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Trade: CRV/USDT/240/WMA/MIDPOINT/6304

Strategy
CRV/USDT/240/WMA/MIDPOINT/6304
Pair
CRV_USDT
Interval
4h
Score
592973
Daily Profit
0.532485
Profit Factor
1.971132
Profitability
49.473684
Streak
20.734644
Best Strategy
Training Data Length
1883.500000
Evaluation Time
2025-10-11 16:37
Expiration Time
2025-12-07 02:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1002935.7331 804791.3091 198144.4241 4555573.9704 1314766.848 3240807.1224
Total P&L (%) 1002.9357 804.7913 198.1444 4555.574 1314.7668 3240.8071
Avg Daily Profit (%) 0.5325 0.4273 0.1052 0.2041 0.1408 0.1865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142797 -103627 -110462 -4487138 -3422097 -1631435
Profit Factor 1.9711 2.5555 1.3845 1.2368 1.1168 1.4063
Total Trades 190 95 95 190 95 95
Winning Trades 94 44 50 94 44 50
Losing Trades 96 51 45 96 51 45
Profitability (%) 49.4737 46.3158 52.6316 49.4737 46.3158 52.6316
Ratio Avg Win / Avg Loss 2.0131 2.9621 1.246 1.2631 1.2944 1.2656
Largest Winning Trade 284502 284502 48139 2415354 2415354 887753
Largest Losing Trade -60756 -47604 -60756 -1237334 -1237334 -849001
Avg Bars in Trades 57 76 39 57 76 39
Avg Bars in Winners 71 100 46 71 100 46
Avg Bars in Losers 44 55 31 44 55 31
Bars Traded 11005 7243 3762 11005 7243 3762
Profit Streak 20.7346 20.7346 45.2346 20.7346 20.7346 45.2346
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 592973 492197 -51343 346252 -97960 333064
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11301,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760189873214,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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": [
        [
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            804791.3090622128,
            198144.4240701987,
            4555573.970400328,
            1314766.8479976743,
            3240807.1224026536
        ],
        [
            1002.935733,
            804.791309,
            198.144424,
            4555.57397,
            1314.766848,
            3240.807122
        ],
        [
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            0.427285,
            0.1052,
            0.204118,
            0.140771,
            0.186465
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142797,
            -103627,
            -110462,
            -4487138,
            -3422097,
            -1631435
        ],
        [
            1.971132,
            2.555523,
            1.384468,
            1.236814,
            1.116766,
            1.406265
        ],
        [
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            95,
            95,
            190,
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            95
        ],
        [
            94,
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            50,
            94,
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            50
        ],
        [
            96,
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            96,
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        ],
        [
            49.473684,
            46.315789,
            52.631579,
            49.473684,
            46.315789,
            52.631579
        ],
        [
            2.013071,
            2.962084,
            1.246021,
            1.263129,
            1.294433,
            1.265639
        ],
        [
            284502,
            284502,
            48139,
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            2415354,
            887753
        ],
        [
            -60756,
            -47604,
            -60756,
            -1237334,
            -1237334,
            -849001
        ],
        [
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            39,
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            39
        ],
        [
            71,
            100,
            46,
            71,
            100,
            46
        ],
        [
            44,
            55,
            31,
            44,
            55,
            31
        ],
        [
            11005,
            7243,
            3762,
            11005,
            7243,
            3762
        ],
        [
            20.734644,
            20.734644,
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            20.734644,
            20.734644,
            45.234644
        ],
        [
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        ],
        [
            0.8,
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        [
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            -97960,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11301,
    "evaluation_days": 1883.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1601035200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760189873214,
    "expiration_time": 1765066032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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)