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Trade: CRV/USDT/720/SINWMA/FWMA/6953

Strategy
CRV/USDT/720/SINWMA/FWMA/6953
Pair
CRV_USDT
Interval
12h
Score
531926
Daily Profit
0.237359
Profit Factor
3.181395
Profitability
51.428571
Streak
166.116734
Best Strategy
Training Data Length
1872.000000
Evaluation Time
2025-09-29 17:48
Expiration Time
2025-11-24 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560182.8129 444336.0665 115846.7464 422427.0701 708889.356 -286462.2859
Total P&L (%) 560.1828 444.3361 115.8467 422.4271 708.8894 -286.4623
Avg Daily Profit (%) 0.2992 0.2374 0.0619 0.0884 0.1117 0
Buy And Hold Return (%) 54.0449 54.0449 54.0449 54.0449 54.0449 54.0449
Max Trade Drawdown -95727 -58870 -99803 -573909 -204166 -548349
Profit Factor 2.137 3.1814 1.4008 1.2264 2.2112 0.7763
Total Trades 70 35 35 70 35 35
Winning Trades 41 18 23 41 18 23
Losing Trades 29 17 12 29 17 12
Profitability (%) 58.5714 51.4286 65.7143 58.5714 51.4286 65.7143
Ratio Avg Win / Avg Loss 1.5115 3.0047 0.7309 0.8674 2.0884 0.405
Largest Winning Trade 120502 120502 52203 382420 382420 122612
Largest Losing Trade -83254 -45097 -83254 -523852 -130320 -523852
Avg Bars in Trades 48 52 44 48 52 44
Avg Bars in Winners 43 43 42 43 43 42
Avg Bars in Losers 56 62 48 56 62 48
Bars Traded 3414 1842 1572 3414 1842 1572
Profit Streak 166.1167 166.1167 248.1167 166.1167 166.1167 248.1167
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83084 531926 -114194 -173064 -38447 -577779
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1608768000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157285856,
    "expiration_time": 1763999424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 102
        }
    }
}
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": [
        [
            560182.8129114099,
            444336.0665410468,
            115846.7463703631,
            422427.070144201,
            708889.356013197,
            -286462.2858689961
        ],
        [
            560.182813,
            444.336067,
            115.846746,
            422.42707,
            708.889356,
            -286.462286
        ],
        [
            0.299243,
            0.237359,
            0.061884,
            0.088357,
            0.111734,
            0
        ],
        [
            54.044944,
            54.044944,
            54.044944,
            54.044944,
            54.044944,
            54.044944
        ],
        [
            -95727,
            -58870,
            -99803,
            -573909,
            -204166,
            -548349
        ],
        [
            2.136952,
            3.181395,
            1.400837,
            1.226387,
            2.211246,
            0.776323
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            58.571429,
            51.428571,
            65.714286,
            58.571429,
            51.428571,
            65.714286
        ],
        [
            1.511503,
            3.004651,
            0.730872,
            0.867444,
            2.088399,
            0.405038
        ],
        [
            120502,
            120502,
            52203,
            382420,
            382420,
            122612
        ],
        [
            -83254,
            -45097,
            -83254,
            -523852,
            -130320,
            -523852
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            43,
            43,
            42,
            43,
            43,
            42
        ],
        [
            56,
            62,
            48,
            56,
            62,
            48
        ],
        [
            3414,
            1842,
            1572,
            3414,
            1842,
            1572
        ],
        [
            166.116734,
            166.116734,
            248.116734,
            166.116734,
            166.116734,
            248.116734
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83084,
            531926,
            -114194,
            -173064,
            -38447,
            -577779
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1608768000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157285856,
    "expiration_time": 1763999424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 102
        }
    }
}

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)