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Trade: CRV/USDT/720/PWMA/HWMA/8482

Strategy
CRV/USDT/720/PWMA/HWMA/8482
Pair
CRV_USDT
Interval
12h
Score
343955
Daily Profit
0.208722
Profit Factor
1.342074
Profitability
51.465798
Streak
0.000000
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-11 17:02
Expiration Time
2025-12-07 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380409.1071 393232.9862 -12823.8791 -123461.6457 33358.6159 -156820.2615
Total P&L (%) 380.4091 393.233 -12.8239 -123.4616 33.3586 -156.8203
Avg Daily Profit (%) 0.2019 0.2087 -0.0068 0 0.0153 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147571 -68780 -202030 -363292 -67632 -368858
Profit Factor 1.1528 1.3421 0.9904 0.915 1.0545 0.8134
Total Trades 614 307 307 614 307 307
Winning Trades 326 158 168 297 152 145
Losing Trades 288 149 139 317 155 162
Profitability (%) 53.0945 51.4658 54.7231 48.3713 49.5114 47.2313
Ratio Avg Win / Avg Loss 1.0184 1.2656 0.8195 0.9766 1.0753 0.9088
Largest Winning Trade 45110 45110 39967 58757 58757 34746
Largest Losing Trade -112091 -33282 -112091 -287174 -35549 -287174
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3685 1842 1842 3685 1842 1842
Profit Streak 0 0 11.0848 5.0848 8.0848 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40919 343955 -578198 -577210 -333997 -580526
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191327158,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65149,
            "nc": 0.98162
        }
    }
}
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": [
        [
            380409.1071221064,
            393232.9862423912,
            -12823.8791202844,
            -123461.6456591684,
            33358.6158759249,
            -156820.2615350932
        ],
        [
            380.409107,
            393.232986,
            -12.823879,
            -123.461646,
            33.358616,
            -156.820262
        ],
        [
            0.201916,
            0.208722,
            -0.006807,
            0,
            0.015281,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147571,
            -68780,
            -202030,
            -363292,
            -67632,
            -368858
        ],
        [
            1.152803,
            1.342074,
            0.99043,
            0.914992,
            1.054511,
            0.813396
        ],
        [
            614,
            307,
            307,
            614,
            307,
            307
        ],
        [
            326,
            158,
            168,
            297,
            152,
            145
        ],
        [
            288,
            149,
            139,
            317,
            155,
            162
        ],
        [
            53.094463,
            51.465798,
            54.723127,
            48.371336,
            49.511401,
            47.23127
        ],
        [
            1.018427,
            1.265627,
            0.819463,
            0.976608,
            1.075323,
            0.90876
        ],
        [
            45110,
            45110,
            39967,
            58757,
            58757,
            34746
        ],
        [
            -112091,
            -33282,
            -112091,
            -287174,
            -35549,
            -287174
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3685,
            1842,
            1842,
            3685,
            1842,
            1842
        ],
        [
            0,
            0,
            11.084805,
            5.084805,
            8.084805,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40919,
            343955,
            -578198,
            -577210,
            -333997,
            -580526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600516800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191327158,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.65149,
            "nc": 0.98162
        }
    }
}

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)