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Trade: CRV/USDT/360/SSF/HWMA/9764

Strategy
CRV/USDT/360/SSF/HWMA/9764
Pair
CRV_USDT
Interval
6h
Score
302257
Daily Profit
0.286395
Profit Factor
1.739794
Profitability
39.682540
Streak
0.000000
Best Strategy
Training Data Length
1882.250000
Evaluation Time
2025-10-10 07:52
Expiration Time
2025-12-05 13:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539067.1978 460562.3565 78504.8413 321524.9351 462271.4121 -140746.477
Total P&L (%) 539.0672 460.5624 78.5048 321.5249 462.2714 -140.7465
Avg Daily Profit (%) 0.2864 0.2447 0.0417 0.0765 0.0918 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156927 -82439 -134861 -333877 -197038 -274524
Profit Factor 1.7398 2.3067 1.2087 1.2207 1.6867 0.8203
Total Trades 126 63 63 126 63 63
Winning Trades 50 22 28 50 22 28
Losing Trades 76 41 35 76 41 35
Profitability (%) 39.6825 34.9206 44.4444 39.6825 34.9206 44.4444
Ratio Avg Win / Avg Loss 2.6445 4.2988 1.5108 1.8555 3.1433 1.0254
Largest Winning Trade 238771 238771 58387 296192 296192 110344
Largest Losing Trade -29964 -23870 -29964 -110852 -77584 -110852
Avg Bars in Trades 58 51 65 58 51 65
Avg Bars in Winners 111 104 116 111 104 116
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 7390 3261 4129 7390 3261 4129
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302257 -140427 -285677 -93820 -220054 -728229
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071964733,
    "expiration_time": 1764933192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10929
        }
    }
}
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": [
        [
            539067.197811231,
            460562.3565444211,
            78504.8412668101,
            321524.9350502827,
            462271.412067008,
            -140746.4770167255
        ],
        [
            539.067198,
            460.562357,
            78.504841,
            321.524935,
            462.271412,
            -140.746477
        ],
        [
            0.286395,
            0.244687,
            0.041708,
            0.076465,
            0.091784,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156927,
            -82439,
            -134861,
            -333877,
            -197038,
            -274524
        ],
        [
            1.739794,
            2.306699,
            1.208673,
            1.220738,
            1.686651,
            0.820331
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            39.68254,
            34.920635,
            44.444444,
            39.68254,
            34.920635,
            44.444444
        ],
        [
            2.644487,
            4.298848,
            1.510841,
            1.855521,
            3.143304,
            1.025414
        ],
        [
            238771,
            238771,
            58387,
            296192,
            296192,
            110344
        ],
        [
            -29964,
            -23870,
            -29964,
            -110852,
            -77584,
            -110852
        ],
        [
            58,
            51,
            65,
            58,
            51,
            65
        ],
        [
            111,
            104,
            116,
            111,
            104,
            116
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            7390,
            3261,
            4129,
            7390,
            3261,
            4129
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302257,
            -140427,
            -285677,
            -93820,
            -220054,
            -728229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1597449600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760071964733,
    "expiration_time": 1764933192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10929
        }
    }
}

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)