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Trade: CRV/USDT/360/SINWMA/WMA/2078

Strategy
CRV/USDT/360/SINWMA/WMA/2078
Pair
CRV_USDT
Interval
6h
Score
312690
Daily Profit
0.152981
Profit Factor
1.911414
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1883.250000
Evaluation Time
2025-10-11 07:46
Expiration Time
2025-12-06 13:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 246817.7004 288101.3984 -41283.698 -132425.2575 575487.7129 -707912.9704
Total P&L (%) 246.8177 288.1014 -41.2837 -132.4253 575.4877 -707.913
Avg Daily Profit (%) 0.1311 0.153 -0.0219 0 0.1015 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240972 -67221 -173751 -667285 -184099 -836154
Profit Factor 1.3193 1.9114 0.9097 0.9291 2.165 0.4846
Total Trades 73 36 37 73 36 37
Winning Trades 38 16 22 42 18 24
Losing Trades 35 20 15 31 18 13
Profitability (%) 52.0548 44.4444 59.4595 57.5342 50 64.8649
Ratio Avg Win / Avg Loss 1.2151 2.3893 0.6202 0.6858 2.165 0.2625
Largest Winning Trade 98637 98637 60208 243178 243178 104882
Largest Losing Trade -123670 -42355 -123670 -667285 -89781 -667285
Avg Bars in Trades 97 109 84 97 109 84
Avg Bars in Winners 87 91 84 90 97 84
Avg Bars in Losers 107 124 85 106 122 84
Bars Traded 7091 3959 3132 7091 3959 3132
Profit Streak 0 0 0 46.9489 79.9489 46.9489
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93870 312690 -579546 -654812 -52400 -578286
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7533,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157988386,
    "expiration_time": 1765022184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "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": [
        [
            246817.7004051119,
            288101.3983973003,
            -41283.6979921885,
            -132425.2575283043,
            575487.7129002232,
            -707912.9704285277
        ],
        [
            246.8177,
            288.101398,
            -41.283698,
            -132.425258,
            575.487713,
            -707.91297
        ],
        [
            0.131059,
            0.152981,
            -0.021922,
            0,
            0.101486,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240972,
            -67221,
            -173751,
            -667285,
            -184099,
            -836154
        ],
        [
            1.319269,
            1.911414,
            0.909657,
            0.929092,
            2.164982,
            0.484618
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            38,
            16,
            22,
            42,
            18,
            24
        ],
        [
            35,
            20,
            15,
            31,
            18,
            13
        ],
        [
            52.054795,
            44.444444,
            59.459459,
            57.534247,
            50,
            64.864865
        ],
        [
            1.215117,
            2.389268,
            0.620221,
            0.685758,
            2.164982,
            0.262501
        ],
        [
            98637,
            98637,
            60208,
            243178,
            243178,
            104882
        ],
        [
            -123670,
            -42355,
            -123670,
            -667285,
            -89781,
            -667285
        ],
        [
            97,
            109,
            84,
            97,
            109,
            84
        ],
        [
            87,
            91,
            84,
            90,
            97,
            84
        ],
        [
            107,
            124,
            85,
            106,
            122,
            84
        ],
        [
            7091,
            3959,
            3132,
            7091,
            3959,
            3132
        ],
        [
            0,
            0,
            0,
            46.94894,
            79.94894,
            46.94894
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93870,
            312690,
            -579546,
            -654812,
            -52400,
            -578286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7533,
    "evaluation_days": 1883.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601575200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760157988386,
    "expiration_time": 1765022184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 192,
            "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)