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Trade: CRV/USDT/720/HMA/HILO/7927

Strategy
CRV/USDT/720/HMA/HILO/7927
Pair
CRV_USDT
Interval
12h
Score
552742
Daily Profit
0.464482
Profit Factor
2.200490
Profitability
52.000000
Streak
0.000000
Best Strategy
Training Data Length
1882.000000
Evaluation Time
2025-10-09 18:48
Expiration Time
2025-12-05 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 874154.3823 739918.2589 134236.1234 993088.6959 1063502.6245 -70413.9286
Total P&L (%) 874.1544 739.9183 134.2361 993.0887 1063.5026 -70.4139
Avg Daily Profit (%) 0.4645 0.3932 0.0713 0.1272 0.1305 -0.0647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233661 -156544 -138815 -1166116 -635942 -788715
Profit Factor 2.2005 2.8788 1.4015 1.3724 1.8616 0.9508
Total Trades 125 62 63 125 62 63
Winning Trades 65 30 35 65 30 35
Losing Trades 60 32 28 60 32 28
Profitability (%) 52 48.3871 55.5556 52 48.3871 55.5556
Ratio Avg Win / Avg Loss 2.0312 3.0707 1.1212 1.2668 1.9857 0.7607
Largest Winning Trade 333622 333622 42544 407157 407157 182645
Largest Losing Trade -70231 -33466 -70231 -514028 -375240 -514028
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 34 35 34 34 35 34
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 3529 1743 1786 3529 1743 1786
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552742 -139345 -242683 -21450 -169414 -726460
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1605700800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760024885994,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 180,
            "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": [
        [
            874154.3822918314,
            739918.258885245,
            134236.1234065868,
            993088.6958939405,
            1063502.6244781874,
            -70413.928584247
        ],
        [
            874.154382,
            739.918259,
            134.236123,
            993.088696,
            1063.502624,
            -70.413929
        ],
        [
            0.464482,
            0.393155,
            0.071326,
            0.127158,
            0.130479,
            -0.06469
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233661,
            -156544,
            -138815,
            -1166116,
            -635942,
            -788715
        ],
        [
            2.20049,
            2.878789,
            1.401499,
            1.372416,
            1.861617,
            0.950839
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            52,
            48.387097,
            55.555556,
            52,
            48.387097,
            55.555556
        ],
        [
            2.031222,
            3.070708,
            1.121199,
            1.266846,
            1.985725,
            0.760671
        ],
        [
            333622,
            333622,
            42544,
            407157,
            407157,
            182645
        ],
        [
            -70231,
            -33466,
            -70231,
            -514028,
            -375240,
            -514028
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            34,
            35,
            34,
            34,
            35,
            34
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            3529,
            1743,
            1786,
            3529,
            1743,
            1786
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552742,
            -139345,
            -242683,
            -21450,
            -169414,
            -726460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3764,
    "evaluation_days": 1882,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1605700800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760024885994,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 180,
            "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)