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Trade: CRV/USDT/360/WMA/SUPERTREND/3423

Strategy
CRV/USDT/360/WMA/SUPERTREND/3423
Pair
CRV_USDT
Interval
6h
Score
310903
Daily Profit
0.206613
Profit Factor
1.333575
Profitability
49.305556
Streak
67.370792
Best Strategy
Training Data Length
1874.750000
Evaluation Time
2025-10-02 17:53
Expiration Time
2025-11-27 19:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387347.0054 451473.2183 -64126.2129 -68729.6637 64769.9406 -133499.6043
Total P&L (%) 387.347 451.4732 -64.1262 -68.7297 64.7699 -133.4996
Avg Daily Profit (%) 0.2066 0.2408 -0.0342 -0.062 0.0266 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172663 -127929 -131062 -117766 -24401 -72880
Profit Factor 1.3336 1.9199 0.9043 0.7801 1.7432 0.4076
Total Trades 144 72 72 144 72 72
Winning Trades 71 35 36 71 35 36
Losing Trades 73 37 36 73 37 36
Profitability (%) 49.3056 48.6111 50 49.3056 48.6111 50
Ratio Avg Win / Avg Loss 1.3711 2.0296 0.9043 0.802 1.8428 0.4076
Largest Winning Trade 240067 240067 41665 33442 33442 11600
Largest Losing Trade -65402 -53780 -65402 -79198 -20431 -79198
Avg Bars in Trades 47 58 36 47 58 36
Avg Bars in Winners 51 60 42 51 60 42
Avg Bars in Losers 43 57 29 43 57 29
Bars Traded 6838 4231 2607 6838 4231 2607
Profit Streak 67.3708 0 67.6208 67.3708 0 67.6208
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310903 -68382 -659677 -580108 -234327 -659677
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416836428,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 88,
            "offset": 0,
            "multiplier": 4.83406
        }
    }
}
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": [
        [
            387347.0053561804,
            451473.2182506098,
            -64126.2128944293,
            -68729.6636781188,
            64769.9406320633,
            -133499.604310182
        ],
        [
            387.347005,
            451.473218,
            -64.126213,
            -68.729664,
            64.769941,
            -133.499604
        ],
        [
            0.206613,
            0.240818,
            -0.034205,
            -0.061989,
            0.026641,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172663,
            -127929,
            -131062,
            -117766,
            -24401,
            -72880
        ],
        [
            1.333575,
            1.919917,
            0.904349,
            0.780068,
            1.743204,
            0.4076
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            49.305556,
            48.611111,
            50,
            49.305556,
            48.611111,
            50
        ],
        [
            1.371141,
            2.029627,
            0.904349,
            0.802041,
            1.842815,
            0.4076
        ],
        [
            240067,
            240067,
            41665,
            33442,
            33442,
            11600
        ],
        [
            -65402,
            -53780,
            -65402,
            -79198,
            -20431,
            -79198
        ],
        [
            47,
            58,
            36,
            47,
            58,
            36
        ],
        [
            51,
            60,
            42,
            51,
            60,
            42
        ],
        [
            43,
            57,
            29,
            43,
            57,
            29
        ],
        [
            6838,
            4231,
            2607,
            6838,
            4231,
            2607
        ],
        [
            67.370792,
            0,
            67.620792,
            67.370792,
            0,
            67.620792
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310903,
            -68382,
            -659677,
            -580108,
            -234327,
            -659677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7499,
    "evaluation_days": 1874.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759416836428,
    "expiration_time": 1764265752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 88,
            "offset": 0,
            "multiplier": 4.83406
        }
    }
}

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)