.1191 354.7858 0 74.1191 354.7858 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161586 331023 -585825 -749776 -138161 -588603
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": 1600358400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955889391,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            342955.3736745268,
            407498.0424789604,
            -64542.6688044336,
            -57164.7075394163,
            110880.1906724646,
            -168044.898211881
        ],
        [
            342.955374,
            407.498042,
            -64.542669,
            -57.164708,
            110.880191,
            -168.044898
        ],
        [
            0.183742,
            0.218322,
            -0.03458,
            -0.045412,
            0.039982,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252218,
            -119831,
            -215047,
            -214368,
            -64201,
            -159292
        ],
        [
            1.547511,
            2.365265,
            0.803173,
            0.791123,
            2.322646,
            0.114829
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            34.42623,
            38.709677,
            30,
            34.42623,
            38.709677,
            30
        ],
        [
            2.947639,
            3.745003,
            1.874069,
            1.506901,
            3.677523,
            0.267935
        ],
        [
            273740,
            273740,
            53132,
            141768,
            141768,
            8819
        ],
        [
            -62993,
            -52519,
            -62993,
            -77478,
            -47383,
            -77478
        ],
        [
            170,
            153,
            189,
            170,
            153,
            189
        ],
        [
            292,
            249,
            349,
            292,
            249,
            349
        ],
        [
            106,
            92,
            120,
            106,
            92,
            120
        ],
        [
            10420,
            4743,
            5677,
            10420,
            4743,
            5677
        ],
        [
            74.11909,
            354.785757,
            0,
            74.11909,
            354.785757,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161586,
            331023,
            -585825,
            -749776,
            -138161,
            -588603
        ]
    ]
}
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": 1600358400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758955889391,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    }
}

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)