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Trade: CRV/USDT/720/HMA/SUPERTREND/5724

Strategy
CRV/USDT/720/HMA/SUPERTREND/5724
Pair
CRV_USDT
Interval
12h
Score
301985
Daily Profit
0.210164
Profit Factor
1.452317
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 08:56
Expiration Time
2025-11-28 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 394162.7746 356378.8433 37783.9314 49298.5937 179695.3386 -130396.7449
Total P&L (%) 394.1628 356.3788 37.7839 49.2986 179.6953 -130.3967
Avg Daily Profit (%) 0.2102 0.19 0.0201 0.0214 0.0549 0
Buy And Hold Return (%) 70.5023 70.5023 70.5023 70.5023 70.5023 70.5023
Max Trade Drawdown -212088 -185457 -72785 -443129 -343113 -224963
Profit Factor 1.4523 1.6907 1.1063 1.0438 1.2959 0.7479
Total Trades 136 68 68 136 68 68
Winning Trades 64 29 35 64 29 35
Losing Trades 72 39 33 72 39 33
Profitability (%) 47.0588 42.6471 51.4706 47.0588 42.6471 51.4706
Ratio Avg Win / Avg Loss 1.6339 2.2736 1.0431 1.1743 1.7427 0.7052
Largest Winning Trade 235548 235548 33766 117905 117905 48081
Largest Losing Trade -46209 -46209 -23928 -154209 -154209 -77236
Avg Bars in Trades 24 29 19 24 29 19
Avg Bars in Winners 29 33 26 29 33 26
Avg Bars in Losers 20 26 13 20 26 13
Bars Traded 3367 2018 1349 3367 2018 1349
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 301985 -102597 -544027 -502903 -234048 -689489
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759470984798,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 122,
            "multiplier": 3.24475
        }
    }
}
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": [
        [
            394162.7746431898,
            356378.8432612049,
            37783.9313819851,
            49298.5936921268,
            179695.3386034726,
            -130396.7449113458
        ],
        [
            394.162775,
            356.378843,
            37.783931,
            49.298594,
            179.695339,
            -130.396745
        ],
        [
            0.210164,
            0.190018,
            0.020146,
            0.021371,
            0.054855,
            0
        ],
        [
            70.502283,
            70.502283,
            70.502283,
            70.502283,
            70.502283,
            70.502283
        ],
        [
            -212088,
            -185457,
            -72785,
            -443129,
            -343113,
            -224963
        ],
        [
            1.452317,
            1.690658,
            1.106304,
            1.043835,
            1.295882,
            0.747937
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            47.058824,
            42.647059,
            51.470588,
            47.058824,
            42.647059,
            51.470588
        ],
        [
            1.633856,
            2.273644,
            1.043087,
            1.174314,
            1.742737,
            0.705198
        ],
        [
            235548,
            235548,
            33766,
            117905,
            117905,
            48081
        ],
        [
            -46209,
            -46209,
            -23928,
            -154209,
            -154209,
            -77236
        ],
        [
            24,
            29,
            19,
            24,
            29,
            19
        ],
        [
            29,
            33,
            26,
            29,
            33,
            26
        ],
        [
            20,
            26,
            13,
            20,
            26,
            13
        ],
        [
            3367,
            2018,
            1349,
            3367,
            2018,
            1349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301985,
            -102597,
            -544027,
            -502903,
            -234048,
            -689489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603929600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759470984798,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 122,
            "multiplier": 3.24475
        }
    }
}

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)