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Trade: CRV/USDT/720/SSF/SINWMA/8048

Strategy
CRV/USDT/720/SSF/SINWMA/8048
Pair
CRV_USDT
Interval
12h
Score
361325
Daily Profit
0.314176
Profit Factor
1.683214
Profitability
43.820225
Streak
0.000000
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-28 01:51
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586567.1717 556111.5088 30455.6629 -11951.7693 306481.6717 -318433.441
Total P&L (%) 586.5672 556.1115 30.4557 -11.9518 306.4817 -318.4334
Avg Daily Profit (%) 0.3142 0.2979 0.0163 -0.0068 0.0751 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -295416 -161083 -147906 -1297465 -728849 -603216
Profit Factor 1.6832 2.02 1.0972 0.9932 1.2816 0.5217
Total Trades 89 44 45 89 44 45
Winning Trades 39 17 22 39 17 22
Losing Trades 50 27 23 50 27 23
Profitability (%) 43.8202 38.6364 48.8889 43.8202 38.6364 48.8889
Ratio Avg Win / Avg Loss 2.158 3.2082 1.1471 1.2733 2.0355 0.5454
Largest Winning Trade 344460 344460 48307 638653 638653 146710
Largest Losing Trade -56749 -56749 -43514 -497516 -497516 -158405
Avg Bars in Trades 41 42 40 41 42 40
Avg Bars in Winners 52 55 50 52 55 50
Avg Bars in Losers 32 33 30 32 33 30
Bars Traded 3664 1858 1807 3664 1858 1807
Profit Streak 0 202.9526 0 0 202.9526 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361325 350580 -288098 -581277 -94509 -581144
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013504347,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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": [
        [
            586567.171690825,
            556111.5088265372,
            30455.6628642879,
            -11951.7692562766,
            306481.6717424483,
            -318433.440998725
        ],
        [
            586.567172,
            556.111509,
            30.455663,
            -11.951769,
            306.481672,
            -318.433441
        ],
        [
            0.314176,
            0.297864,
            0.016313,
            -0.006817,
            0.075142,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -295416,
            -161083,
            -147906,
            -1297465,
            -728849,
            -603216
        ],
        [
            1.683214,
            2.019986,
            1.097201,
            0.993187,
            1.281598,
            0.52172
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            43.820225,
            38.636364,
            48.888889,
            43.820225,
            38.636364,
            48.888889
        ],
        [
            2.157967,
            3.208213,
            1.147074,
            1.273316,
            2.035479,
            0.545435
        ],
        [
            344460,
            344460,
            48307,
            638653,
            638653,
            146710
        ],
        [
            -56749,
            -56749,
            -43514,
            -497516,
            -497516,
            -158405
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            52,
            55,
            50,
            52,
            55,
            50
        ],
        [
            32,
            33,
            30,
            32,
            33,
            30
        ],
        [
            3664,
            1858,
            1807,
            3664,
            1858,
            1807
        ],
        [
            0,
            202.952597,
            0,
            0,
            202.952597,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361325,
            350580,
            -288098,
            -581277,
            -94509,
            -581144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599220800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013504347,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "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)