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Trade: CRV/USDT/120/DCM/HMA/3218

Strategy
CRV/USDT/120/DCM/HMA/3218
Pair
CRV_USDT
Interval
2h
Score
434065
Daily Profit
0.261264
Profit Factor
1.335161
Profitability
55.182073
Streak
14.082939
Best Strategy
Training Data Length
1872.830000
Evaluation Time
2025-10-01 14:59
Expiration Time
2025-12-07 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489302.1611 350281.3209 139020.8401 58884.727 159119.5354 -100234.8084
Total P&L (%) 489.3022 350.2813 139.0208 58.8847 159.1195 -100.2348
Avg Daily Profit (%) 0.2613 0.187 0.0742 0.0247 0.0509 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164873 -146557 -154952 -282695 -82925 -271702
Profit Factor 1.3352 1.4516 1.2032 1.0507 1.2899 0.8364
Total Trades 357 179 178 357 179 178
Winning Trades 197 98 99 197 98 99
Losing Trades 160 81 79 160 81 79
Profitability (%) 55.1821 54.7486 55.618 55.1821 54.7486 55.618
Ratio Avg Win / Avg Loss 1.0844 1.1998 0.9601 0.8534 1.0662 0.6674
Largest Winning Trade 111333 111333 69893 82360 82360 65977
Largest Losing Trade -84416 -33499 -84416 -120915 -46137 -120915
Avg Bars in Trades 62 57 66 62 57 66
Avg Bars in Winners 62 58 66 62 58 66
Avg Bars in Losers 61 57 65 61 57 65
Bars Traded 22149 10364 11785 22149 10364 11785
Profit Streak 14.0829 14.0829 21.4996 14.0829 14.0829 21.4996
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434065 364088 -93852 -323398 -123389 -578623
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22474,
    "evaluation_days": 1872.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759319965950,
    "expiration_time": 1765138060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 208,
            "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": [
        [
            489302.1610504384,
            350281.3209401075,
            139020.8401103308,
            58884.7269647339,
            159119.535399284,
            -100234.80843455
        ],
        [
            489.302161,
            350.281321,
            139.02084,
            58.884727,
            159.119535,
            -100.234808
        ],
        [
            0.261264,
            0.187033,
            0.07423,
            0.024725,
            0.050851,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164873,
            -146557,
            -154952,
            -282695,
            -82925,
            -271702
        ],
        [
            1.335161,
            1.451588,
            1.203177,
            1.050693,
            1.289913,
            0.836418
        ],
        [
            357,
            179,
            178,
            357,
            179,
            178
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            160,
            81,
            79,
            160,
            81,
            79
        ],
        [
            55.182073,
            54.748603,
            55.617978,
            55.182073,
            54.748603,
            55.617978
        ],
        [
            1.084395,
            1.199782,
            0.960111,
            0.853354,
            1.066153,
            0.667445
        ],
        [
            111333,
            111333,
            69893,
            82360,
            82360,
            65977
        ],
        [
            -84416,
            -33499,
            -84416,
            -120915,
            -46137,
            -120915
        ],
        [
            62,
            57,
            66,
            62,
            57,
            66
        ],
        [
            62,
            58,
            66,
            62,
            58,
            66
        ],
        [
            61,
            57,
            65,
            61,
            57,
            65
        ],
        [
            22149,
            10364,
            11785,
            22149,
            10364,
            11785
        ],
        [
            14.082939,
            14.082939,
            21.499606,
            14.082939,
            14.082939,
            21.499606
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434065,
            364088,
            -93852,
            -323398,
            -123389,
            -578623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22474,
    "evaluation_days": 1872.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759319965950,
    "expiration_time": 1765138060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 208,
            "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)