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Trade: CRV/USDT/240/SINWMA/HWMA/2209

Strategy
CRV/USDT/240/SINWMA/HWMA/2209
Pair
CRV_USDT
Interval
4h
Score
301899
Daily Profit
0.161145
Profit Factor
1.207722
Profitability
49.863014
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 17:43
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289582.1718 302227.9162 -12645.7444 -84874.0263 -357949.7901 273075.7639
Total P&L (%) 289.5822 302.2279 -12.6457 -84.874 -357.9498 273.0758
Avg Daily Profit (%) 0.1544 0.1611 -0.0067 -0.1007 0 0.0702
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -304975 -169175 -209215 -1805993 -1552753 -805714
Profit Factor 1.1039 1.2077 0.9905 0.9908 0.9309 1.0678
Total Trades 730 365 365 730 365 365
Winning Trades 374 182 192 374 182 192
Losing Trades 356 183 173 356 183 173
Profitability (%) 51.2329 49.863 52.6027 51.2329 49.863 52.6027
Ratio Avg Win / Avg Loss 1.0508 1.2144 0.8925 0.9431 0.936 0.9622
Largest Winning Trade 79093 79093 36879 386249 296327 386249
Largest Losing Trade -46939 -46939 -40704 -360017 -360017 -225427
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 11133 5562 5571 11133 5562 5571
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94777 301899 -578810 -576527 -579200 -244787
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502592634,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.56723
        }
    }
}
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": [
        [
            289582.1717791483,
            302227.9161690471,
            -12645.7443898976,
            -84874.0262956555,
            -357949.7901471172,
            273075.7638514623
        ],
        [
            289.582172,
            302.227916,
            -12.645744,
            -84.874026,
            -357.94979,
            273.075764
        ],
        [
            0.154403,
            0.161145,
            -0.006743,
            -0.100656,
            0,
            0.070225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -304975,
            -169175,
            -209215,
            -1805993,
            -1552753,
            -805714
        ],
        [
            1.10388,
            1.207722,
            0.990511,
            0.990781,
            0.930905,
            1.067829
        ],
        [
            730,
            365,
            365,
            730,
            365,
            365
        ],
        [
            374,
            182,
            192,
            374,
            182,
            192
        ],
        [
            356,
            183,
            173,
            356,
            183,
            173
        ],
        [
            51.232877,
            49.863014,
            52.60274,
            51.232877,
            49.863014,
            52.60274
        ],
        [
            1.050752,
            1.214358,
            0.892492,
            0.943096,
            0.93602,
            0.962158
        ],
        [
            79093,
            79093,
            36879,
            386249,
            296327,
            386249
        ],
        [
            -46939,
            -46939,
            -40704,
            -360017,
            -360017,
            -225427
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            11133,
            5562,
            5571,
            11133,
            5562,
            5571
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94777,
            301899,
            -578810,
            -576527,
            -579200,
            -244787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502592634,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.56723
        }
    }
}

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)