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Trade: CRV/USDT/15/SINWMA/RMA/6059

Strategy
CRV/USDT/15/SINWMA/RMA/6059
Pair
CRV_USDT
Interval
15m
Score
431264
Daily Profit
0.289083
Profit Factor
2.111479
Profitability
60.526316
Streak
5.293476
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 11:02
Expiration Time
2025-12-19 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102675.91 75282.9454 27392.9646 -26233.3093 106333.3666 -132566.6759
Total P&L (%) 102.6759 75.2829 27.393 -26.2333 106.3334 -132.5667
Avg Daily Profit (%) 0.3943 0.2891 0.1052 -0.1168 0.2785 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91362 -21662 -86290 -273040 -32516 -270857
Profit Factor 1.4738 2.1115 1.1838 0.943 2.0894 0.6344
Total Trades 76 38 38 76 38 38
Winning Trades 46 23 23 46 23 23
Losing Trades 30 15 15 30 15 15
Profitability (%) 60.5263 60.5263 60.5263 60.5263 60.5263 60.5263
Ratio Avg Win / Avg Loss 0.9611 1.3771 0.7721 0.615 1.3627 0.4138
Largest Winning Trade 21690 13671 21690 38083 28220 38083
Largest Losing Trade -86290 -9078 -86290 -270857 -13565 -270857
Avg Bars in Trades 313 347 279 313 347 279
Avg Bars in Winners 283 326 240 283 326 240
Avg Bars in Losers 358 378 337 358 378 337
Bars Traded 23797 13186 10611 23797 13186 10611
Profit Streak 4.0956 5.2935 0 4.0956 5.2935 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44901 431264 -75876 -634439 426482 -580795
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737151200000,
    "first_datapoint_time": 1737370800000,
    "last_datapoint_time": 1759650300000,
    "evaluation_time": 1759651356311,
    "expiration_time": 1766130300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 245,
            "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": [
        [
            102675.9100284862,
            75282.9453931703,
            27392.9646353158,
            -26233.3093024651,
            106333.3665926111,
            -132566.6758950761
        ],
        [
            102.67591,
            75.282945,
            27.392965,
            -26.233309,
            106.333367,
            -132.566676
        ],
        [
            0.39427,
            0.289083,
            0.105188,
            -0.116767,
            0.278524,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91362,
            -21662,
            -86290,
            -273040,
            -32516,
            -270857
        ],
        [
            1.473752,
            2.111479,
            1.183849,
            0.943002,
            2.089407,
            0.634443
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            60.526316,
            60.526316,
            60.526316,
            60.526316,
            60.526316,
            60.526316
        ],
        [
            0.961142,
            1.377051,
            0.772075,
            0.615001,
            1.362657,
            0.413767
        ],
        [
            21690,
            13671,
            21690,
            38083,
            28220,
            38083
        ],
        [
            -86290,
            -9078,
            -86290,
            -270857,
            -13565,
            -270857
        ],
        [
            313,
            347,
            279,
            313,
            347,
            279
        ],
        [
            283,
            326,
            240,
            283,
            326,
            240
        ],
        [
            358,
            378,
            337,
            358,
            378,
            337
        ],
        [
            23797,
            13186,
            10611,
            23797,
            13186,
            10611
        ],
        [
            4.095559,
            5.293476,
            0,
            4.095559,
            5.293476,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44901,
            431264,
            -75876,
            -634439,
            426482,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737151200000,
    "first_datapoint_time": 1737370800000,
    "last_datapoint_time": 1759650300000,
    "evaluation_time": 1759651356311,
    "expiration_time": 1766130300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 245,
            "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)