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Trade: CRV/USDT/15/HMA/WMA/3018

Strategy
CRV/USDT/15/HMA/WMA/3018
Pair
CRV_USDT
Interval
15m
Score
317762
Daily Profit
0.267887
Profit Factor
1.210819
Profitability
50.000000
Streak
7.306476
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 00:51
Expiration Time
2025-12-19 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69763.1318 44566.866 25196.2658 31466.9057 49131.5141 -17664.6084
Total P&L (%) 69.7631 44.5669 25.1963 31.4669 49.1315 -17.6646
Avg Daily Profit (%) 0.2679 0.1711 0.0968 0.1051 0.1536 -0.0746
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67664 -35506 -76081 -100418 -35990 -115716
Profit Factor 1.2108 1.3219 1.1309 1.0751 1.3027 0.9312
Total Trades 178 89 89 178 89 89
Winning Trades 89 40 49 89 40 49
Losing Trades 89 49 40 89 49 40
Profitability (%) 50 44.9438 55.0562 50 44.9438 55.0562
Ratio Avg Win / Avg Loss 1.2108 1.6193 0.9232 1.0751 1.5958 0.7601
Largest Winning Trade 20437 14631 20437 21094 17608 21094
Largest Losing Trade -45329 -26407 -45329 -63271 -28327 -63271
Avg Bars in Trades 134 133 135 134 133 135
Avg Bars in Winners 116 120 113 116 120 113
Avg Bars in Losers 152 144 163 152 144 163
Bars Traded 23991 11921 12070 23991 11921 12070
Profit Streak 7.3065 8.5669 7.3065 7.3065 8.5669 7.3065
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317762 155909 -145898 -192442 160893 -581153
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737201600000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759700700000,
    "evaluation_time": 1759701079570,
    "expiration_time": 1766180700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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": [
        [
            69763.1318092306,
            44566.8660413132,
            25196.2657679174,
            31466.9057272083,
            49131.5141491426,
            -17664.6084219342
        ],
        [
            69.763132,
            44.566866,
            25.196266,
            31.466906,
            49.131514,
            -17.664608
        ],
        [
            0.267887,
            0.171135,
            0.096752,
            0.10511,
            0.153585,
            -0.074609
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67664,
            -35506,
            -76081,
            -100418,
            -35990,
            -115716
        ],
        [
            1.210819,
            1.321873,
            1.130921,
            1.075112,
            1.302676,
            0.931162
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            89,
            49,
            40,
            89,
            49,
            40
        ],
        [
            50,
            44.94382,
            55.05618,
            50,
            44.94382,
            55.05618
        ],
        [
            1.210819,
            1.619294,
            0.923201,
            1.075112,
            1.595778,
            0.760132
        ],
        [
            20437,
            14631,
            20437,
            21094,
            17608,
            21094
        ],
        [
            -45329,
            -26407,
            -45329,
            -63271,
            -28327,
            -63271
        ],
        [
            134,
            133,
            135,
            134,
            133,
            135
        ],
        [
            116,
            120,
            113,
            116,
            120,
            113
        ],
        [
            152,
            144,
            163,
            152,
            144,
            163
        ],
        [
            23991,
            11921,
            12070,
            23991,
            11921,
            12070
        ],
        [
            7.306476,
            8.566893,
            7.306476,
            7.306476,
            8.566893,
            7.306476
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317762,
            155909,
            -145898,
            -192442,
            160893,
            -581153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737201600000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759700700000,
    "evaluation_time": 1759701079570,
    "expiration_time": 1766180700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 109,
            "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)