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Trade: CRV/USDT/480/WMA/HILO/5078

Strategy
CRV/USDT/480/WMA/HILO/5078
Pair
CRV_USDT
Interval
8h
Score
310587
Daily Profit
0.154205
Profit Factor
1.900308
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
1868.000000
Evaluation Time
2025-09-26 04:23
Expiration Time
2025-11-20 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276224.4038 288054.1515 -11829.7477 -16129.2801 51294.5627 -67423.8428
Total P&L (%) 276.2244 288.0542 -11.8297 -16.1293 51.2946 -67.4238
Avg Daily Profit (%) 0.1479 0.1542 -0.0063 -0.0094 0.0222 -0.06
Buy And Hold Return (%) 20.759 20.759 20.759 20.759 20.759 20.759
Max Trade Drawdown -126568 -103463 -158204 -62112 -43398 -96283
Profit Factor 1.4354 1.9003 0.9624 0.946 1.3794 0.588
Total Trades 85 43 42 85 43 42
Winning Trades 39 19 20 39 19 20
Losing Trades 46 24 22 46 24 22
Profitability (%) 45.8824 44.186 47.619 45.8824 44.186 47.619
Ratio Avg Win / Avg Loss 1.693 2.4004 1.0586 1.1158 1.7423 0.6468
Largest Winning Trade 181833 181833 52023 41455 41455 21947
Largest Losing Trade -47866 -29228 -47866 -29535 -23521 -29535
Avg Bars in Trades 61 51 72 61 51 72
Avg Bars in Winners 95 81 107 95 81 107
Avg Bars in Losers 33 27 39 33 27 39
Bars Traded 5236 2209 3027 5236 2209 3027
Profit Streak 0 0 73.0579 0 0 73.0579
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 180163 310587 -579027 -580485 -167528 -580694

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758849799548,
    "expiration_time": 1763657856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            276224.4038091851,
            288054.1515279288,
            -11829.7477187436,
            -16129.2800538382,
            51294.5627385874,
            -67423.8427924256
        ],
        [
            276.224404,
            288.054152,
            -11.829748,
            -16.12928,
            51.294563,
            -67.423843
        ],
        [
            0.147872,
            0.154205,
            -0.006333,
            -0.009416,
            0.022168,
            -0.060024
        ],
        [
            20.759013,
            20.759013,
            20.759013,
            20.759013,
            20.759013,
            20.759013
        ],
        [
            -126568,
            -103463,
            -158204,
            -62112,
            -43398,
            -96283
        ],
        [
            1.435387,
            1.900308,
            0.962384,
            0.946034,
            1.379356,
            0.588039
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            45.882353,
            44.186047,
            47.619048,
            45.882353,
            44.186047,
            47.619048
        ],
        [
            1.693021,
            2.400389,
            1.058622,
            1.115835,
            1.742344,
            0.646843
        ],
        [
            181833,
            181833,
            52023,
            41455,
            41455,
            21947
        ],
        [
            -47866,
            -29228,
            -47866,
            -29535,
            -23521,
            -29535
        ],
        [
            61,
            51,
            72,
            61,
            51,
            72
        ],
        [
            95,
            81,
            107,
            95,
            81,
            107
        ],
        [
            33,
            27,
            39,
            33,
            27,
            39
        ],
        [
            5236,
            2209,
            3027,
            5236,
            2209,
            3027
        ],
        [
            0,
            0,
            73.057865,
            0,
            0,
            73.057865
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            180163,
            310587,
            -579027,
            -580485,
            -167528,
            -580694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5604,
    "evaluation_days": 1868,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602633600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758849799548,
    "expiration_time": 1763657856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)