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Trade: CRV/USDT/720/HILO/FWMA/2656

Strategy
CRV/USDT/720/HILO/FWMA/2656
Pair
CRV_USDT
Interval
12h
Score
367350
Daily Profit
0.197684
Profit Factor
2.789976
Profitability
41.463415
Streak
109.572741
Best Strategy
Training Data Length
1871.000000
Evaluation Time
2025-09-28 16:44
Expiration Time
2025-11-23 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377377.0818 369867.3965 7509.6853 139041.7617 239456.8634 -100415.1016
Total P&L (%) 377.3771 369.8674 7.5097 139.0418 239.4569 -100.4151
Avg Daily Profit (%) 0.2017 0.1977 0.004 0.0466 0.0653 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135017 -89216 -110781 -193662 -105880 -182436
Profit Factor 1.6957 2.79 1.0224 1.2088 1.9666 0.76
Total Trades 81 41 40 81 41 40
Winning Trades 34 17 17 34 17 17
Losing Trades 47 24 23 47 24 23
Profitability (%) 41.9753 41.4634 42.5 41.9753 41.4634 42.5
Ratio Avg Win / Avg Loss 2.3441 3.9388 1.3832 1.6709 2.7764 1.0282
Largest Winning Trade 220503 220503 60394 140714 140714 54647
Largest Losing Trade -43911 -19239 -43911 -106593 -24664 -106593
Avg Bars in Trades 43 40 45 43 40 45
Avg Bars in Winners 79 72 85 79 72 85
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 3485 1657 1828 3485 1657 1828
Profit Streak 109.5727 109.5727 110.0727 109.5727 109.5727 110.0727
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7591 367350 -551484 -148490 -104668 -581437
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067084822,
    "expiration_time": 1763910432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "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": [
        [
            377377.0818219086,
            369867.3965368176,
            7509.6852850908,
            139041.7617323883,
            239456.8633502825,
            -100415.1016178943
        ],
        [
            377.377082,
            369.867397,
            7.509685,
            139.041762,
            239.456863,
            -100.415102
        ],
        [
            0.201698,
            0.197684,
            0.004014,
            0.046589,
            0.065343,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135017,
            -89216,
            -110781,
            -193662,
            -105880,
            -182436
        ],
        [
            1.695735,
            2.789976,
            1.022365,
            1.208753,
            1.966587,
            0.759959
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            41.975309,
            41.463415,
            42.5,
            41.975309,
            41.463415,
            42.5
        ],
        [
            2.344104,
            3.93879,
            1.383199,
            1.670923,
            2.776358,
            1.02818
        ],
        [
            220503,
            220503,
            60394,
            140714,
            140714,
            54647
        ],
        [
            -43911,
            -19239,
            -43911,
            -106593,
            -24664,
            -106593
        ],
        [
            43,
            40,
            45,
            43,
            40,
            45
        ],
        [
            79,
            72,
            85,
            79,
            72,
            85
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            3485,
            1657,
            1828,
            3485,
            1657,
            1828
        ],
        [
            109.572741,
            109.572741,
            110.072741,
            109.572741,
            109.572741,
            110.072741
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7591,
            367350,
            -551484,
            -148490,
            -104668,
            -581437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3742,
    "evaluation_days": 1871,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067084822,
    "expiration_time": 1763910432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 7,
            "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)