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Trade: CRV/USDT/360/SWMA/SINWMA/8930

Strategy
CRV/USDT/360/SWMA/SINWMA/8930
Pair
CRV_USDT
Interval
6h
Score
301081
Daily Profit
0.246114
Profit Factor
2.864155
Profitability
34.482759
Streak
267.980726
Best Strategy
Training Data Length
1876.250000
Evaluation Time
2025-10-04 08:32
Expiration Time
2025-11-29 08:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515427.0937 461771.3704 53655.7233 379752.0148 433761.7878 -54009.773
Total P&L (%) 515.4271 461.7714 53.6557 379.752 433.7618 -54.0098
Avg Daily Profit (%) 0.2747 0.2461 0.0286 0.0836 0.0893 -0.0414
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115437 -92334 -119089 -167169 -80533 -179342
Profit Factor 2.0636 2.8642 1.2265 1.6896 2.7262 0.8196
Total Trades 57 29 28 57 29 28
Winning Trades 22 10 12 22 10 12
Losing Trades 35 19 16 35 19 16
Profitability (%) 38.5965 34.4828 42.8571 38.5965 34.4828 42.8571
Ratio Avg Win / Avg Loss 3.2831 5.4419 1.6354 2.6881 5.1797 1.0928
Largest Winning Trade 217775 217775 50969 193532 193532 81592
Largest Losing Trade -45634 -36936 -45634 -67583 -43880 -67583
Avg Bars in Trades 122 106 138 122 106 138
Avg Bars in Winners 209 198 218 209 198 218
Avg Bars in Losers 67 58 78 67 58 78
Bars Traded 6963 3094 3868 6963 3094 3868
Profit Streak 82.7307 267.9807 0 82.7307 267.9807 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171054 301081 -178853 -261777 -73655 -602944
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555934708,
    "expiration_time": 1764399240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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": [
        [
            515427.0937077366,
            461771.3704357595,
            53655.7232719771,
            379752.0148483954,
            433761.7878249888,
            -54009.7729765934
        ],
        [
            515.427094,
            461.77137,
            53.655723,
            379.752015,
            433.761788,
            -54.009773
        ],
        [
            0.274711,
            0.246114,
            0.028597,
            0.083611,
            0.089302,
            -0.04139
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115437,
            -92334,
            -119089,
            -167169,
            -80533,
            -179342
        ],
        [
            2.063645,
            2.864155,
            1.226515,
            1.68964,
            2.726156,
            0.819586
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            38.596491,
            34.482759,
            42.857143,
            38.596491,
            34.482759,
            42.857143
        ],
        [
            3.283072,
            5.441895,
            1.635354,
            2.688063,
            5.179697,
            1.092781
        ],
        [
            217775,
            217775,
            50969,
            193532,
            193532,
            81592
        ],
        [
            -45634,
            -36936,
            -45634,
            -67583,
            -43880,
            -67583
        ],
        [
            122,
            106,
            138,
            122,
            106,
            138
        ],
        [
            209,
            198,
            218,
            209,
            198,
            218
        ],
        [
            67,
            58,
            78,
            67,
            58,
            78
        ],
        [
            6963,
            3094,
            3868,
            6963,
            3094,
            3868
        ],
        [
            82.730726,
            267.980726,
            0,
            82.730726,
            267.980726,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171054,
            301081,
            -178853,
            -261777,
            -73655,
            -602944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 1876.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601100000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555934708,
    "expiration_time": 1764399240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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)