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Trade: CRV/USDT/240/SSF/WMA/4277

Strategy
CRV/USDT/240/SSF/WMA/4277
Pair
CRV_USDT
Interval
4h
Score
304559
Daily Profit
0.378874
Profit Factor
1.675107
Profitability
38.028169
Streak
0.000000
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-26 16:19
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 707167.7087 615133.6747 92034.0339 132905.9637 334286.9118 -201380.9481
Total P&L (%) 707.1677 615.1337 92.034 132.906 334.2869 -201.3809
Avg Daily Profit (%) 0.3789 0.3296 0.0493 0.0453 0.0787 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136715 -85379 -109850 -474380 -269931 -360869
Profit Factor 1.6751 2.0375 1.2025 1.0556 1.2606 0.8185
Total Trades 142 71 71 142 71 71
Winning Trades 54 22 32 54 22 32
Losing Trades 88 49 39 88 49 39
Profitability (%) 38.0282 30.9859 45.0704 38.0282 30.9859 45.0704
Ratio Avg Win / Avg Loss 2.7298 4.538 1.4655 1.7202 2.8078 0.9975
Largest Winning Trade 323333 323333 64580 412211 412211 100996
Largest Losing Trade -38644 -32844 -38644 -193856 -113718 -193856
Avg Bars in Trades 77 78 77 77 78 77
Avg Bars in Winners 120 138 108 120 138 108
Avg Bars in Losers 51 50 51 51 50 51
Bars Traded 11038 5547 5491 11038 5547 5491
Profit Streak 0 0 106.8888 0 0 106.8888
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304559 -81334 -215095 -294974 -181257 -668298

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892790691,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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": [
        [
            707167.7086534796,
            615133.674730451,
            92034.0339230285,
            132905.9636742057,
            334286.9117637741,
            -201380.9480895684
        ],
        [
            707.167709,
            615.133675,
            92.034034,
            132.905964,
            334.286912,
            -201.380948
        ],
        [
            0.378874,
            0.329565,
            0.049308,
            0.045307,
            0.07871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136715,
            -85379,
            -109850,
            -474380,
            -269931,
            -360869
        ],
        [
            1.675107,
            2.03747,
            1.202463,
            1.055562,
            1.260647,
            0.818494
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            54,
            22,
            32,
            54,
            22,
            32
        ],
        [
            88,
            49,
            39,
            88,
            49,
            39
        ],
        [
            38.028169,
            30.985915,
            45.070423,
            38.028169,
            30.985915,
            45.070423
        ],
        [
            2.729804,
            4.538002,
            1.465501,
            1.720175,
            2.807804,
            0.99754
        ],
        [
            323333,
            323333,
            64580,
            412211,
            412211,
            100996
        ],
        [
            -38644,
            -32844,
            -38644,
            -193856,
            -113718,
            -193856
        ],
        [
            77,
            78,
            77,
            77,
            78,
            77
        ],
        [
            120,
            138,
            108,
            120,
            138,
            108
        ],
        [
            51,
            50,
            51,
            51,
            50,
            51
        ],
        [
            11038,
            5547,
            5491,
            11038,
            5547,
            5491
        ],
        [
            0,
            0,
            106.888781,
            0,
            0,
            106.888781
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304559,
            -81334,
            -215095,
            -294974,
            -181257,
            -668298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892790691,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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)