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Trade: CRV/USDT/360/WMA/SUPERTREND/4459

Strategy
CRV/USDT/360/WMA/SUPERTREND/4459
Pair
CRV_USDT
Interval
6h
Score
324400
Daily Profit
0.228920
Profit Factor
1.458803
Profitability
44.117647
Streak
10.480678
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 406108.8266 429510.2682 -23401.4415 -53689.5081 273887.4951 -327577.0032
Total P&L (%) 406.1088 429.5103 -23.4014 -53.6895 273.8875 -327.577
Avg Daily Profit (%) 0.2164 0.2289 -0.0125 -0.041 0.0703 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226194 -156196 -114112 -1123646 -753121 -728627
Profit Factor 1.2285 1.4588 0.9722 0.9883 1.1176 0.8549
Total Trades 339 170 169 339 170 169
Winning Trades 159 75 84 159 75 84
Losing Trades 180 95 85 180 95 85
Profitability (%) 46.9027 44.1176 49.7041 46.9027 44.1176 49.7041
Ratio Avg Win / Avg Loss 1.3907 1.8478 0.9838 1.1188 1.4157 0.865
Largest Winning Trade 113323 113323 24267 258607 258607 117974
Largest Losing Trade -68295 -39966 -68295 -250096 -233972 -250096
Avg Bars in Trades 21 25 17 21 25 17
Avg Bars in Winners 24 28 21 24 28 21
Avg Bars in Losers 18 23 14 18 23 14
Bars Traded 7291 4306 2985 7291 4306 2985
Profit Streak 9.9807 10.4807 0 9.9807 10.4807 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321044 324400 -580285 -577601 -191220 -580285
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": 1599933600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555930614,
    "expiration_time": 1764399240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 115,
            "offset": 0,
            "multiplier": 2.90664
        }
    }
}
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": [
        [
            406108.826628125,
            429510.2681605931,
            -23401.441532468,
            -53689.508101682,
            273887.4951143738,
            -327577.0032160559
        ],
        [
            406.108827,
            429.510268,
            -23.401442,
            -53.689508,
            273.887495,
            -327.577003
        ],
        [
            0.216447,
            0.22892,
            -0.012472,
            -0.04102,
            0.070313,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226194,
            -156196,
            -114112,
            -1123646,
            -753121,
            -728627
        ],
        [
            1.228485,
            1.458803,
            0.972182,
            0.988291,
            1.117623,
            0.854855
        ],
        [
            339,
            170,
            169,
            339,
            170,
            169
        ],
        [
            159,
            75,
            84,
            159,
            75,
            84
        ],
        [
            180,
            95,
            85,
            180,
            95,
            85
        ],
        [
            46.902655,
            44.117647,
            49.704142,
            46.902655,
            44.117647,
            49.704142
        ],
        [
            1.390738,
            1.847817,
            0.983756,
            1.11882,
            1.415656,
            0.865032
        ],
        [
            113323,
            113323,
            24267,
            258607,
            258607,
            117974
        ],
        [
            -68295,
            -39966,
            -68295,
            -250096,
            -233972,
            -250096
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            24,
            28,
            21,
            24,
            28,
            21
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            7291,
            4306,
            2985,
            7291,
            4306,
            2985
        ],
        [
            9.980678,
            10.480678,
            0,
            9.980678,
            10.480678,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321044,
            324400,
            -580285,
            -577601,
            -191220,
            -580285
        ]
    ]
}
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": 1599933600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759555930614,
    "expiration_time": 1764399240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 115,
            "offset": 0,
            "multiplier": 2.90664
        }
    }
}

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)