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Trade: CRV/USDT/720/PWMA/HILO/2751

Strategy
CRV/USDT/720/PWMA/HILO/2751
Pair
CRV_USDT
Interval
12h
Score
388441
Daily Profit
0.233975
Profit Factor
1.413048
Profitability
46.625767
Streak
5.736348
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-26 08:40
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436830.4252 479339.4838 -42509.0586 -36169.0037 116542.3106 -152711.3144
Total P&L (%) 436.8304 479.3395 -42.5091 -36.169 116.5423 -152.7113
Avg Daily Profit (%) 0.234 0.2567 -0.0228 -0.024 0.0414 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159696 -94668 -159876 -137897 -72899 -120947
Profit Factor 1.413 2.0155 0.9274 0.9519 1.3795 0.6571
Total Trades 163 82 81 163 82 81
Winning Trades 76 31 45 76 31 45
Losing Trades 87 51 36 87 51 36
Profitability (%) 46.6258 37.8049 55.5556 46.6258 37.8049 55.5556
Ratio Avg Win / Avg Loss 1.6176 3.3158 0.7419 1.0897 2.2695 0.5257
Largest Winning Trade 286138 286138 41957 88187 88187 25376
Largest Losing Trade -49254 -31358 -49254 -58281 -47040 -58281
Avg Bars in Trades 21 19 24 21 19 24
Avg Bars in Winners 28 28 28 28 28 28
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 3571 1599 1972 3571 1599 1972
Profit Streak 5.7363 5.7363 76.7363 5.7363 5.7363 76.7363
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388441 133752 -590367 -578118 -144158 -590367

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865220459,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            436830.4252348429,
            479339.4838187784,
            -42509.0585839356,
            -36169.0037085699,
            116542.310643288,
            -152711.314351858
        ],
        [
            436.830425,
            479.339484,
            -42.509059,
            -36.169004,
            116.542311,
            -152.711314
        ],
        [
            0.233975,
            0.256743,
            -0.022769,
            -0.024043,
            0.041391,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159696,
            -94668,
            -159876,
            -137897,
            -72899,
            -120947
        ],
        [
            1.413048,
            2.015514,
            0.927405,
            0.95193,
            1.379471,
            0.657069
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            76,
            31,
            45,
            76,
            31,
            45
        ],
        [
            87,
            51,
            36,
            87,
            51,
            36
        ],
        [
            46.625767,
            37.804878,
            55.555556,
            46.625767,
            37.804878,
            55.555556
        ],
        [
            1.617568,
            3.315846,
            0.741924,
            1.08971,
            2.269453,
            0.525656
        ],
        [
            286138,
            286138,
            41957,
            88187,
            88187,
            25376
        ],
        [
            -49254,
            -31358,
            -49254,
            -58281,
            -47040,
            -58281
        ],
        [
            21,
            19,
            24,
            21,
            19,
            24
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            3571,
            1599,
            1972,
            3571,
            1599,
            1972
        ],
        [
            5.736348,
            5.736348,
            76.736348,
            5.736348,
            5.736348,
            76.736348
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388441,
            133752,
            -590367,
            -578118,
            -144158,
            -590367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865220459,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)