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Trade: CRV/USDT/720/SWMA/MIDPOINT/4540

Strategy
CRV/USDT/720/SWMA/MIDPOINT/4540
Pair
CRV_USDT
Interval
12h
Score
348687
Daily Profit
0.238070
Profit Factor
2.145578
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1877.000000
Evaluation Time
2025-10-04 18:38
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400423.0946 446857.5718 -46434.4773 -65231.2482 54849.3361 -120080.5844
Total P&L (%) 400.4231 446.8576 -46.4345 -65.2312 54.8493 -120.0806
Avg Daily Profit (%) 0.2133 0.2381 -0.0247 -0.0563 0.0233 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134033 -94704 -152635 -126918 -60741 -147608
Profit Factor 1.4737 2.1456 0.898 0.881 1.2359 0.6193
Total Trades 97 48 49 97 48 49
Winning Trades 43 21 22 43 21 22
Losing Trades 54 27 27 54 27 27
Profitability (%) 44.3299 43.75 44.898 44.3299 43.75 44.898
Ratio Avg Win / Avg Loss 1.8507 2.7586 1.1021 1.1063 1.589 0.7601
Largest Winning Trade 347674 347674 55030 76639 76639 41216
Largest Losing Trade -66419 -45443 -66419 -75318 -50398 -75318
Avg Bars in Trades 36 47 26 36 47 26
Avg Bars in Winners 46 58 35 46 58 35
Avg Bars in Losers 28 38 18 28 38 18
Bars Traded 3544 2257 1287 3544 2257 1287
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289614 348687 -580721 -581057 -164288 -582388
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3754,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592332912,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "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": [
        [
            400423.0945549305,
            446857.5718432448,
            -46434.4772883143,
            -65231.2482472552,
            54849.3361115591,
            -120080.5843588144
        ],
        [
            400.423095,
            446.857572,
            -46.434477,
            -65.231248,
            54.849336,
            -120.080584
        ],
        [
            0.213331,
            0.23807,
            -0.024739,
            -0.056268,
            0.0233,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134033,
            -94704,
            -152635,
            -126918,
            -60741,
            -147608
        ],
        [
            1.473694,
            2.145578,
            0.898002,
            0.88095,
            1.235906,
            0.619306
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            44.329897,
            43.75,
            44.897959,
            44.329897,
            43.75,
            44.897959
        ],
        [
            1.850685,
            2.7586,
            1.102093,
            1.106309,
            1.589023,
            0.760058
        ],
        [
            347674,
            347674,
            55030,
            76639,
            76639,
            41216
        ],
        [
            -66419,
            -45443,
            -66419,
            -75318,
            -50398,
            -75318
        ],
        [
            36,
            47,
            26,
            36,
            47,
            26
        ],
        [
            46,
            58,
            35,
            46,
            58,
            35
        ],
        [
            28,
            38,
            18,
            28,
            38,
            18
        ],
        [
            3544,
            2257,
            1287,
            3544,
            2257,
            1287
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289614,
            348687,
            -580721,
            -581057,
            -164288,
            -582388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3754,
    "evaluation_days": 1877,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600646400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759592332912,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 75,
            "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)