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Trade: CRV/USDT/360/PWMA/MIDPRICE/3704

Strategy
CRV/USDT/360/PWMA/MIDPRICE/3704
Pair
CRV_USDT
Interval
6h
Score
312107
Daily Profit
0.253479
Profit Factor
1.685913
Profitability
42.696629
Streak
0.000000
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 19:15
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473181.3657 470475.6408 2705.7249 104237.1635 381936.5226 -277699.3591
Total P&L (%) 473.1814 470.4756 2.7057 104.2372 381.9365 -277.6994
Avg Daily Profit (%) 0.2535 0.252 0.0014 0.0383 0.0843 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228330 -119908 -199094 -526934 -305047 -417866
Profit Factor 1.6859 2.2458 1.0087 1.106 1.7624 0.4248
Total Trades 89 45 44 89 45 44
Winning Trades 38 18 20 38 18 20
Losing Trades 51 27 24 51 27 24
Profitability (%) 42.6966 40 45.4545 42.6966 40 45.4545
Ratio Avg Win / Avg Loss 2.2627 3.3687 1.2104 1.4843 2.6436 0.5098
Largest Winning Trade 252533 252533 43688 352168 352168 28846
Largest Losing Trade -49487 -37157 -49487 -171976 -171976 -128984
Avg Bars in Trades 80 75 84 80 75 84
Avg Bars in Winners 124 123 125 124 123 125
Avg Bars in Losers 47 44 50 47 44 50
Bars Traded 7133 3409 3723 7133 3409 3723
Profit Streak 0 0 114.6777 0 0 114.6777
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312107 306626 -568002 -248369 -80914 -581134

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903354210,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "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": [
        [
            473181.3656578826,
            470475.640758784,
            2705.7248990988,
            104237.1634764223,
            381936.522553315,
            -277699.3590768925
        ],
        [
            473.181366,
            470.475641,
            2.705725,
            104.237163,
            381.936523,
            -277.699359
        ],
        [
            0.253479,
            0.252029,
            0.001449,
            0.038262,
            0.08428,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228330,
            -119908,
            -199094,
            -526934,
            -305047,
            -417866
        ],
        [
            1.685913,
            2.245776,
            1.008667,
            1.105955,
            1.762408,
            0.424849
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            42.696629,
            40,
            45.454545,
            42.696629,
            40,
            45.454545
        ],
        [
            2.262673,
            3.368664,
            1.2104,
            1.484308,
            2.643612,
            0.509819
        ],
        [
            252533,
            252533,
            43688,
            352168,
            352168,
            28846
        ],
        [
            -49487,
            -37157,
            -49487,
            -171976,
            -171976,
            -128984
        ],
        [
            80,
            75,
            84,
            80,
            75,
            84
        ],
        [
            124,
            123,
            125,
            124,
            123,
            125
        ],
        [
            47,
            44,
            50,
            47,
            44,
            50
        ],
        [
            7133,
            3409,
            3723,
            7133,
            3409,
            3723
        ],
        [
            0,
            0,
            114.677711,
            0,
            0,
            114.677711
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312107,
            306626,
            -568002,
            -248369,
            -80914,
            -581134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758903354210,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "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)