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Trade: CRV/USDT/720/FWMA/SUPERTREND/9132

Strategy
CRV/USDT/720/FWMA/SUPERTREND/9132
Pair
CRV_USDT
Interval
12h
Score
306216
Daily Profit
0.156950
Profit Factor
1.405662
Profitability
59.615385
Streak
9.257940
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-12 21:11
Expiration Time
2025-12-08 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295850.7611 198881.3604 96969.4006 34089.5849 67763.3214 -33673.7365
Total P&L (%) 295.8508 198.8814 96.9694 34.0896 67.7633 -33.6737
Avg Daily Profit (%) 0.157 0.1055 0.0514 0.0156 0.0275 -0.0218
Buy And Hold Return (%) 25.1948 25.1948 25.1948 25.1948 25.1948 25.1948
Max Trade Drawdown -96748 -99706 -95402 -244979 -204881 -207507
Profit Factor 1.4057 1.5965 1.2449 1.0296 1.1265 0.9454
Total Trades 104 52 52 104 52 52
Winning Trades 62 30 32 62 30 32
Losing Trades 42 22 20 42 22 20
Profitability (%) 59.6154 57.6923 61.5385 59.6154 57.6923 61.5385
Ratio Avg Win / Avg Loss 0.9522 1.1708 0.7781 0.6975 0.8261 0.5909
Largest Winning Trade 50282 50282 38002 63924 58669 63924
Largest Losing Trade -64502 -45112 -64502 -138851 -138851 -119170
Avg Bars in Trades 33 39 26 33 39 26
Avg Bars in Winners 20 22 18 20 22 18
Avg Bars in Losers 51 63 38 51 63 38
Bars Traded 3436 2079 1357 3436 2079 1357
Profit Streak 9.2579 0 74.7579 9.2579 0 74.7579
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306216 -229292 -305807 -415448 -421654 -758094
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292686030,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 218,
            "offset": 0,
            "multiplier": 2.66292
        }
    }
}
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": [
        [
            295850.7610508836,
            198881.3604476249,
            96969.4006032586,
            34089.5849341674,
            67763.3214351612,
            -33673.7365009938
        ],
        [
            295.850761,
            198.88136,
            96.969401,
            34.089585,
            67.763321,
            -33.673737
        ],
        [
            0.15695,
            0.105507,
            0.051443,
            0.015563,
            0.027451,
            -0.021779
        ],
        [
            25.194805,
            25.194805,
            25.194805,
            25.194805,
            25.194805,
            25.194805
        ],
        [
            -96748,
            -99706,
            -95402,
            -244979,
            -204881,
            -207507
        ],
        [
            1.405662,
            1.596495,
            1.244943,
            1.029595,
            1.126536,
            0.945367
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            59.615385,
            57.692308,
            61.538462,
            59.615385,
            57.692308,
            61.538462
        ],
        [
            0.952223,
            1.170763,
            0.778089,
            0.697467,
            0.826126,
            0.590854
        ],
        [
            50282,
            50282,
            38002,
            63924,
            58669,
            63924
        ],
        [
            -64502,
            -45112,
            -64502,
            -138851,
            -138851,
            -119170
        ],
        [
            33,
            39,
            26,
            33,
            39,
            26
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            51,
            63,
            38,
            51,
            63,
            38
        ],
        [
            3436,
            2079,
            1357,
            3436,
            2079,
            1357
        ],
        [
            9.25794,
            0,
            74.75794,
            9.25794,
            0,
            74.75794
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306216,
            -229292,
            -305807,
            -415448,
            -421654,
            -758094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604793600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292686030,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 218,
            "offset": 0,
            "multiplier": 2.66292
        }
    }
}

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)