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Trade: CRV/USDT/720/SINWMA/SUPERTREND/5395

Strategy
CRV/USDT/720/SINWMA/SUPERTREND/5395
Pair
CRV_USDT
Interval
12h
Score
301370
Daily Profit
0.164625
Profit Factor
1.351779
Profitability
50.413223
Streak
0.000000
Best Strategy
Training Data Length
1885.000000
Evaluation Time
2025-10-12 21:11
Expiration Time
2025-12-08 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310318.6881 293494.0848 16824.6033 -52489.8429 75325.8432 -127815.6861
Total P&L (%) 310.3187 293.4941 16.8246 -52.4898 75.3258 -127.8157
Avg Daily Profit (%) 0.1646 0.1557 0.0089 -0.0395 0.0298 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189697 -172178 -90462 -168918 -62833 -115512
Profit Factor 1.3518 1.5725 1.0455 0.8693 1.4223 0.4275
Total Trades 121 61 60 121 61 60
Winning Trades 61 28 33 61 28 33
Losing Trades 60 33 27 60 33 27
Profitability (%) 50.4132 45.9016 55 50.4132 45.9016 55
Ratio Avg Win / Avg Loss 1.3296 1.8533 0.8554 0.8551 1.6763 0.3498
Largest Winning Trade 228241 228241 40796 73856 73856 13832
Largest Losing Trade -63126 -42344 -63126 -55731 -33480 -55731
Avg Bars in Trades 28 36 20 28 36 20
Avg Bars in Winners 26 30 23 26 30 23
Avg Bars in Losers 30 40 18 30 40 18
Bars Traded 3457 2203 1254 3457 2203 1254
Profit Streak 0 0 91.2579 0 0 91.2579
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301370 -153171 -529313 -580125 -314416 -748072
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292685590,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 3.41643
        }
    }
}
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": [
        [
            310318.6880915897,
            293494.0848139555,
            16824.6032776343,
            -52489.8429301007,
            75325.8431761164,
            -127815.6861062172
        ],
        [
            310.318688,
            293.494085,
            16.824603,
            -52.489843,
            75.325843,
            -127.815686
        ],
        [
            0.164625,
            0.1557,
            0.008926,
            -0.039474,
            0.029791,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189697,
            -172178,
            -90462,
            -168918,
            -62833,
            -115512
        ],
        [
            1.351779,
            1.572518,
            1.045533,
            0.869306,
            1.422344,
            0.427532
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            50.413223,
            45.901639,
            55,
            50.413223,
            45.901639,
            55
        ],
        [
            1.329618,
            1.853325,
            0.855436,
            0.855055,
            1.676335,
            0.349799
        ],
        [
            228241,
            228241,
            40796,
            73856,
            73856,
            13832
        ],
        [
            -63126,
            -42344,
            -63126,
            -55731,
            -33480,
            -55731
        ],
        [
            28,
            36,
            20,
            28,
            36,
            20
        ],
        [
            26,
            30,
            23,
            26,
            30,
            23
        ],
        [
            30,
            40,
            18,
            30,
            40,
            18
        ],
        [
            3457,
            2203,
            1254,
            3457,
            2203,
            1254
        ],
        [
            0,
            0,
            91.257935,
            0,
            0,
            91.257935
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301370,
            -153171,
            -529313,
            -580125,
            -314416,
            -748072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3770,
    "evaluation_days": 1885,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602072000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760292685590,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 3.41643
        }
    }
}

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)