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Trade: CRV/USDT/240/SSF/SINWMA/2386

Strategy
CRV/USDT/240/SSF/SINWMA/2386
Pair
CRV_USDT
Interval
4h
Score
348901
Daily Profit
0.302545
Profit Factor
2.335222
Profitability
39.024390
Streak
112.719213
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 622519.4305 564700.9732 57818.4574 114983.2624 840665.9443 -725682.6819
Total P&L (%) 622.5194 564.701 57.8185 114.9833 840.6659 -725.6827
Avg Daily Profit (%) 0.3335 0.3025 0.031 0.041 0.1202 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -339203 -159521 -240401 -3721322 -1645554 -2111003
Profit Factor 1.7552 2.3352 1.144 1.0287 1.4605 0.6677
Total Trades 83 41 42 83 41 42
Winning Trades 35 16 19 35 16 19
Losing Trades 48 25 23 48 25 23
Profitability (%) 42.1687 39.0244 45.2381 42.1687 39.0244 45.2381
Ratio Avg Win / Avg Loss 2.4071 3.6488 1.3849 1.4108 2.282 0.8082
Largest Winning Trade 218587 218587 76311 1349446 1349446 1057340
Largest Losing Trade -53644 -52924 -53644 -1287100 -1252203 -1287100
Avg Bars in Trades 132 121 143 132 121 143
Avg Bars in Winners 181 170 190 181 170 190
Avg Bars in Losers 96 89 104 96 89 104
Bars Traded 10994 4976 6018 10994 4976 6018
Profit Streak 74.3859 112.7192 74.3859 74.3859 112.7192 74.3859
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329371 348901 -215656 -330456 -33671 -582028

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": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806139984,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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": [
        [
            622519.4305383932,
            564700.9731685615,
            57818.4573698318,
            114983.2623647305,
            840665.9442561711,
            -725682.6818914401
        ],
        [
            622.519431,
            564.700973,
            57.818457,
            114.983262,
            840.665944,
            -725.682682
        ],
        [
            0.333522,
            0.302545,
            0.030977,
            0.041015,
            0.120159,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -339203,
            -159521,
            -240401,
            -3721322,
            -1645554,
            -2111003
        ],
        [
            1.755165,
            2.335222,
            1.144034,
            1.02868,
            1.460502,
            0.667666
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            42.168675,
            39.02439,
            45.238095,
            42.168675,
            39.02439,
            45.238095
        ],
        [
            2.407083,
            3.648785,
            1.384883,
            1.410762,
            2.282034,
            0.808227
        ],
        [
            218587,
            218587,
            76311,
            1349446,
            1349446,
            1057340
        ],
        [
            -53644,
            -52924,
            -53644,
            -1287100,
            -1252203,
            -1287100
        ],
        [
            132,
            121,
            143,
            132,
            121,
            143
        ],
        [
            181,
            170,
            190,
            181,
            170,
            190
        ],
        [
            96,
            89,
            104,
            96,
            89,
            104
        ],
        [
            10994,
            4976,
            6018,
            10994,
            4976,
            6018
        ],
        [
            74.385879,
            112.719213,
            74.385879,
            74.385879,
            112.719213,
            74.385879
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329371,
            348901,
            -215656,
            -330456,
            -33671,
            -582028
        ]
    ]
}
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": 1598961600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806139984,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "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)