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Trade: CRV/USDT/15/SWMA/SINWMA/9350

Strategy
CRV/USDT/15/SWMA/SINWMA/9350
Pair
CRV_USDT
Interval
15m
Score
302915
Daily Profit
0.293040
Profit Factor
1.246038
Profitability
60.402685
Streak
7.483595
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 16:36
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76313.4801 51345.4343 24968.0457 35170.3801 73081.8443 -37911.4642
Total P&L (%) 76.3135 51.3454 24.968 35.1704 73.0818 -37.9115
Avg Daily Profit (%) 0.293 0.1972 0.0959 0.1158 0.2109 -0.1828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64018 -47361 -71630 -129773 -46801 -142018
Profit Factor 1.246 1.3892 1.1401 1.0753 1.4157 0.8697
Total Trades 149 74 75 149 74 75
Winning Trades 90 41 49 90 41 49
Losing Trades 59 33 26 59 33 26
Profitability (%) 60.4027 55.4054 65.3333 60.4027 55.4054 65.3333
Ratio Avg Win / Avg Loss 0.8168 1.1182 0.6049 0.7049 1.1395 0.4615
Largest Winning Trade 20437 15475 20437 28683 28683 18626
Largest Losing Trade -46010 -30510 -46010 -75544 -31225 -75544
Avg Bars in Trades 163 164 163 163 164 163
Avg Bars in Winners 117 122 113 117 122 113
Avg Bars in Losers 234 215 257 234 215 257
Bars Traded 24407 12154 12252 24407 12154 12252
Profit Streak 7.4836 7.4836 11.2648 7.4836 7.4836 11.2648
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302915 -57213 -191661 -178473 -55691 -635774

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758807382637,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "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": [
        [
            76313.4800679583,
            51345.4343310194,
            24968.0457369389,
            35170.3801086869,
            73081.8443480537,
            -37911.4642393668
        ],
        [
            76.31348,
            51.345434,
            24.968046,
            35.17038,
            73.081844,
            -37.911464
        ],
        [
            0.29304,
            0.197164,
            0.095876,
            0.11579,
            0.21088,
            -0.182848
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64018,
            -47361,
            -71630,
            -129773,
            -46801,
            -142018
        ],
        [
            1.246038,
            1.389232,
            1.14007,
            1.075346,
            1.415702,
            0.869713
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            60.402685,
            55.405405,
            65.333333,
            60.402685,
            55.405405,
            65.333333
        ],
        [
            0.816847,
            1.118162,
            0.604935,
            0.704949,
            1.139467,
            0.46148
        ],
        [
            20437,
            15475,
            20437,
            28683,
            28683,
            18626
        ],
        [
            -46010,
            -30510,
            -46010,
            -75544,
            -31225,
            -75544
        ],
        [
            163,
            164,
            163,
            163,
            164,
            163
        ],
        [
            117,
            122,
            113,
            117,
            122,
            113
        ],
        [
            234,
            215,
            257,
            234,
            215,
            257
        ],
        [
            24407,
            12154,
            12252,
            24407,
            12154,
            12252
        ],
        [
            7.483595,
            7.483595,
            11.264845,
            7.483595,
            7.483595,
            11.264845
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302915,
            -57213,
            -191661,
            -178473,
            -55691,
            -635774
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758807382637,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 229,
            "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)