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Trade: CRV/USDT/480/PWMA/MIDPOINT/5194

Strategy
CRV/USDT/480/PWMA/MIDPOINT/5194
Pair
CRV_USDT
Interval
8h
Score
546314
Daily Profit
0.366606
Profit Factor
3.267228
Profitability
48.780488
Streak
105.726053
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-07 20:25
Expiration Time
2025-12-02 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780761.9407 689098.8166 91663.1242 754186.8843 664852.8432 89334.0412
Total P&L (%) 780.7619 689.0988 91.6631 754.1869 664.8528 89.334
Avg Daily Profit (%) 0.4154 0.3666 0.0488 0.1142 0.1083 0.034
Buy And Hold Return (%) 114.5125 114.5125 114.5125 114.5125 114.5125 114.5125
Max Trade Drawdown -248040 -140864 -160391 -798181 -512623 -341293
Profit Factor 2.2604 3.2672 1.2905 1.6174 2.0603 1.1503
Total Trades 83 41 42 83 41 42
Winning Trades 40 20 20 40 20 20
Losing Trades 43 21 22 43 21 22
Profitability (%) 48.1928 48.7805 47.619 48.1928 48.7805 47.619
Ratio Avg Win / Avg Loss 2.43 3.4306 1.4196 1.7387 2.1633 1.2653
Largest Winning Trade 322202 322202 46102 364555 364555 136993
Largest Losing Trade -48372 -48372 -46814 -364358 -364358 -155108
Avg Bars in Trades 63 77 48 63 77 48
Avg Bars in Winners 76 78 74 76 78 74
Avg Bars in Losers 50 77 25 50 77 25
Bars Traded 5240 3190 2050 5240 3190 2050
Profit Streak 105.7261 105.7261 171.7261 105.7261 105.7261 171.7261
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483636 546314 -293064 -37989 -44751 -368066
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5639,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603209600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759857931023,
    "expiration_time": 1764696096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "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": [
        [
            780761.940744437,
            689098.8165719106,
            91663.1241725265,
            754186.884348123,
            664852.8431958362,
            89334.0411522866
        ],
        [
            780.761941,
            689.098817,
            91.663124,
            754.186884,
            664.852843,
            89.334041
        ],
        [
            0.415372,
            0.366606,
            0.048766,
            0.11418,
            0.108296,
            0.033966
        ],
        [
            114.512535,
            114.512535,
            114.512535,
            114.512535,
            114.512535,
            114.512535
        ],
        [
            -248040,
            -140864,
            -160391,
            -798181,
            -512623,
            -341293
        ],
        [
            2.260428,
            3.267228,
            1.29053,
            1.617393,
            2.060315,
            1.150259
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            48.192771,
            48.780488,
            47.619048,
            48.192771,
            48.780488,
            47.619048
        ],
        [
            2.42996,
            3.430589,
            1.419583,
            1.738698,
            2.16333,
            1.265285
        ],
        [
            322202,
            322202,
            46102,
            364555,
            364555,
            136993
        ],
        [
            -48372,
            -48372,
            -46814,
            -364358,
            -364358,
            -155108
        ],
        [
            63,
            77,
            48,
            63,
            77,
            48
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            50,
            77,
            25,
            50,
            77,
            25
        ],
        [
            5240,
            3190,
            2050,
            5240,
            3190,
            2050
        ],
        [
            105.726053,
            105.726053,
            171.726053,
            105.726053,
            105.726054,
            171.726053
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483636,
            546314,
            -293064,
            -37989,
            -44751,
            -368066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5639,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1603209600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759857931023,
    "expiration_time": 1764696096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "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)