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Trade: CRV/USDT/360/SWMA/JMA/9369

Strategy
CRV/USDT/360/SWMA/JMA/9369
Pair
CRV_USDT
Interval
6h
Score
416107
Daily Profit
0.267618
Profit Factor
1.277802
Profitability
61.111111
Streak
17.318542
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-25 10:38
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 499575.5961 446564.1341 53011.462 -63013.3511 49849.6966 -112863.0477
Total P&L (%) 499.5756 446.5641 53.0115 -63.0134 49.8497 -112.863
Avg Daily Profit (%) 0.2676 0.2392 0.0284 -0.0533 0.0217 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -274005 -160358 -188110 -307940 -191363 -187276
Profit Factor 1.2778 1.4847 1.0605 0.9317 1.1138 0.767
Total Trades 360 180 180 360 180 180
Winning Trades 220 108 112 220 108 112
Losing Trades 140 72 68 140 72 68
Profitability (%) 61.1111 60 62.2222 61.1111 60 62.2222
Ratio Avg Win / Avg Loss 0.8131 0.9898 0.6438 0.5929 0.7425 0.4657
Largest Winning Trade 205709 205709 39870 48057 48057 32944
Largest Losing Trade -65548 -44442 -65548 -126228 -126228 -78864
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 26 27 25 26 27 25
Bars Traded 7378 3777 3600 7378 3777 3600
Profit Streak 17.3185 17.3185 74.0685 17.3185 17.3185 74.0685
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416107 361148 -308048 -575699 -259754 -577056

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758785922050,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 54,
            "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": [
        [
            499575.5961249896,
            446564.1341113383,
            53011.4620136515,
            -63013.3511479568,
            49849.6965917586,
            -112863.0477397155
        ],
        [
            499.575596,
            446.564134,
            53.011462,
            -63.013351,
            49.849697,
            -112.863048
        ],
        [
            0.267618,
            0.23922,
            0.028398,
            -0.053266,
            0.021669,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -274005,
            -160358,
            -188110,
            -307940,
            -191363,
            -187276
        ],
        [
            1.277802,
            1.484654,
            1.060453,
            0.931696,
            1.113791,
            0.767031
        ],
        [
            360,
            180,
            180,
            360,
            180,
            180
        ],
        [
            220,
            108,
            112,
            220,
            108,
            112
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            61.111111,
            60,
            62.222222,
            61.111111,
            60,
            62.222222
        ],
        [
            0.813147,
            0.989769,
            0.643846,
            0.592897,
            0.742527,
            0.465697
        ],
        [
            205709,
            205709,
            39870,
            48057,
            48057,
            32944
        ],
        [
            -65548,
            -44442,
            -65548,
            -126228,
            -126228,
            -78864
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            7378,
            3777,
            3600,
            7378,
            3777,
            3600
        ],
        [
            17.318542,
            17.318542,
            74.068542,
            17.318542,
            17.318542,
            74.068542
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416107,
            361148,
            -308048,
            -575699,
            -259754,
            -577056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598594400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758785922050,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 54,
            "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)