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Trade: CRV/USDT/15/WMA/RMA/5460

Strategy
CRV/USDT/15/WMA/RMA/5460
Pair
CRV_USDT
Interval
15m
Score
556488
Daily Profit
0.339404
Profit Factor
2.830762
Profitability
73.684211
Streak
9.555920
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 18:35
Expiration Time
2025-12-22 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131670.2406 81211.0498 50459.1908 28185.852 141664.157 -113478.3049
Total P&L (%) 131.6702 81.2111 50.4592 28.1859 141.6642 -113.4783
Avg Daily Profit (%) 0.5056 0.3118 0.1938 0.0954 0.3394 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81570 -25999 -81570 -327183 -33024 -327183
Profit Factor 1.6944 2.5957 1.3637 1.0556 2.8308 0.7359
Total Trades 77 38 39 77 38 39
Winning Trades 55 28 27 55 28 27
Losing Trades 22 10 12 22 10 12
Profitability (%) 71.4286 73.6842 69.2308 71.4286 73.6842 69.2308
Ratio Avg Win / Avg Loss 0.6778 0.927 0.6061 0.4222 1.011 0.3271
Largest Winning Trade 21247 14297 21247 28818 23459 28818
Largest Losing Trade -81570 -25999 -81570 -327183 -33024 -327183
Avg Bars in Trades 319 345 294 319 345 294
Avg Bars in Winners 205 255 153 205 255 153
Avg Bars in Losers 604 596 610 604 596 610
Bars Traded 24608 13134 11474 24608 13134 11474
Profit Streak 0 9.5559 0 0 9.5559 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 -33951 471675 222827 -274547 556488 -579660
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737612900000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937731501,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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": [
        [
            131670.2405692815,
            81211.0498069271,
            50459.1907623545,
            28185.8520092268,
            141664.156959018,
            -113478.3049497912
        ],
        [
            131.670241,
            81.21105,
            50.459191,
            28.185852,
            141.664157,
            -113.478305
        ],
        [
            0.505607,
            0.311846,
            0.193761,
            0.095396,
            0.339404,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81570,
            -25999,
            -81570,
            -327183,
            -33024,
            -327183
        ],
        [
            1.694381,
            2.595651,
            1.363729,
            1.055589,
            2.830762,
            0.735886
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            71.428571,
            73.684211,
            69.230769,
            71.428571,
            73.684211,
            69.230769
        ],
        [
            0.677752,
            0.927018,
            0.606102,
            0.422236,
            1.010987,
            0.327061
        ],
        [
            21247,
            14297,
            21247,
            28818,
            23459,
            28818
        ],
        [
            -81570,
            -25999,
            -81570,
            -327183,
            -33024,
            -327183
        ],
        [
            319,
            345,
            294,
            319,
            345,
            294
        ],
        [
            205,
            255,
            153,
            205,
            255,
            153
        ],
        [
            604,
            596,
            610,
            604,
            596,
            610
        ],
        [
            24608,
            13134,
            11474,
            24608,
            13134,
            11474
        ],
        [
            0,
            9.55592,
            0,
            0,
            9.55592,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33951,
            471675,
            222827,
            -274547,
            556488,
            -579660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737612900000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937731501,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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)