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Trade: CRV/USDT/720/PWMA/HL2/1967

Strategy
CRV/USDT/720/PWMA/HL2/1967
Pair
CRV_USDT
Interval
12h
Score
349125
Daily Profit
0.330710
Profit Factor
2.119693
Profitability
36.842105
Streak
251.554462
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-27 04:18
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 617435.4185 560498.4785 56936.94 584556.1702 522186.0732 62370.097
Total P&L (%) 617.4354 560.4985 56.9369 584.5562 522.1861 62.3701
Avg Daily Profit (%) 0.3307 0.3002 0.0305 0.1031 0.098 0.026
Buy And Hold Return (%) 41.984 41.984 41.984 41.984 41.984 41.984
Max Trade Drawdown -146890 -67243 -102773 -169645 -99860 -136423
Profit Factor 2.1197 3.0915 1.2009 1.9535 2.7154 1.2021
Total Trades 95 48 47 95 48 47
Winning Trades 35 16 19 35 16 19
Losing Trades 60 32 28 60 32 28
Profitability (%) 36.8421 33.3333 40.4255 36.8421 33.3333 40.4255
Ratio Avg Win / Avg Loss 3.6338 6.183 1.7697 3.3489 5.4307 1.7715
Largest Winning Trade 296307 296307 61233 231828 231828 118058
Largest Losing Trade -27940 -22120 -27940 -57852 -37084 -57852
Avg Bars in Trades 36 33 40 36 33 40
Avg Bars in Winners 79 74 83 79 74 83
Avg Bars in Losers 11 12 11 11 12 11
Bars Traded 3479 1584 1896 3479 1584 1896
Profit Streak 251.5545 251.5545 252.5545 251.5545 251.5545 252.5545
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349125 337654 -209199 -54720 -62013 -174972
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935905518,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            617435.4184968339,
            560498.478456011,
            56936.9400408228,
            584556.1701924213,
            522186.0732237496,
            62370.0969686715
        ],
        [
            617.435418,
            560.498478,
            56.93694,
            584.55617,
            522.186073,
            62.370097
        ],
        [
            0.33071,
            0.300213,
            0.030496,
            0.103085,
            0.097963,
            0.025965
        ],
        [
            41.983968,
            41.983968,
            41.983968,
            41.983968,
            41.983968,
            41.983968
        ],
        [
            -146890,
            -67243,
            -102773,
            -169645,
            -99860,
            -136423
        ],
        [
            2.119693,
            3.091496,
            1.200876,
            1.953532,
            2.715353,
            1.202091
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            36.842105,
            33.333333,
            40.425532,
            36.842105,
            33.333333,
            40.425532
        ],
        [
            3.63376,
            6.182992,
            1.769712,
            3.348911,
            5.430706,
            1.771502
        ],
        [
            296307,
            296307,
            61233,
            231828,
            231828,
            118058
        ],
        [
            -27940,
            -22120,
            -27940,
            -57852,
            -37084,
            -57852
        ],
        [
            36,
            33,
            40,
            36,
            33,
            40
        ],
        [
            79,
            74,
            83,
            79,
            74,
            83
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            3479,
            1584,
            1896,
            3479,
            1584,
            1896
        ],
        [
            251.554462,
            251.554462,
            252.554462,
            251.554462,
            251.554462,
            252.554462
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349125,
            337654,
            -209199,
            -54720,
            -62013,
            -174972
        ]
    ]
}
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": 1602763200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758935905518,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)