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Trade: CRV/USDT/120/WMA/DEMA/3885

Strategy
CRV/USDT/120/WMA/DEMA/3885
Pair
CRV_USDT
Interval
2h
Score
303723
Daily Profit
0.392368
Profit Factor
1.978646
Profitability
34.586466
Streak
11.196314
Best Strategy
Training Data Length
1874.580000
Evaluation Time
2025-10-03 07:42
Expiration Time
2025-12-09 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 735525.5859 581706.4821 153819.1038 1451839.2108 1876861.1104 -425021.8996
Total P&L (%) 735.5256 581.7065 153.8191 1451.8392 1876.8611 -425.0219
Avg Daily Profit (%) 0.3924 0.3103 0.0821 0.1464 0.1593 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77496 -50886 -92615 -1512616 -644596 -1316360
Profit Factor 1.9786 2.5128 1.4191 1.2439 1.6529 0.8619
Total Trades 133 66 67 133 66 67
Winning Trades 46 20 26 46 20 26
Losing Trades 87 46 41 87 46 41
Profitability (%) 34.5865 30.303 38.806 34.5865 30.303 38.806
Ratio Avg Win / Avg Loss 3.7422 5.7795 2.2378 2.3526 3.8017 1.3592
Largest Winning Trade 283569 283569 83222 1934086 1934086 622165
Largest Losing Trade -29261 -25438 -29261 -563757 -262785 -563757
Avg Bars in Trades 167 147 187 167 147 187
Avg Bars in Winners 343 332 352 343 332 352
Avg Bars in Losers 73 66 82 73 66 82
Bars Traded 22247 9710 12537 22247 9710 12537
Profit Streak 11.1963 0 11.363 11.1963 0 11.363
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303723 -118347 -202153 -1367 -121297 -699788
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466561525,
    "expiration_time": 1765294704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 119,
            "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": [
        [
            735525.5859342762,
            581706.4821022856,
            153819.1038319908,
            1451839.2107760033,
            1876861.1104011314,
            -425021.8996251281
        ],
        [
            735.525586,
            581.706482,
            153.819104,
            1451.839211,
            1876.86111,
            -425.0219
        ],
        [
            0.392368,
            0.310313,
            0.082055,
            0.146381,
            0.159314,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77496,
            -50886,
            -92615,
            -1512616,
            -644596,
            -1316360
        ],
        [
            1.978646,
            2.512809,
            1.419064,
            1.243899,
            1.652896,
            0.861914
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            34.586466,
            30.30303,
            38.80597,
            34.586466,
            30.30303,
            38.80597
        ],
        [
            3.742221,
            5.779461,
            2.237754,
            2.352591,
            3.801662,
            1.359173
        ],
        [
            283569,
            283569,
            83222,
            1934086,
            1934086,
            622165
        ],
        [
            -29261,
            -25438,
            -29261,
            -563757,
            -262785,
            -563757
        ],
        [
            167,
            147,
            187,
            167,
            147,
            187
        ],
        [
            343,
            332,
            352,
            343,
            332,
            352
        ],
        [
            73,
            66,
            82,
            73,
            66,
            82
        ],
        [
            22247,
            9710,
            12537,
            22247,
            9710,
            12537
        ],
        [
            11.196314,
            0,
            11.362981,
            11.196314,
            0,
            11.362981
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303723,
            -118347,
            -202153,
            -1367,
            -121297,
            -699788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22495,
    "evaluation_days": 1874.58,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598486400000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759466561525,
    "expiration_time": 1765294704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 119,
            "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)