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Trade: CRV/USDT/240/WMA/DCM/9536

Strategy
CRV/USDT/240/WMA/DCM/9536
Pair
CRV_USDT
Interval
4h
Score
571925
Daily Profit
0.475365
Profit Factor
1.862935
Profitability
52.153110
Streak
14.971570
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-07 06:19
Expiration Time
2025-12-02 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 893211.0178 720117.914 173093.1038 4056364.5582 2277996.5449 1778368.0134
Total P&L (%) 893.211 720.1179 173.0931 4056.3646 2277.9965 1778.368
Avg Daily Profit (%) 0.4754 0.3832 0.0921 0.1986 0.1688 0.1562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118681 -76255 -119426 -4819333 -4298475 -1832000
Profit Factor 1.8629 2.393 1.3341 1.3699 1.3002 1.5266
Total Trades 209 104 105 209 104 105
Winning Trades 109 52 57 109 52 57
Losing Trades 100 52 48 100 52 48
Profitability (%) 52.1531 50 54.2857 52.1531 50 54.2857
Ratio Avg Win / Avg Loss 1.7091 2.393 1.1234 1.2568 1.3002 1.2856
Largest Winning Trade 276207 276207 50910 4316459 4316459 1108667
Largest Losing Trade -48572 -40544 -48572 -1902282 -1902282 -698434
Avg Bars in Trades 50 66 34 50 66 34
Avg Bars in Winners 62 85 41 62 85 41
Avg Bars in Losers 37 47 26 37 47 26
Bars Traded 10582 6917 3665 10582 6917 3665
Profit Streak 14.9716 0 152.3049 14.9716 0 152.3049
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 571925 499874 -68054 377872 272840 387554
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11274,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807143708,
    "expiration_time": 1764665568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 162,
            "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": [
        [
            893211.0178420055,
            720117.9140451367,
            173093.1037968687,
            4056364.5582489613,
            2277996.5448946897,
            1778368.0133542717
        ],
        [
            893.211018,
            720.117914,
            173.093104,
            4056.364558,
            2277.996545,
            1778.368013
        ],
        [
            0.475365,
            0.383245,
            0.09212,
            0.198559,
            0.168787,
            0.156215
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118681,
            -76255,
            -119426,
            -4819333,
            -4298475,
            -1832000
        ],
        [
            1.862935,
            2.392977,
            1.334078,
            1.369932,
            1.300199,
            1.526629
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            100,
            52,
            48,
            100,
            52,
            48
        ],
        [
            52.15311,
            50,
            54.285714,
            52.15311,
            50,
            54.285714
        ],
        [
            1.709115,
            2.392977,
            1.123434,
            1.256818,
            1.300199,
            1.285582
        ],
        [
            276207,
            276207,
            50910,
            4316459,
            4316459,
            1108667
        ],
        [
            -48572,
            -40544,
            -48572,
            -1902282,
            -1902282,
            -698434
        ],
        [
            50,
            66,
            34,
            50,
            66,
            34
        ],
        [
            62,
            85,
            41,
            62,
            85,
            41
        ],
        [
            37,
            47,
            26,
            37,
            47,
            26
        ],
        [
            10582,
            6917,
            3665,
            10582,
            6917,
            3665
        ],
        [
            14.97157,
            0,
            152.304904,
            14.971571,
            0,
            152.304904
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571925,
            499874,
            -68054,
            377872,
            272840,
            387554
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11274,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600617600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759807143708,
    "expiration_time": 1764665568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 162,
            "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)