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Trade: CRV/USDT/720/WMA/SUPERTREND/8095

Strategy
CRV/USDT/720/WMA/SUPERTREND/8095
Pair
CRV_USDT
Interval
12h
Score
319386
Daily Profit
0.153008
Profit Factor
1.940897
Profitability
44.736842
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 226411.3723 286736.6932 -60325.3208 -56188.9993 94200.2167 -150389.216
Total P&L (%) 226.4114 286.7367 -60.3253 -56.189 94.2002 -150.3892
Avg Daily Profit (%) 0.1208 0.153 -0.0322 -0.044 0.0354 0
Buy And Hold Return (%) 29.045 29.045 29.045 29.045 29.045 29.045
Max Trade Drawdown -138773 -78506 -108599 -179053 -145433 -114643
Profit Factor 1.3323 1.9409 0.8398 0.9312 1.2482 0.6558
Total Trades 75 38 37 75 38 37
Winning Trades 33 17 16 33 17 16
Losing Trades 42 21 21 42 21 21
Profitability (%) 44 44.7368 43.2432 44 44.7368 43.2432
Ratio Avg Win / Avg Loss 1.6957 2.3976 1.1022 1.1851 1.5419 0.8607
Largest Winning Trade 185588 185588 38360 125826 125826 32989
Largest Losing Trade -46205 -41615 -46205 -80748 -74195 -80748
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 64 57 70 64 57 70
Avg Bars in Losers 32 33 30 32 33 30
Bars Traded 3468 1692 1776 3468 1692 1776
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 -93935 319386 -581733 -642722 -149624 -583400
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606435200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335400037,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 2.81135
        }
    }
}
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": [
        [
            226411.3723356119,
            286736.6931794819,
            -60325.3208438703,
            -56188.999312536,
            94200.2167261797,
            -150389.2160387159
        ],
        [
            226.411372,
            286.736693,
            -60.325321,
            -56.188999,
            94.200217,
            -150.389216
        ],
        [
            0.120817,
            0.153008,
            -0.032191,
            -0.044029,
            0.035424,
            0
        ],
        [
            29.045045,
            29.045045,
            29.045045,
            29.045045,
            29.045045,
            29.045045
        ],
        [
            -138773,
            -78506,
            -108599,
            -179053,
            -145433,
            -114643
        ],
        [
            1.332331,
            1.940897,
            0.839788,
            0.931171,
            1.248244,
            0.655775
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            44,
            44.736842,
            43.243243,
            44,
            44.736842,
            43.243243
        ],
        [
            1.695694,
            2.397578,
            1.102221,
            1.185127,
            1.541948,
            0.860704
        ],
        [
            185588,
            185588,
            38360,
            125826,
            125826,
            32989
        ],
        [
            -46205,
            -41615,
            -46205,
            -80748,
            -74195,
            -80748
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            64,
            57,
            70,
            64,
            57,
            70
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            3468,
            1692,
            1776,
            3468,
            1692,
            1776
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93935,
            319386,
            -581733,
            -642722,
            -149624,
            -583400
        ]
    ]
}
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": 1606435200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759335400037,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 2.81135
        }
    }
}

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)