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Trade: CRV/USDT/120/WMA/SSF/7599

Strategy
CRV/USDT/120/WMA/SSF/7599
Pair
CRV_USDT
Interval
2h
Score
411884
Daily Profit
0.272835
Profit Factor
1.573474
Profitability
46.093750
Streak
10.916303
Best Strategy
Training Data Length
1872.830000
Evaluation Time
2025-10-01 14:59
Expiration Time
2025-12-07 22:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510973.6768 439738.9717 71234.7051 157734.6163 372389.0318 -214654.4155
Total P&L (%) 510.9737 439.739 71.2347 157.7346 372.389 -214.6544
Avg Daily Profit (%) 0.2728 0.2348 0.038 0.0506 0.0829 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219253 -105113 -197758 -571260 -334534 -336375
Profit Factor 1.5735 2.0997 1.145 1.1064 1.5749 0.743
Total Trades 128 64 64 128 64 64
Winning Trades 59 27 32 59 27 32
Losing Trades 69 37 32 69 37 32
Profitability (%) 46.0938 42.1875 50 46.0938 42.1875 50
Ratio Avg Win / Avg Loss 1.8402 2.8774 1.145 1.2939 2.1581 0.743
Largest Winning Trade 183428 183428 77952 179412 179412 98768
Largest Losing Trade -51619 -43525 -51619 -177336 -177336 -132020
Avg Bars in Trades 172 156 188 172 156 188
Avg Bars in Winners 239 216 259 239 216 259
Avg Bars in Losers 115 113 117 115 113 117
Bars Traded 22093 10046 12047 22093 10046 12047
Profit Streak 10.9163 10.9163 47.4996 10.9163 10.9163 47.4996
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411884 -129942 -341267 -228989 -221202 -718969
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22474,
    "evaluation_days": 1872.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759319968591,
    "expiration_time": 1765138060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            510973.6767998993,
            439738.9717424908,
            71234.7050574084,
            157734.6163326784,
            372389.0318350081,
            -214654.4155023297
        ],
        [
            510.973677,
            439.738972,
            71.234705,
            157.734616,
            372.389032,
            -214.654416
        ],
        [
            0.272835,
            0.234799,
            0.038036,
            0.050565,
            0.082937,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219253,
            -105113,
            -197758,
            -571260,
            -334534,
            -336375
        ],
        [
            1.573474,
            2.099694,
            1.145039,
            1.106372,
            1.574864,
            0.74295
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            46.09375,
            42.1875,
            50,
            46.09375,
            42.1875,
            50
        ],
        [
            1.840165,
            2.877358,
            1.145039,
            1.293893,
            2.158147,
            0.74295
        ],
        [
            183428,
            183428,
            77952,
            179412,
            179412,
            98768
        ],
        [
            -51619,
            -43525,
            -51619,
            -177336,
            -177336,
            -132020
        ],
        [
            172,
            156,
            188,
            172,
            156,
            188
        ],
        [
            239,
            216,
            259,
            239,
            216,
            259
        ],
        [
            115,
            113,
            117,
            115,
            113,
            117
        ],
        [
            22093,
            10046,
            12047,
            22093,
            10046,
            12047
        ],
        [
            10.916303,
            10.916303,
            47.499636,
            10.916303,
            10.916303,
            47.499636
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411884,
            -129942,
            -341267,
            -228989,
            -221202,
            -718969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22474,
    "evaluation_days": 1872.83,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599235200000,
    "last_datapoint_time": 1759312800000,
    "evaluation_time": 1759319968591,
    "expiration_time": 1765138060800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    }
}

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)