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Trade: CRV/USDT/120/SINWMA/DCM/7466

Strategy
CRV/USDT/120/SINWMA/DCM/7466
Pair
CRV_USDT
Interval
2h
Score
320887
Daily Profit
0.305398
Profit Factor
1.819085
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-28 04:42
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 471023.2185 569871.9497 -98848.7311 -84666.6753 -901.0787 -83765.5966
Total P&L (%) 471.0232 569.872 -98.8487 -84.6667 -0.9011 -83.7656
Avg Daily Profit (%) 0.2524 0.3054 -0.053 -0.1004 -0.0005 -0.0974
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191328 -106398 -234609 -134104 -63679 -104106
Profit Factor 1.334 1.8191 0.8617 0.8089 0.9961 0.6043
Total Trades 240 120 120 240 120 120
Winning Trades 106 50 56 106 50 56
Losing Trades 134 70 64 134 70 64
Profitability (%) 44.1667 41.6667 46.6667 44.1667 41.6667 46.6667
Ratio Avg Win / Avg Loss 1.6863 2.5467 0.9848 1.0225 1.3945 0.6907
Largest Winning Trade 429769 429769 42333 58093 58093 11249
Largest Losing Trade -47051 -42320 -47051 -32354 -32354 -27620
Avg Bars in Trades 90 106 74 90 106 74
Avg Bars in Winners 127 152 106 127 152 106
Avg Bars in Losers 60 73 46 60 73 46
Bars Traded 21670 12748 8922 21670 12748 8922
Profit Streak 0 0 32.9881 0 0 32.9881
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304522 320887 -581768 -580124 -582587 -581768
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599213600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023769825,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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": [
        [
            471023.2185493875,
            569871.949690494,
            -98848.7311411062,
            -84666.6753148736,
            -901.0787458007,
            -83765.5965690728
        ],
        [
            471.023219,
            569.87195,
            -98.848731,
            -84.666675,
            -0.901079,
            -83.765597
        ],
        [
            0.252424,
            0.305398,
            -0.052974,
            -0.100439,
            -0.000485,
            -0.097382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191328,
            -106398,
            -234609,
            -134104,
            -63679,
            -104106
        ],
        [
            1.333961,
            1.819085,
            0.861687,
            0.808877,
            0.996104,
            0.604337
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            106,
            50,
            56,
            106,
            50,
            56
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            44.166667,
            41.666667,
            46.666667,
            44.166667,
            41.666667,
            46.666667
        ],
        [
            1.686328,
            2.546719,
            0.984785,
            1.022543,
            1.394546,
            0.69067
        ],
        [
            429769,
            429769,
            42333,
            58093,
            58093,
            11249
        ],
        [
            -47051,
            -42320,
            -47051,
            -32354,
            -32354,
            -27620
        ],
        [
            90,
            106,
            74,
            90,
            106,
            74
        ],
        [
            127,
            152,
            106,
            127,
            152,
            106
        ],
        [
            60,
            73,
            46,
            60,
            73,
            46
        ],
        [
            21670,
            12748,
            8922,
            21670,
            12748,
            8922
        ],
        [
            0,
            0,
            32.988077,
            0,
            0,
            32.988077
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304522,
            320887,
            -581768,
            -580124,
            -582587,
            -581768
        ]
    ]
}
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": 1599213600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759023769825,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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)