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Trade: CRV/USDT/360/SWMA/DCM/2085

Strategy
CRV/USDT/360/SWMA/DCM/2085
Pair
CRV_USDT
Interval
6h
Score
532630
Daily Profit
0.424697
Profit Factor
3.232161
Profitability
45.161290
Streak
168.653066
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 12:40
Expiration Time
2025-11-28 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 858784.4595 796518.4777 62265.9818 218242.1328 663870.1157 -445627.983
Total P&L (%) 858.7845 796.5185 62.266 218.2421 663.8701 -445.628
Avg Daily Profit (%) 0.4579 0.4247 0.0332 0.0617 0.1085 0
Buy And Hold Return (%) 53.3537 53.3537 53.3537 53.3537 53.3537 53.3537
Max Trade Drawdown -232392 -135482 -154630 -1197992 -495178 -777230
Profit Factor 2.4228 3.2322 1.2523 1.1131 1.7018 0.547
Total Trades 63 31 32 63 31 32
Winning Trades 32 14 18 32 14 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 50.7937 45.1613 56.25 50.7937 45.1613 56.25
Ratio Avg Win / Avg Loss 2.3471 3.9248 0.974 1.0783 2.0665 0.4255
Largest Winning Trade 556435 556435 39747 743336 743336 141051
Largest Losing Trade -63452 -43551 -63452 -441188 -248112 -441188
Avg Bars in Trades 110 141 80 110 141 80
Avg Bars in Winners 146 186 115 146 186 115
Avg Bars in Losers 73 104 35 73 104 35
Bars Traded 6968 4384 2584 6968 4384 2584
Profit Streak 168.6531 168.6531 173.9031 168.6531 168.6531 173.9031
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134684 532630 -262475 -358284 -45880 -579031
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759484424944,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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": [
        [
            858784.4595021285,
            796518.4777380184,
            62265.9817641104,
            218242.1327681772,
            663870.1157374961,
            -445627.9829693187
        ],
        [
            858.78446,
            796.518478,
            62.265982,
            218.242133,
            663.870116,
            -445.627983
        ],
        [
            0.457896,
            0.424697,
            0.0332,
            0.061744,
            0.108469,
            0
        ],
        [
            53.353659,
            53.353659,
            53.353659,
            53.353659,
            53.353659,
            53.353659
        ],
        [
            -232392,
            -135482,
            -154630,
            -1197992,
            -495178,
            -777230
        ],
        [
            2.422808,
            3.232161,
            1.252348,
            1.113098,
            1.701822,
            0.547013
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50.793651,
            45.16129,
            56.25,
            50.793651,
            45.16129,
            56.25
        ],
        [
            2.347096,
            3.924767,
            0.974048,
            1.078313,
            2.066498,
            0.425455
        ],
        [
            556435,
            556435,
            39747,
            743336,
            743336,
            141051
        ],
        [
            -63452,
            -43551,
            -63452,
            -441188,
            -248112,
            -441188
        ],
        [
            110,
            141,
            80,
            110,
            141,
            80
        ],
        [
            146,
            186,
            115,
            146,
            186,
            115
        ],
        [
            73,
            104,
            35,
            73,
            104,
            35
        ],
        [
            6968,
            4384,
            2584,
            6968,
            4384,
            2584
        ],
        [
            168.653066,
            168.653066,
            173.903066,
            168.653066,
            168.653066,
            173.903066
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134684,
            532630,
            -262475,
            -358284,
            -45880,
            -579031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602676800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759484424944,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 243,
            "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)