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Trade: CRV/USDT/240/HILO/WMA/5007

Strategy
CRV/USDT/240/HILO/WMA/5007
Pair
CRV_USDT
Interval
4h
Score
354292
Daily Profit
0.235831
Profit Factor
1.267550
Profitability
46.629213
Streak
17.219173
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-25 16:15
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440178.2656 448106.3098 -7928.0442 -68231.9487 -78499.2579 10267.3092
Total P&L (%) 440.1783 448.1063 -7.928 -68.2319 -78.4993 10.2673
Avg Daily Profit (%) 0.2358 0.2401 -0.0042 -0.0614 -0.0823 0.0052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255261 -134693 -213494 -197290 -123674 -113641
Profit Factor 1.2676 1.4919 0.9892 0.8637 0.7293 1.0487
Total Trades 356 178 178 356 178 178
Winning Trades 166 76 90 166 76 90
Losing Trades 190 102 88 190 102 88
Profitability (%) 46.6292 42.6966 50.5618 46.6292 42.6966 50.5618
Ratio Avg Win / Avg Loss 1.4508 2.0022 0.9672 0.9886 0.9788 1.0254
Largest Winning Trade 284700 284700 41749 45270 16505 45270
Largest Losing Trade -52133 -37228 -52133 -61951 -61951 -42271
Avg Bars in Trades 31 35 26 31 35 26
Avg Bars in Winners 38 47 29 38 47 29
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 11036 6256 4780 11036 6256 4780
Profit Streak 17.2192 25.2192 17.2192 17.2192 25.2192 17.2192
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354292 320075 -579481 -578749 -582218 -508897

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806136607,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 52
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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": [
        [
            440178.2655723168,
            448106.3097546496,
            -7928.0441823326,
            -68231.9486919057,
            -78499.2578841812,
            10267.3091922756
        ],
        [
            440.178266,
            448.10631,
            -7.928044,
            -68.231949,
            -78.499258,
            10.267309
        ],
        [
            0.235831,
            0.240078,
            -0.004248,
            -0.061417,
            -0.082317,
            0.005237
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255261,
            -134693,
            -213494,
            -197290,
            -123674,
            -113641
        ],
        [
            1.26755,
            1.491857,
            0.989201,
            0.8637,
            0.729281,
            1.048744
        ],
        [
            356,
            178,
            178,
            356,
            178,
            178
        ],
        [
            166,
            76,
            90,
            166,
            76,
            90
        ],
        [
            190,
            102,
            88,
            190,
            102,
            88
        ],
        [
            46.629213,
            42.696629,
            50.561798,
            46.629213,
            42.696629,
            50.561798
        ],
        [
            1.45081,
            2.00223,
            0.967219,
            0.988573,
            0.978772,
            1.025439
        ],
        [
            284700,
            284700,
            41749,
            45270,
            16505,
            45270
        ],
        [
            -52133,
            -37228,
            -52133,
            -61951,
            -61951,
            -42271
        ],
        [
            31,
            35,
            26,
            31,
            35,
            26
        ],
        [
            38,
            47,
            29,
            38,
            47,
            29
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            11036,
            6256,
            4780,
            11036,
            6256,
            4780
        ],
        [
            17.219173,
            25.219173,
            17.219173,
            17.219174,
            25.219174,
            17.219174
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354292,
            320075,
            -579481,
            -578749,
            -582218,
            -508897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806136607,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 52
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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)