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Trade: CRV/USDT/120/T3/PWMA/1518

Strategy
CRV/USDT/120/T3/PWMA/1518
Pair
CRV_USDT
Interval
2h
Score
441840
Daily Profit
0.329396
Profit Factor
1.626914
Profitability
48.051948
Streak
0.000000
Best Strategy
Training Data Length
1881.000000
Evaluation Time
2025-10-09 18:22
Expiration Time
2025-12-16 09:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619593.636 572180.4874 47413.1486 -31609.3889 57917.3504 -89526.7394
Total P&L (%) 619.5936 572.1805 47.4131 -31.6094 57.9174 -89.5267
Avg Daily Profit (%) 0.3294 0.3042 0.0252 -0.0202 0.0243 -0.1199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -312826 -178962 -173108 -421404 -245618 -213849
Profit Factor 1.6269 2.016 1.1115 0.9622 1.1146 0.7304
Total Trades 154 77 77 154 77 77
Winning Trades 74 34 40 74 34 40
Losing Trades 80 43 37 80 43 37
Profitability (%) 48.0519 44.1558 51.9481 48.0519 44.1558 51.9481
Ratio Avg Win / Avg Loss 1.7588 2.5497 1.0282 1.0403 1.4097 0.6756
Largest Winning Trade 360323 360323 53910 229564 229564 41925
Largest Losing Trade -64428 -44082 -64428 -176329 -176329 -67522
Avg Bars in Trades 144 156 133 144 156 133
Avg Bars in Winners 156 149 162 156 149 162
Avg Bars in Losers 133 161 101 133 161 101
Bars Traded 22263 12018 10245 22263 12018 10245
Profit Streak 0 13.3905 0 0 13.3905 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441840 -30867 -300323 -579061 -299263 -622483
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22572,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599213600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760023340287,
    "expiration_time": 1765869062400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 244,
            "offset": 0,
            "a": 0.98073
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "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": [
        [
            619593.6359797659,
            572180.4873702546,
            47413.1486095114,
            -31609.3889475995,
            57917.3504065739,
            -89526.7393541734
        ],
        [
            619.593636,
            572.180487,
            47.413149,
            -31.609389,
            57.91735,
            -89.526739
        ],
        [
            0.329396,
            0.30419,
            0.025206,
            -0.020197,
            0.024293,
            -0.119883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -312826,
            -178962,
            -173108,
            -421404,
            -245618,
            -213849
        ],
        [
            1.626914,
            2.016012,
            1.111519,
            0.962247,
            1.114647,
            0.73042
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            48.051948,
            44.155844,
            51.948052,
            48.051948,
            44.155844,
            51.948052
        ],
        [
            1.758826,
            2.549662,
            1.028155,
            1.040267,
            1.409701,
            0.675638
        ],
        [
            360323,
            360323,
            53910,
            229564,
            229564,
            41925
        ],
        [
            -64428,
            -44082,
            -64428,
            -176329,
            -176329,
            -67522
        ],
        [
            144,
            156,
            133,
            144,
            156,
            133
        ],
        [
            156,
            149,
            162,
            156,
            149,
            162
        ],
        [
            133,
            161,
            101,
            133,
            161,
            101
        ],
        [
            22263,
            12018,
            10245,
            22263,
            12018,
            10245
        ],
        [
            0,
            13.390512,
            0,
            0,
            13.390513,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441840,
            -30867,
            -300323,
            -579061,
            -299263,
            -622483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22572,
    "evaluation_days": 1881,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599213600000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760023340287,
    "expiration_time": 1765869062400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 244,
            "offset": 0,
            "a": 0.98073
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "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)