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Trade: CRV/USDT/360/SINWMA/SMA/5793

Strategy
CRV/USDT/360/SINWMA/SMA/5793
Pair
CRV_USDT
Interval
6h
Score
388885
Daily Profit
0.230950
Profit Factor
2.886172
Profitability
40.000000
Streak
357.329641
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 10:54
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441054.7246 431125.3486 9929.376 136532.4168 229143.2163 -92610.7996
Total P&L (%) 441.0547 431.1253 9.9294 136.5324 229.1432 -92.6108
Avg Daily Profit (%) 0.2363 0.231 0.0053 0.0461 0.0638 -0.1395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179996 -87880 -146518 -179772 -65175 -136464
Profit Factor 1.8544 2.8862 1.0345 1.4401 3.1532 0.5456
Total Trades 59 30 29 59 30 29
Winning Trades 24 12 12 24 12 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 40.678 40 41.3793 40.678 40 41.3793
Ratio Avg Win / Avg Loss 2.7043 4.3293 1.4656 2.1001 4.7297 0.773
Largest Winning Trade 249768 249768 58413 125543 125543 44716
Largest Losing Trade -41882 -41882 -41259 -65828 -26283 -65828
Avg Bars in Trades 117 103 132 117 103 132
Avg Bars in Winners 211 179 242 211 179 242
Avg Bars in Losers 53 53 54 53 53 54
Bars Traded 6954 3108 3846 6954 3108 3846
Profit Streak 320.0796 357.3296 320.0796 320.0796 357.3296 320.0796
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170565 388885 -536488 -311266 -104256 -583219

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873280989,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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": [
        [
            441054.7245845346,
            431125.3486288425,
            9929.3759556921,
            136532.4167678771,
            229143.2163331331,
            -92610.7995652559
        ],
        [
            441.054725,
            431.125349,
            9.929376,
            136.532417,
            229.143216,
            -92.6108
        ],
        [
            0.236269,
            0.23095,
            0.005319,
            0.046129,
            0.063838,
            -0.139458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179996,
            -87880,
            -146518,
            -179772,
            -65175,
            -136464
        ],
        [
            1.854406,
            2.886172,
            1.03452,
            1.440083,
            3.153156,
            0.545625
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            40.677966,
            40,
            41.37931,
            40.677966,
            40,
            41.37931
        ],
        [
            2.704342,
            4.329258,
            1.46557,
            2.100121,
            4.729734,
            0.772969
        ],
        [
            249768,
            249768,
            58413,
            125543,
            125543,
            44716
        ],
        [
            -41882,
            -41882,
            -41259,
            -65828,
            -26283,
            -65828
        ],
        [
            117,
            103,
            132,
            117,
            103,
            132
        ],
        [
            211,
            179,
            242,
            211,
            179,
            242
        ],
        [
            53,
            53,
            54,
            53,
            53,
            54
        ],
        [
            6954,
            3108,
            3846,
            6954,
            3108,
            3846
        ],
        [
            320.079641,
            357.329641,
            320.079641,
            320.079641,
            357.329641,
            320.079641
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170565,
            388885,
            -536488,
            -311266,
            -104256,
            -583219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600430400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873280989,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "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)