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Trade: CRV/USDT/720/HWMA/HILO/3288

Strategy
CRV/USDT/720/HWMA/HILO/3288
Pair
CRV_USDT
Interval
12h
Score
347209
Daily Profit
0.163263
Profit Factor
1.498406
Profitability
53.278689
Streak
17.333933
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 23:00
Expiration Time
2025-12-01 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234227.0033 306771.3552 -72544.3519 -80334.3328 77812.6641 -158146.9969
Total P&L (%) 234.227 306.7714 -72.5444 -80.3343 77.8127 -158.147
Avg Daily Profit (%) 0.1247 0.1633 -0.0386 -0.0865 0.0306 0
Buy And Hold Return (%) 13.6714 13.6714 13.6714 13.6714 13.6714 13.6714
Max Trade Drawdown -249916 -136961 -168901 -956838 -667465 -343799
Profit Factor 1.1655 1.4984 0.9093 0.9707 1.0587 0.8884
Total Trades 243 122 121 243 122 121
Winning Trades 122 65 57 122 65 57
Losing Trades 121 57 64 121 57 64
Profitability (%) 50.2058 53.2787 47.1074 50.2058 53.2787 47.1074
Ratio Avg Win / Avg Loss 1.1559 1.314 1.021 0.9628 0.9284 0.9975
Largest Winning Trade 136843 136843 49021 156680 156680 121429
Largest Losing Trade -60301 -42637 -60301 -210699 -210699 -148990
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 3538 1774 1764 3538 1774 1764
Profit Streak 17.3339 17.3339 24.3339 17.3339 17.3339 24.3339
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62465 347209 -579647 -578134 -309419 -581313
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759780851823,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16938,
            "nc": 0.31458
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 183
        }
    }
}
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": [
        [
            234227.0032913538,
            306771.3552395816,
            -72544.3519482276,
            -80334.3328108727,
            77812.6641220704,
            -158146.9969329434
        ],
        [
            234.227003,
            306.771355,
            -72.544352,
            -80.334333,
            77.812664,
            -158.146997
        ],
        [
            0.124655,
            0.163263,
            -0.038608,
            -0.086514,
            0.030636,
            0
        ],
        [
            13.671429,
            13.671429,
            13.671429,
            13.671429,
            13.671429,
            13.671429
        ],
        [
            -249916,
            -136961,
            -168901,
            -956838,
            -667465,
            -343799
        ],
        [
            1.165471,
            1.498406,
            0.909321,
            0.970711,
            1.058694,
            0.888399
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            122,
            65,
            57,
            122,
            65,
            57
        ],
        [
            121,
            57,
            64,
            121,
            57,
            64
        ],
        [
            50.205761,
            53.278689,
            47.107438,
            50.205761,
            53.278689,
            47.107438
        ],
        [
            1.155918,
            1.313987,
            1.020992,
            0.962754,
            0.928393,
            0.9975
        ],
        [
            136843,
            136843,
            49021,
            156680,
            156680,
            121429
        ],
        [
            -60301,
            -42637,
            -60301,
            -210699,
            -210699,
            -148990
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            3538,
            1774,
            1764,
            3538,
            1774,
            1764
        ],
        [
            17.333933,
            17.333933,
            24.333933,
            17.333933,
            17.333933,
            24.333933
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62465,
            347209,
            -579647,
            -578134,
            -309419,
            -581313
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606262400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759780851823,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.16938,
            "nc": 0.31458
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 183
        }
    }
}

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)