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Trade: CRV/USDT/720/PWMA/JMA/4804

Strategy
CRV/USDT/720/PWMA/JMA/4804
Pair
CRV_USDT
Interval
12h
Score
318762
Daily Profit
0.187975
Profit Factor
2.067465
Profitability
40.000000
Streak
366.714288
Best Strategy
Training Data Length
1879.000000
Evaluation Time
2025-10-06 20:08
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 278601.9405 353205.147 -74603.2065 -78648.2225 87337.2958 -165985.5183
Total P&L (%) 278.6019 353.2051 -74.6032 -78.6482 87.3373 -165.9855
Avg Daily Profit (%) 0.1483 0.188 -0.0397 -0.0821 0.0334 0
Buy And Hold Return (%) 25.8427 25.8427 25.8427 25.8427 25.8427 25.8427
Max Trade Drawdown -254449 -136953 -197780 -188423 -47500 -159013
Profit Factor 1.3938 2.0675 0.8019 0.7152 1.958 0.1025
Total Trades 59 30 29 59 30 29
Winning Trades 25 12 13 25 12 13
Losing Trades 34 18 16 34 18 16
Profitability (%) 42.3729 40 44.8276 42.3729 40 44.8276
Ratio Avg Win / Avg Loss 1.8956 3.1012 0.987 0.9726 2.9371 0.1262
Largest Winning Trade 213567 213567 58534 123215 123215 3862
Largest Losing Trade -69322 -48851 -69322 -82687 -37571 -82687
Avg Bars in Trades 58 52 65 58 52 65
Avg Bars in Winners 88 83 93 88 83 93
Avg Bars in Losers 36 31 42 36 31 42
Bars Traded 3469 1569 1900 3469 1569 1900
Profit Streak 84.2143 366.7143 0 84.2143 366.7143 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -175251 318762 -582844 -762685 -149903 -582566
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3758,
    "evaluation_days": 1879,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759770514491,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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": [
        [
            278601.9405210661,
            353205.1469753014,
            -74603.2064542353,
            -78648.2225260657,
            87337.2958105165,
            -165985.5183365821
        ],
        [
            278.601941,
            353.205147,
            -74.603206,
            -78.648223,
            87.337296,
            -165.985518
        ],
        [
            0.148271,
            0.187975,
            -0.039704,
            -0.082139,
            0.033414,
            0
        ],
        [
            25.842697,
            25.842697,
            25.842697,
            25.842697,
            25.842697,
            25.842697
        ],
        [
            -254449,
            -136953,
            -197780,
            -188423,
            -47500,
            -159013
        ],
        [
            1.393792,
            2.067465,
            0.801905,
            0.71516,
            1.958034,
            0.102543
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            42.372881,
            40,
            44.827586,
            42.372881,
            40,
            44.827586
        ],
        [
            1.895557,
            3.101197,
            0.98696,
            0.972618,
            2.937051,
            0.126207
        ],
        [
            213567,
            213567,
            58534,
            123215,
            123215,
            3862
        ],
        [
            -69322,
            -48851,
            -69322,
            -82687,
            -37571,
            -82687
        ],
        [
            58,
            52,
            65,
            58,
            52,
            65
        ],
        [
            88,
            83,
            93,
            88,
            83,
            93
        ],
        [
            36,
            31,
            42,
            36,
            31,
            42
        ],
        [
            3469,
            1569,
            1900,
            3469,
            1569,
            1900
        ],
        [
            84.214288,
            366.714288,
            0,
            84.214288,
            366.714288,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -175251,
            318762,
            -582844,
            -762685,
            -149903,
            -582566
        ]
    ]
}
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": 1602244800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759770514491,
    "expiration_time": 1764622368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 43,
            "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)