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Trade: CRV/USDT/15/FWMA/MIDPRICE/5874

Strategy
CRV/USDT/15/FWMA/MIDPRICE/5874
Pair
CRV_USDT
Interval
15m
Score
336845
Daily Profit
0.202502
Profit Factor
1.373701
Profitability
78.911565
Streak
10.642768
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 03:55
Expiration Time
2025-12-23 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59351.4536 52735.4811 6615.9725 -87210.9876 15597.3901 -102808.3777
Total P&L (%) 59.3515 52.7355 6.616 -87.211 15.5974 -102.8084
Avg Daily Profit (%) 0.2279 0.2025 0.0254 -0.7866 0.0557 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96654 -23769 -96592 -146924 -24392 -151154
Profit Factor 1.1671 1.3737 1.0309 0.7642 1.132 0.5916
Total Trades 295 147 148 295 147 148
Winning Trades 238 116 122 238 116 122
Losing Trades 57 31 26 57 31 26
Profitability (%) 80.678 78.9116 82.4324 80.678 78.9116 82.4324
Ratio Avg Win / Avg Loss 0.2795 0.3671 0.2197 0.183 0.3025 0.1261
Largest Winning Trade 12075 9957 12075 14004 10502 14004
Largest Losing Trade -96592 -23769 -96592 -146888 -24392 -146888
Avg Bars in Trades 83 84 81 83 84 81
Avg Bars in Winners 39 42 36 39 42 36
Avg Bars in Losers 264 237 295 264 237 295
Bars Traded 24489 12356 12133 24489 12356 12133
Profit Streak 1.9761 10.6428 1.9761 1.9761 10.6428 1.9761
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28732 336845 -512145 -578319 -201375 -580028
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737471600000,
    "first_datapoint_time": 1737749700000,
    "last_datapoint_time": 1759970700000,
    "evaluation_time": 1759971335126,
    "expiration_time": 1766450700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "offset": 245
        }
    }
}
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": [
        [
            59351.4536030656,
            52735.4810817656,
            6615.9725213001,
            -87210.9875628812,
            15597.3901091123,
            -102808.3776719935
        ],
        [
            59.351454,
            52.735481,
            6.615973,
            -87.210988,
            15.59739,
            -102.808378
        ],
        [
            0.227907,
            0.202502,
            0.025405,
            -0.786608,
            0.055673,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96654,
            -23769,
            -96592,
            -146924,
            -24392,
            -151154
        ],
        [
            1.167139,
            1.373701,
            1.030918,
            0.764213,
            1.132018,
            0.591586
        ],
        [
            295,
            147,
            148,
            295,
            147,
            148
        ],
        [
            238,
            116,
            122,
            238,
            116,
            122
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            80.677966,
            78.911565,
            82.432432,
            80.677966,
            78.911565,
            82.432432
        ],
        [
            0.279525,
            0.36711,
            0.219704,
            0.183026,
            0.302522,
            0.126076
        ],
        [
            12075,
            9957,
            12075,
            14004,
            10502,
            14004
        ],
        [
            -96592,
            -23769,
            -96592,
            -146888,
            -24392,
            -146888
        ],
        [
            83,
            84,
            81,
            83,
            84,
            81
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            264,
            237,
            295,
            264,
            237,
            295
        ],
        [
            24489,
            12356,
            12133,
            24489,
            12356,
            12133
        ],
        [
            1.976101,
            10.642768,
            1.976101,
            1.976101,
            10.642768,
            1.976101
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28732,
            336845,
            -512145,
            -578319,
            -201375,
            -580028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737471600000,
    "first_datapoint_time": 1737749700000,
    "last_datapoint_time": 1759970700000,
    "evaluation_time": 1759971335126,
    "expiration_time": 1766450700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "offset": 245
        }
    }
}

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)