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Trade: CRV/USDT/120/DCM/SINWMA/1884

Strategy
CRV/USDT/120/DCM/SINWMA/1884
Pair
CRV_USDT
Interval
2h
Score
309266
Daily Profit
0.303629
Profit Factor
1.995520
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 01:49
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519543.5615 566572.2997 -47028.7382 -20901.7127 560789.7736 -581691.4863
Total P&L (%) 519.5436 566.5723 -47.0287 -20.9017 560.7898 -581.6915
Avg Daily Profit (%) 0.2784 0.3036 -0.0252 -0.0126 0.1012 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -328395 -149739 -185685 -1159161 -495616 -772248
Profit Factor 1.4449 1.9955 0.9215 0.9908 1.5567 0.5364
Total Trades 239 120 119 239 120 119
Winning Trades 92 48 44 92 48 44
Losing Trades 147 72 75 147 72 75
Profitability (%) 38.4937 40 36.9748 38.4937 40 36.9748
Ratio Avg Win / Avg Loss 2.3086 2.9933 1.5707 1.5831 2.3351 0.9143
Largest Winning Trade 309490 309490 46278 570716 570716 191036
Largest Losing Trade -38356 -32866 -38356 -452487 -192974 -452487
Avg Bars in Trades 89 82 95 89 82 95
Avg Bars in Winners 147 134 160 147 134 160
Avg Bars in Losers 53 48 58 53 48 58
Bars Traded 21366 9950 11416 21366 9950 11416
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 272312 309266 -583303 -581224 -58757 -586081

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758840576255,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "offset": 203
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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": [
        [
            519543.5614674819,
            566572.2997016056,
            -47028.7382341236,
            -20901.7127292044,
            560789.7735622958,
            -581691.4862914998
        ],
        [
            519.543561,
            566.5723,
            -47.028738,
            -20.901713,
            560.789774,
            -581.691486
        ],
        [
            0.278426,
            0.303629,
            -0.025203,
            -0.012565,
            0.101244,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -328395,
            -149739,
            -185685,
            -1159161,
            -495616,
            -772248
        ],
        [
            1.444857,
            1.99552,
            0.921457,
            0.99076,
            1.556745,
            0.536407
        ],
        [
            239,
            120,
            119,
            239,
            120,
            119
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            147,
            72,
            75,
            147,
            72,
            75
        ],
        [
            38.493724,
            40,
            36.97479,
            38.493724,
            40,
            36.97479
        ],
        [
            2.30863,
            2.99328,
            1.570666,
            1.583062,
            2.335117,
            0.914329
        ],
        [
            309490,
            309490,
            46278,
            570716,
            570716,
            191036
        ],
        [
            -38356,
            -32866,
            -38356,
            -452487,
            -192974,
            -452487
        ],
        [
            89,
            82,
            95,
            89,
            82,
            95
        ],
        [
            147,
            134,
            160,
            147,
            134,
            160
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            21366,
            9950,
            11416,
            21366,
            9950,
            11416
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            272312,
            309266,
            -583303,
            -581224,
            -58757,
            -586081
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598961600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758840576255,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 6,
            "offset": 203
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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)