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Trade: CRV/USDT/360/SWMA/MIDPRICE/6667

Strategy
CRV/USDT/360/SWMA/MIDPRICE/6667
Pair
CRV_USDT
Interval
6h
Score
533237
Daily Profit
0.437278
Profit Factor
3.268878
Profitability
44.827586
Streak
117.190450
Best Strategy
Training Data Length
1880.250000
Evaluation Time
2025-10-08 07:34
Expiration Time
2025-12-03 11:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 890059.984 822192.8862 67867.0978 342561.1784 1004097.5479 -661536.3695
Total P&L (%) 890.06 822.1929 67.8671 342.5612 1004.0975 -661.5364
Avg Daily Profit (%) 0.4734 0.4373 0.0361 0.0791 0.1278 0
Buy And Hold Return (%) 24.255 24.255 24.255 24.255 24.255 24.255
Max Trade Drawdown -240160 -142282 -149009 -1531506 -484285 -1143855
Profit Factor 2.4225 3.2689 1.2577 1.1169 1.7752 0.5956
Total Trades 59 29 30 59 29 30
Winning Trades 31 13 18 31 13 18
Losing Trades 28 16 12 28 16 12
Profitability (%) 52.5424 44.8276 60 52.5424 44.8276 60
Ratio Avg Win / Avg Loss 2.1881 4.0232 0.8385 1.0088 2.1849 0.3971
Largest Winning Trade 543509 543509 43626 679731 679731 257816
Largest Losing Trade -45857 -44072 -45857 -643483 -433655 -643483
Avg Bars in Trades 118 149 87 118 149 87
Avg Bars in Winners 135 178 104 135 178 104
Avg Bars in Losers 98 126 61 98 126 61
Bars Traded 6965 4339 2626 6965 4339 2626
Profit Streak 116.6905 117.1905 116.6905 116.6905 117.1905 116.6905
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163222 533237 -147998 -357465 -20112 -578965
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898054874,
    "expiration_time": 1764755208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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": [
        [
            890059.9840082763,
            822192.886197924,
            67867.0978103519,
            342561.17836246,
            1004097.5478705445,
            -661536.3695080843
        ],
        [
            890.059984,
            822.192886,
            67.867098,
            342.561178,
            1004.097548,
            -661.53637
        ],
        [
            0.473373,
            0.437278,
            0.036095,
            0.079138,
            0.12781,
            0
        ],
        [
            24.254967,
            24.254967,
            24.254967,
            24.254967,
            24.254967,
            24.254967
        ],
        [
            -240160,
            -142282,
            -149009,
            -1531506,
            -484285,
            -1143855
        ],
        [
            2.422498,
            3.268878,
            1.257733,
            1.116875,
            1.775231,
            0.595582
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            52.542373,
            44.827586,
            60,
            52.542373,
            44.827586,
            60
        ],
        [
            2.188063,
            4.023234,
            0.838489,
            1.008791,
            2.1849,
            0.397055
        ],
        [
            543509,
            543509,
            43626,
            679731,
            679731,
            257816
        ],
        [
            -45857,
            -44072,
            -45857,
            -643483,
            -433655,
            -643483
        ],
        [
            118,
            149,
            87,
            118,
            149,
            87
        ],
        [
            135,
            178,
            104,
            135,
            178,
            104
        ],
        [
            98,
            126,
            61,
            98,
            126,
            61
        ],
        [
            6965,
            4339,
            2626,
            6965,
            4339,
            2626
        ],
        [
            116.69045,
            117.19045,
            116.69045,
            116.69045,
            117.19045,
            116.69045
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163222,
            533237,
            -147998,
            -357465,
            -20112,
            -578965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602288000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898054874,
    "expiration_time": 1764755208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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)