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Trade: CRV/USDT/720/HMA/HILO/2345

Strategy
CRV/USDT/720/HMA/HILO/2345
Pair
CRV_USDT
Interval
12h
Score
542731
Daily Profit
0.423841
Profit Factor
2.099491
Profitability
54.098361
Streak
0.000000
Best Strategy
Training Data Length
1872.500000
Evaluation Time
2025-09-30 08:59
Expiration Time
2025-11-25 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 793642.927 661814.4304 131828.4966 737660.8476 645734.5762 91926.2714
Total P&L (%) 793.6429 661.8144 131.8285 737.6608 645.7346 91.9263
Avg Daily Profit (%) 0.4238 0.3534 0.0704 0.1136 0.1074 0.0348
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -245423 -143451 -148051 -742023 -411550 -481385
Profit Factor 2.0995 2.7016 1.396 1.4392 1.7585 1.111
Total Trades 122 61 61 122 61 61
Winning Trades 66 29 37 66 29 37
Losing Trades 56 32 24 56 32 24
Profitability (%) 54.0984 47.541 60.6557 54.0984 47.541 60.6557
Ratio Avg Win / Avg Loss 1.7814 2.9811 0.9055 1.2211 1.9405 0.7206
Largest Winning Trade 310373 310373 40674 263609 263609 137155
Largest Losing Trade -70231 -32651 -70231 -306298 -238358 -306298
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 33 31 34 33 31 34
Avg Bars in Losers 23 25 20 23 25 20
Bars Traded 3507 1745 1762 3507 1745 1762
Profit Streak 0 0 12.7496 0 0 12.7496
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542731 -147855 -259342 -38891 -208270 -405901
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211968257,
    "expiration_time": 1764043920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            793642.9270041713,
            661814.430406933,
            131828.4965972383,
            737660.8476169351,
            645734.5762292491,
            91926.271387686
        ],
        [
            793.642927,
            661.81443,
            131.828497,
            737.660848,
            645.734576,
            91.926271
        ],
        [
            0.423841,
            0.353439,
            0.070402,
            0.113573,
            0.107358,
            0.034823
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -245423,
            -143451,
            -148051,
            -742023,
            -411550,
            -481385
        ],
        [
            2.099491,
            2.701613,
            1.396007,
            1.439188,
            1.758544,
            1.110979
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            66,
            29,
            37,
            66,
            29,
            37
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            54.098361,
            47.540984,
            60.655738,
            54.098361,
            47.540984,
            60.655738
        ],
        [
            1.781386,
            2.98109,
            0.905518,
            1.221129,
            1.940462,
            0.720635
        ],
        [
            310373,
            310373,
            40674,
            263609,
            263609,
            137155
        ],
        [
            -70231,
            -32651,
            -70231,
            -306298,
            -238358,
            -306298
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            23,
            25,
            20,
            23,
            25,
            20
        ],
        [
            3507,
            1745,
            1762,
            3507,
            1745,
            1762
        ],
        [
            0,
            0,
            12.749633,
            0,
            0,
            12.749633
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542731,
            -147855,
            -259342,
            -38891,
            -208270,
            -405901
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3745,
    "evaluation_days": 1872.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1605960000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211968257,
    "expiration_time": 1764043920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)