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Trade: CRV/USDT/480/SSF/SWMA/2685

Strategy
CRV/USDT/480/SSF/SWMA/2685
Pair
CRV_USDT
Interval
8h
Score
490055
Daily Profit
0.163922
Profit Factor
2.481596
Profitability
65.909091
Streak
102.751186
Best Strategy
Training Data Length
1869.000000
Evaluation Time
2025-09-27 05:01
Expiration Time
2025-11-21 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -39934.011 306370.5346 -346304.5456 10861956.7839 2457279.4136 8404677.3704
Total P&L (%) -39.934 306.3705 -346.3045 10861.9568 2457.2794 8404.6774
Avg Daily Profit (%) -0.0214 0.1639 -0.1853 0.2516 0.1736 0.238
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -468716 -48244 -451416 -13860081 -7146536 -11643741
Profit Factor 0.9661 2.4816 0.6436 1.223 1.1485 1.2613
Total Trades 88 44 44 88 44 44
Winning Trades 58 29 29 34 19 15
Losing Trades 30 15 15 54 25 29
Profitability (%) 65.9091 65.9091 65.9091 38.6364 43.1818 34.0909
Ratio Avg Win / Avg Loss 0.4997 1.2836 0.3329 1.9424 1.5112 2.4385
Largest Winning Trade 59174 48170 59174 15407104 4869556 15407104
Largest Losing Trade -410724 -34764 -410724 -9200606 -4437982 -9200606
Avg Bars in Trades 61 60 62 61 60 62
Avg Bars in Winners 55 59 51 75 72 78
Avg Bars in Losers 73 62 83 52 50 53
Bars Traded 5388 2654 2734 5388 2654 2734
Profit Streak 54.7512 102.7512 0 54.7512 102.7512 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577640 490055 -578657 200923 -50289 114934
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758938502472,
    "expiration_time": 1763746848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "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": [
        [
            -39934.0109790561,
            306370.5346325995,
            -346304.5456116556,
            10861956.783906206,
            2457279.413555114,
            8404677.370351091
        ],
        [
            -39.934011,
            306.370535,
            -346.304546,
            10861.956784,
            2457.279414,
            8404.67737
        ],
        [
            -0.021367,
            0.163922,
            -0.185289,
            0.251628,
            0.173587,
            0.238014
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -468716,
            -48244,
            -451416,
            -13860081,
            -7146536,
            -11643741
        ],
        [
            0.966114,
            2.481596,
            0.64361,
            1.222977,
            1.148497,
            1.261293
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            58,
            29,
            29,
            34,
            19,
            15
        ],
        [
            30,
            15,
            15,
            54,
            25,
            29
        ],
        [
            65.909091,
            65.909091,
            65.909091,
            38.636364,
            43.181818,
            34.090909
        ],
        [
            0.499714,
            1.283584,
            0.332902,
            1.942376,
            1.511181,
            2.4385
        ],
        [
            59174,
            48170,
            59174,
            15407104,
            4869556,
            15407104
        ],
        [
            -410724,
            -34764,
            -410724,
            -9200606,
            -4437982,
            -9200606
        ],
        [
            61,
            60,
            62,
            61,
            60,
            62
        ],
        [
            55,
            59,
            51,
            75,
            72,
            78
        ],
        [
            73,
            62,
            83,
            52,
            50,
            53
        ],
        [
            5388,
            2654,
            2734,
            5388,
            2654,
            2734
        ],
        [
            54.751186,
            102.751186,
            0,
            54.751186,
            102.751186,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577640,
            490055,
            -578657,
            200923,
            -50289,
            114934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5607,
    "evaluation_days": 1869,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600502400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758938502472,
    "expiration_time": 1763746848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 107,
            "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)