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Trade: CRV/USDT/120/HLC3/WMA/8824

Strategy
CRV/USDT/120/HLC3/WMA/8824
Pair
CRV_USDT
Interval
2h
Score
362603
Daily Profit
0.303596
Profit Factor
1.384894
Profitability
41.252302
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-28 02:24
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 566510.3472 545078.3261 21432.0211 -52952.4378 2198.2438 -55150.6816
Total P&L (%) 566.5103 545.0783 21.432 -52.9524 2.1982 -55.1507
Avg Daily Profit (%) 0.3036 0.2921 0.0115 -0.0404 0.0012 -0.043
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158302 -110398 -196385 -91579 -54714 -44619
Profit Factor 1.3849 1.7056 1.0306 0.8678 1.0106 0.7144
Total Trades 543 272 271 543 272 271
Winning Trades 224 104 120 224 104 120
Losing Trades 319 168 151 319 168 151
Profitability (%) 41.2523 38.2353 44.2804 41.2523 38.2353 44.2804
Ratio Avg Win / Avg Loss 1.9722 2.7553 1.2969 1.2358 1.6325 0.899
Largest Winning Trade 323541 323541 70423 40267 40267 16270
Largest Losing Trade -64763 -64763 -34355 -42085 -42085 -32160
Avg Bars in Trades 40 38 43 40 38 43
Avg Bars in Winners 65 65 64 65 65 64
Avg Bars in Losers 23 21 26 23 21 26
Bars Traded 22172 10415 11757 22172 10415 11757
Profit Streak 0 0 9.2254 0 0 9.2254
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362603 300575 -370495 -579675 -568491 -581027
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598551200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759015475482,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 151
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 53,
            "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": [
        [
            566510.3472225425,
            545078.3261446175,
            21432.0210779253,
            -52952.4378165344,
            2198.24382398,
            -55150.6816405144
        ],
        [
            566.510347,
            545.078326,
            21.432021,
            -52.952438,
            2.198244,
            -55.150682
        ],
        [
            0.303596,
            0.292111,
            0.011486,
            -0.0404,
            0.001165,
            -0.042963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158302,
            -110398,
            -196385,
            -91579,
            -54714,
            -44619
        ],
        [
            1.384894,
            1.705647,
            1.030643,
            0.867767,
            1.010603,
            0.714423
        ],
        [
            543,
            272,
            271,
            543,
            272,
            271
        ],
        [
            224,
            104,
            120,
            224,
            104,
            120
        ],
        [
            319,
            168,
            151,
            319,
            168,
            151
        ],
        [
            41.252302,
            38.235294,
            44.280443,
            41.252302,
            38.235294,
            44.280443
        ],
        [
            1.972238,
            2.755276,
            1.296893,
            1.235794,
            1.632512,
            0.898982
        ],
        [
            323541,
            323541,
            70423,
            40267,
            40267,
            16270
        ],
        [
            -64763,
            -64763,
            -34355,
            -42085,
            -42085,
            -32160
        ],
        [
            40,
            38,
            43,
            40,
            38,
            43
        ],
        [
            65,
            65,
            64,
            65,
            65,
            64
        ],
        [
            23,
            21,
            26,
            23,
            21,
            26
        ],
        [
            22172,
            10415,
            11757,
            22172,
            10415,
            11757
        ],
        [
            0,
            0,
            9.225411,
            0,
            0,
            9.225411
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362603,
            300575,
            -370495,
            -579675,
            -568491,
            -581027
        ]
    ]
}
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": 1598551200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759015475482,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 151
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 53,
            "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)