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Trade: CRV/USDT/360/SINWMA/MIDPRICE/6522

Strategy
CRV/USDT/360/SINWMA/MIDPRICE/6522
Pair
CRV_USDT
Interval
6h
Score
624954
Daily Profit
0.402587
Profit Factor
3.970370
Profitability
50.000000
Streak
175.148979
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 12:34
Expiration Time
2025-12-02 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 938068.5378 756662.749 181405.7888 4003444.129 2761377.0232 1242067.1057
Total P&L (%) 938.0685 756.6627 181.4058 4003.4441 2761.377 1242.0671
Avg Daily Profit (%) 0.4991 0.4026 0.0965 0.1978 0.1786 0.1383
Buy And Hold Return (%) 57.971 57.971 57.971 57.971 57.971 57.971
Max Trade Drawdown -191360 -65871 -150735 -3974098 -2732873 -1241224
Profit Factor 2.6868 3.9704 1.6019 1.674 1.7674 1.5305
Total Trades 65 32 33 65 32 33
Winning Trades 38 16 22 38 16 22
Losing Trades 27 16 11 27 16 11
Profitability (%) 58.4615 50 66.6667 58.4615 50 66.6667
Ratio Avg Win / Avg Loss 1.9091 3.9704 0.801 1.1894 1.7674 0.7652
Largest Winning Trade 297125 297125 49325 3617140 3617140 1312143
Largest Losing Trade -53884 -42259 -53884 -2610922 -2610922 -896272
Avg Bars in Trades 107 134 80 107 134 80
Avg Bars in Winners 118 155 92 118 155 92
Avg Bars in Losers 90 113 58 90 113 58
Bars Traded 6969 4301 2668 6969 4301 2668
Profit Streak 119.899 175.149 119.899 119.899 175.149 119.899
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118224 624954 -64157 -123865 423249 -5516
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602136800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759829671755,
    "expiration_time": 1764688464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "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": [
        [
            938068.5377951977,
            756662.7489858711,
            181405.7888093267,
            4003444.1289527393,
            2761377.023220462,
            1242067.105732277
        ],
        [
            938.068538,
            756.662749,
            181.405789,
            4003.444129,
            2761.377023,
            1242.067106
        ],
        [
            0.499105,
            0.402587,
            0.096518,
            0.197823,
            0.178605,
            0.13826
        ],
        [
            57.971014,
            57.971014,
            57.971014,
            57.971014,
            57.971014,
            57.971014
        ],
        [
            -191360,
            -65871,
            -150735,
            -3974098,
            -2732873,
            -1241224
        ],
        [
            2.686847,
            3.97037,
            1.601935,
            1.673997,
            1.767404,
            1.530453
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            58.461538,
            50,
            66.666667,
            58.461538,
            50,
            66.666667
        ],
        [
            1.909075,
            3.97037,
            0.800968,
            1.189419,
            1.767404,
            0.765227
        ],
        [
            297125,
            297125,
            49325,
            3617140,
            3617140,
            1312143
        ],
        [
            -53884,
            -42259,
            -53884,
            -2610922,
            -2610922,
            -896272
        ],
        [
            107,
            134,
            80,
            107,
            134,
            80
        ],
        [
            118,
            155,
            92,
            118,
            155,
            92
        ],
        [
            90,
            113,
            58,
            90,
            113,
            58
        ],
        [
            6969,
            4301,
            2668,
            6969,
            4301,
            2668
        ],
        [
            119.898979,
            175.148979,
            119.898979,
            119.898979,
            175.148979,
            119.898979
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118224,
            624954,
            -64157,
            -123865,
            423249,
            -5516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602136800000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759829671755,
    "expiration_time": 1764688464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "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)