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Trade: CRV/USDT/360/PWMA/DCM/5703

Strategy
CRV/USDT/360/PWMA/DCM/5703
Pair
CRV_USDT
Interval
6h
Score
676342
Daily Profit
0.460147
Profit Factor
3.593294
Profitability
55.813953
Streak
102.779378
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 09:42
Expiration Time
2025-12-02 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 997411.1552 864845.9924 132565.1628 1683805.2985 1550897.8268 132907.4717
Total P&L (%) 997.4112 864.846 132.5652 1683.8053 1550.8978 132.9075
Avg Daily Profit (%) 0.5307 0.4601 0.0705 0.1534 0.1493 0.045
Buy And Hold Return (%) 43.6007 43.6007 43.6007 43.6007 43.6007 43.6007
Max Trade Drawdown -241975 -143204 -156143 -1948506 -1056003 -1003250
Profit Factor 2.6937 3.5933 1.5191 1.4565 1.7171 1.0871
Total Trades 87 43 44 87 43 44
Winning Trades 50 24 26 50 24 26
Losing Trades 37 19 18 37 19 18
Profitability (%) 57.4713 55.814 59.0909 57.4713 55.814 59.0909
Ratio Avg Win / Avg Loss 1.9934 2.8447 1.0517 1.0778 1.3594 0.7526
Largest Winning Trade 525943 525943 49088 1047744 1047744 361954
Largest Losing Trade -45522 -37211 -45522 -538567 -538567 -430331
Avg Bars in Trades 80 102 58 80 102 58
Avg Bars in Winners 84 98 72 84 98 72
Avg Bars in Losers 73 107 37 73 107 37
Bars Traded 6973 4399 2574 6973 4399 2574
Profit Streak 102.5294 102.7794 102.5294 102.5294 102.7794 102.5294
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 669545 676342 -98221 405910 380745 -260067
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819338261,
    "expiration_time": 1764688464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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": [
        [
            997411.1552067872,
            864845.9924017526,
            132565.1628050345,
            1683805.2985082287,
            1550897.8267928176,
            132907.4717154106
        ],
        [
            997.411155,
            864.845992,
            132.565163,
            1683.805299,
            1550.897827,
            132.907472
        ],
        [
            0.530679,
            0.460147,
            0.070532,
            0.153421,
            0.149295,
            0.044994
        ],
        [
            43.600746,
            43.600746,
            43.600746,
            43.600746,
            43.600746,
            43.600746
        ],
        [
            -241975,
            -143204,
            -156143,
            -1948506,
            -1056003,
            -1003250
        ],
        [
            2.69373,
            3.593294,
            1.519067,
            1.456494,
            1.717111,
            1.087104
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            57.471264,
            55.813953,
            59.090909,
            57.471264,
            55.813953,
            59.090909
        ],
        [
            1.99336,
            2.844691,
            1.051662,
            1.077806,
            1.35938,
            0.75261
        ],
        [
            525943,
            525943,
            49088,
            1047744,
            1047744,
            361954
        ],
        [
            -45522,
            -37211,
            -45522,
            -538567,
            -538567,
            -430331
        ],
        [
            80,
            102,
            58,
            80,
            102,
            58
        ],
        [
            84,
            98,
            72,
            84,
            98,
            72
        ],
        [
            73,
            107,
            37,
            73,
            107,
            37
        ],
        [
            6973,
            4399,
            2574,
            6973,
            4399,
            2574
        ],
        [
            102.529378,
            102.779378,
            102.529378,
            102.529378,
            102.779378,
            102.529378
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            669545,
            676342,
            -98221,
            405910,
            380745,
            -260067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7518,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602374400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819338261,
    "expiration_time": 1764688464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "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)