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Trade: CRV/USDT/720/HILO/HMA/7881

Strategy
CRV/USDT/720/HILO/HMA/7881
Pair
CRV_USDT
Interval
12h
Score
317945
Daily Profit
0.179843
Profit Factor
1.316330
Profitability
48.421053
Streak
27.601036
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 17:25
Expiration Time
2025-11-26 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 337025.3332 371066.8062 -34041.4731 -104361.8499 256262.2808 -360624.1307
Total P&L (%) 337.0253 371.0668 -34.0415 -104.3619 256.2623 -360.6241
Avg Daily Profit (%) 0.1798 0.198 -0.0182 0 0.0678 0
Buy And Hold Return (%) 41.2623 41.2623 41.2623 41.2623 41.2623 41.2623
Max Trade Drawdown -202775 -147573 -130782 -383188 -184544 -397479
Profit Factor 1.3163 1.8611 0.9463 0.9174 1.6545 0.5866
Total Trades 190 95 95 190 95 95
Winning Trades 92 41 51 86 46 40
Losing Trades 98 54 44 104 49 55
Profitability (%) 48.4211 43.1579 53.6842 45.2632 48.4211 42.1053
Ratio Avg Win / Avg Loss 1.4022 2.4512 0.8165 1.1094 1.7624 0.8065
Largest Winning Trade 209210 209210 41108 210848 210848 70409
Largest Losing Trade -102459 -33545 -102459 -105035 -66350 -105035
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 21 25 18 20 21 18
Avg Bars in Losers 15 16 15 17 19 15
Bars Traded 3546 1935 1611 3546 1935 1611
Profit Streak 27.601 0 28.101 0 124.601 0
Trades During Streak 1 0 1 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317945 304291 -579782 -579680 -98990 -583871
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759328729487,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "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": [
        [
            337025.3331509677,
            371066.8062247389,
            -34041.4730737716,
            -104361.8498831427,
            256262.2808410499,
            -360624.1307241923
        ],
        [
            337.025333,
            371.066806,
            -34.041473,
            -104.36185,
            256.262281,
            -360.624131
        ],
        [
            0.179843,
            0.198008,
            -0.018165,
            0,
            0.067819,
            0
        ],
        [
            41.262327,
            41.262327,
            41.262327,
            41.262327,
            41.262327,
            41.262327
        ],
        [
            -202775,
            -147573,
            -130782,
            -383188,
            -184544,
            -397479
        ],
        [
            1.31633,
            1.86108,
            0.946348,
            0.917424,
            1.654492,
            0.586579
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            92,
            41,
            51,
            86,
            46,
            40
        ],
        [
            98,
            54,
            44,
            104,
            49,
            55
        ],
        [
            48.421053,
            43.157895,
            53.684211,
            45.263158,
            48.421053,
            42.105263
        ],
        [
            1.402178,
            2.451179,
            0.816457,
            1.109444,
            1.762394,
            0.806545
        ],
        [
            209210,
            209210,
            41108,
            210848,
            210848,
            70409
        ],
        [
            -102459,
            -33545,
            -102459,
            -105035,
            -66350,
            -105035
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            21,
            25,
            18,
            20,
            21,
            18
        ],
        [
            15,
            16,
            15,
            17,
            19,
            15
        ],
        [
            3546,
            1935,
            1611,
            3546,
            1935,
            1611
        ],
        [
            27.601036,
            0,
            28.101036,
            0,
            124.601036,
            0
        ],
        [
            1,
            0,
            1,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317945,
            304291,
            -579782,
            -579680,
            -98990,
            -583871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759328729487,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "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)