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Trade: CRV/USDT/720/SINWMA/SUPERTREND/7632

Strategy
CRV/USDT/720/SINWMA/SUPERTREND/7632
Pair
CRV_USDT
Interval
12h
Score
406065
Daily Profit
0.300417
Profit Factor
1.414031
Profitability
43.612335
Streak
22.006704
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-25 15:09
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 560878.751 509781.5523 51097.1987 -41805.672 175223.6832 -217029.3552
Total P&L (%) 560.8788 509.7816 51.0972 -41.8057 175.2237 -217.0294
Avg Daily Profit (%) 0.3004 0.273 0.0274 -0.029 0.0542 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210571 -186090 -143809 -474526 -160908 -452536
Profit Factor 1.414 1.804 1.0709 0.9692 1.3372 0.7411
Total Trades 227 113 114 227 113 114
Winning Trades 99 49 50 99 49 50
Losing Trades 128 64 64 128 64 64
Profitability (%) 43.6123 43.3628 43.8596 43.6123 43.3628 43.8596
Ratio Avg Win / Avg Loss 1.8282 2.3562 1.3708 1.2531 1.7465 0.9486
Largest Winning Trade 200731 200731 81477 129053 128766 129053
Largest Losing Trade -90417 -48323 -90417 -346156 -108881 -346156
Avg Bars in Trades 16 14 18 16 14 18
Avg Bars in Winners 19 17 20 19 17 20
Avg Bars in Losers 13 11 15 13 11 15
Bars Traded 3677 1626 2052 3677 1626 2052
Profit Streak 22.0067 25.0067 22.0067 22.0067 25.0067 22.0067
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406065 379860 -301416 -578619 -120595 -582093

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599436800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802179252,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 7,
            "offset": 0,
            "multiplier": 2.83806
        }
    }
}
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": [
        [
            560878.7509766244,
            509781.5522987845,
            51097.1986778401,
            -41805.671996643,
            175223.6832493483,
            -217029.3552459914
        ],
        [
            560.878751,
            509.781552,
            51.097199,
            -41.805672,
            175.223683,
            -217.029355
        ],
        [
            0.300417,
            0.273049,
            0.027369,
            -0.028993,
            0.054241,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210571,
            -186090,
            -143809,
            -474526,
            -160908,
            -452536
        ],
        [
            1.414031,
            1.803965,
            1.07091,
            0.969213,
            1.337171,
            0.741086
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            43.612335,
            43.362832,
            43.859649,
            43.612335,
            43.362832,
            43.859649
        ],
        [
            1.828243,
            2.356199,
            1.370765,
            1.253124,
            1.746509,
            0.94859
        ],
        [
            200731,
            200731,
            81477,
            129053,
            128766,
            129053
        ],
        [
            -90417,
            -48323,
            -90417,
            -346156,
            -108881,
            -346156
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            19,
            17,
            20,
            19,
            17,
            20
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            3677,
            1626,
            2052,
            3677,
            1626,
            2052
        ],
        [
            22.006704,
            25.006704,
            22.006704,
            22.006704,
            25.006704,
            22.006704
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406065,
            379860,
            -301416,
            -578619,
            -120595,
            -582093
        ]
    ]
}
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": 1599436800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802179252,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 7,
            "offset": 0,
            "multiplier": 2.83806
        }
    }
}

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)