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Trade: CRV/USDT/360/WMA/SMA/4147

Strategy
CRV/USDT/360/WMA/SMA/4147
Pair
CRV_USDT
Interval
6h
Score
342772
Daily Profit
0.191262
Profit Factor
1.983068
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1874.750000
Evaluation Time
2025-10-02 17:53
Expiration Time
2025-11-27 19:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266099.2758 358568.5787 -92469.3028 -81570.714 66456.2907 -148027.0047
Total P&L (%) 266.0993 358.5686 -92.4693 -81.5707 66.4563 -148.027
Avg Daily Profit (%) 0.1419 0.1913 -0.0493 -0.0902 0.0272 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167808 -180018 -104434 -230199 -177295 -146969
Profit Factor 1.3784 1.9831 0.7268 0.8501 1.2261 0.4088
Total Trades 65 33 32 65 33 32
Winning Trades 31 15 16 31 15 16
Losing Trades 34 18 16 34 18 16
Profitability (%) 47.6923 45.4545 50 47.6923 45.4545 50
Ratio Avg Win / Avg Loss 1.5118 2.3797 0.7268 0.9324 1.4713 0.4088
Largest Winning Trade 213401 213401 39901 156099 156099 23119
Largest Losing Trade -59454 -54110 -59454 -119438 -119438 -73447
Avg Bars in Trades 106 97 116 106 97 116
Avg Bars in Winners 149 139 158 149 139 158
Avg Bars in Losers 68 62 74 68 62 74
Bars Traded 6948 3219 3729 6948 3219 3729
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138777 342772 -580810 -717675 -158957 -580810
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416828229,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 69,
            "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": [
        [
            266099.2758346531,
            358568.5786665905,
            -92469.3028319374,
            -81570.7139616556,
            66456.2906934584,
            -148027.004655114
        ],
        [
            266.099276,
            358.568579,
            -92.469303,
            -81.570714,
            66.456291,
            -148.027005
        ],
        [
            0.141939,
            0.191262,
            -0.049324,
            -0.09017,
            0.027184,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167808,
            -180018,
            -104434,
            -230199,
            -177295,
            -146969
        ],
        [
            1.378401,
            1.983068,
            0.726807,
            0.850147,
            1.22607,
            0.408778
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            47.692308,
            45.454545,
            50,
            47.692308,
            45.454545,
            50
        ],
        [
            1.511794,
            2.379681,
            0.726807,
            0.932419,
            1.471285,
            0.408778
        ],
        [
            213401,
            213401,
            39901,
            156099,
            156099,
            23119
        ],
        [
            -59454,
            -54110,
            -59454,
            -119438,
            -119438,
            -73447
        ],
        [
            106,
            97,
            116,
            106,
            97,
            116
        ],
        [
            149,
            139,
            158,
            149,
            139,
            158
        ],
        [
            68,
            62,
            74,
            68,
            62,
            74
        ],
        [
            6948,
            3219,
            3729,
            6948,
            3219,
            3729
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138777,
            342772,
            -580810,
            -717675,
            -158957,
            -580810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600819200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416828229,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 69,
            "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)