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Trade: CRV/USDT/720/PWMA/WMA/8941

Strategy
CRV/USDT/720/PWMA/WMA/8941
Pair
CRV_USDT
Interval
12h
Score
499817
Daily Profit
0.251279
Profit Factor
2.961649
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 19:16
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 417458.0055 470896.645 -53438.6396 -64492.9839 83483.2557 -147976.2396
Total P&L (%) 417.458 470.8966 -53.4386 -64.493 83.4833 -147.9762
Avg Daily Profit (%) 0.2228 0.2513 -0.0285 -0.0552 0.0324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152135 -81910 -84650 -67158 -26917 -78427
Profit Factor 1.6548 2.9616 0.8656 0.7547 2.5238 0.2888
Total Trades 58 29 29 58 29 29
Winning Trades 31 15 16 31 15 16
Losing Trades 27 14 13 27 14 13
Profitability (%) 53.4483 51.7241 55.1724 53.4483 51.7241 55.1724
Ratio Avg Win / Avg Loss 1.4413 2.7642 0.7033 0.6573 2.3555 0.2347
Largest Winning Trade 325816 325816 70421 27899 27899 17069
Largest Losing Trade -69548 -52658 -69548 -69548 -18587 -69548
Avg Bars in Trades 58 62 55 58 62 55
Avg Bars in Winners 69 74 65 69 74 65
Avg Bars in Losers 45 48 43 45 48 43
Bars Traded 3410 1798 1612 3410 1798 1612
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169214 499817 -580162 -759830 -144636 -580162
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335402977,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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": [
        [
            417458.0054774857,
            470896.6450333872,
            -53438.6395559015,
            -64492.9838694316,
            83483.2557158973,
            -147976.2395853288
        ],
        [
            417.458005,
            470.896645,
            -53.43864,
            -64.492984,
            83.483256,
            -147.97624
        ],
        [
            0.222763,
            0.251279,
            -0.028516,
            -0.055238,
            0.032393,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152135,
            -81910,
            -84650,
            -67158,
            -26917,
            -78427
        ],
        [
            1.654803,
            2.961649,
            0.865557,
            0.754654,
            2.523754,
            0.288842
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            53.448276,
            51.724138,
            55.172414,
            53.448276,
            51.724138,
            55.172414
        ],
        [
            1.44128,
            2.764205,
            0.703265,
            0.657279,
            2.355504,
            0.234684
        ],
        [
            325816,
            325816,
            70421,
            27899,
            27899,
            17069
        ],
        [
            -69548,
            -52658,
            -69548,
            -69548,
            -18587,
            -69548
        ],
        [
            58,
            62,
            55,
            58,
            62,
            55
        ],
        [
            69,
            74,
            65,
            69,
            74,
            65
        ],
        [
            45,
            48,
            43,
            45,
            48,
            43
        ],
        [
            3410,
            1798,
            1612,
            3410,
            1798,
            1612
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169214,
            499817,
            -580162,
            -759830,
            -144636,
            -580162
        ]
    ]
}
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": 1606694400000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335402977,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "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)