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Trade: CRV/USDT/360/SINWMA/ALMA/5928

Strategy
CRV/USDT/360/SINWMA/ALMA/5928
Pair
CRV_USDT
Interval
6h
Score
372310
Daily Profit
0.149067
Profit Factor
1.912967
Profitability
51.428571
Streak
178.850299
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-25 23:24
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 173036.4076 278270.826 -105234.4185 -102205.6867 162096.9401 -264302.6268
Total P&L (%) 173.0364 278.2708 -105.2344 -102.2057 162.0969 -264.3026
Avg Daily Profit (%) 0.0927 0.1491 -0.0564 0 0.0516 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254120 -65332 -199795 -250958 -23157 -293396
Profit Factor 1.2061 1.913 0.8033 0.7315 5.8233 0.2383
Total Trades 71 35 36 71 35 36
Winning Trades 40 18 22 40 19 21
Losing Trades 31 17 14 31 16 15
Profitability (%) 56.338 51.4286 61.1111 56.338 54.2857 58.3333
Ratio Avg Win / Avg Loss 0.9347 1.8067 0.5112 0.5669 4.9038 0.1702
Largest Winning Trade 91886 91886 54321 118102 118102 35584
Largest Losing Trade -158417 -40992 -158417 -184309 -23157 -184309
Avg Bars in Trades 97 104 90 97 104 90
Avg Bars in Winners 76 87 67 84 91 77
Avg Bars in Losers 125 123 127 115 120 109
Bars Traded 6941 3674 3268 6941 3674 3268
Profit Streak 109.1003 178.8503 109.1003 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160591 372310 -578777 -670956 -115023 -579699

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": 1600927200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831865825,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 142,
            "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": [
        [
            173036.4075536007,
            278270.8260140223,
            -105234.4184604215,
            -102205.68666003,
            162096.9401475439,
            -264302.6268075739
        ],
        [
            173.036408,
            278.270826,
            -105.234418,
            -102.205687,
            162.09694,
            -264.302627
        ],
        [
            0.092694,
            0.149067,
            -0.056373,
            0,
            0.051629,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254120,
            -65332,
            -199795,
            -250958,
            -23157,
            -293396
        ],
        [
            1.20605,
            1.912967,
            0.803293,
            0.731463,
            5.823295,
            0.23831
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            40,
            18,
            22,
            40,
            19,
            21
        ],
        [
            31,
            17,
            14,
            31,
            16,
            15
        ],
        [
            56.338028,
            51.428571,
            61.111111,
            56.338028,
            54.285714,
            58.333333
        ],
        [
            0.934689,
            1.806691,
            0.511186,
            0.566884,
            4.903827,
            0.170222
        ],
        [
            91886,
            91886,
            54321,
            118102,
            118102,
            35584
        ],
        [
            -158417,
            -40992,
            -158417,
            -184309,
            -23157,
            -184309
        ],
        [
            97,
            104,
            90,
            97,
            104,
            90
        ],
        [
            76,
            87,
            67,
            84,
            91,
            77
        ],
        [
            125,
            123,
            127,
            115,
            120,
            109
        ],
        [
            6941,
            3674,
            3268,
            6941,
            3674,
            3268
        ],
        [
            109.100299,
            178.850299,
            109.100299,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160591,
            372310,
            -578777,
            -670956,
            -115023,
            -579699
        ]
    ]
}
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": 1600927200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758831865825,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 142,
            "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)