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Trade: CRV/USDT/720/HWMA/BBL/6391

Strategy
CRV/USDT/720/HWMA/BBL/6391
Pair
CRV_USDT
Interval
12h
Score
386821
Daily Profit
0.189475
Profit Factor
1.624678
Profitability
55.263158
Streak
29.556730
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-27 16:21
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 258814.0632 353748.958 -94934.8948 -90384.5584 556620.439 -647004.9974
Total P&L (%) 258.8141 353.749 -94.9349 -90.3846 556.6204 -647.005
Avg Daily Profit (%) 0.1386 0.1895 -0.0508 -0.1254 0.1009 0
Buy And Hold Return (%) 47.2973 47.2973 47.2973 47.2973 47.2973 47.2973
Max Trade Drawdown -329015 -136080 -309806 -727713 -167059 -793435
Profit Factor 1.1711 1.6247 0.8997 0.9295 2.8752 0.3435
Total Trades 228 114 114 228 114 114
Winning Trades 126 63 63 126 63 63
Losing Trades 102 51 51 102 51 51
Profitability (%) 55.2632 55.2632 55.2632 55.2632 55.2632 55.2632
Ratio Avg Win / Avg Loss 0.948 1.3152 0.7283 0.7525 2.3275 0.2781
Largest Winning Trade 112721 112721 38942 388496 388496 71997
Largest Losing Trade -65669 -47934 -65669 -248836 -100923 -248836
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 3621 1809 1812 3621 1809 1812
Profit Streak 21.5567 29.5567 21.5567 21.5567 29.5567 21.5567
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39761 386821 -579518 -577575 -51183 -579518
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979301510,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07087,
            "nc": 0.76934
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 201,
            "offset": 0,
            "std": 3.36504
        }
    }
}
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": [
        [
            258814.0632086765,
            353748.9580446574,
            -94934.894835981,
            -90384.5583861271,
            556620.4389912836,
            -647004.997377411
        ],
        [
            258.814063,
            353.748958,
            -94.934895,
            -90.384558,
            556.620439,
            -647.004997
        ],
        [
            0.138626,
            0.189475,
            -0.050849,
            -0.125353,
            0.100851,
            0
        ],
        [
            47.297297,
            47.297297,
            47.297297,
            47.297297,
            47.297297,
            47.297297
        ],
        [
            -329015,
            -136080,
            -309806,
            -727713,
            -167059,
            -793435
        ],
        [
            1.171109,
            1.624678,
            0.899676,
            0.929517,
            2.875183,
            0.343496
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            55.263158,
            55.263158,
            55.263158,
            55.263158,
            55.263158,
            55.263158
        ],
        [
            0.94804,
            1.315215,
            0.728309,
            0.752466,
            2.327529,
            0.278068
        ],
        [
            112721,
            112721,
            38942,
            388496,
            388496,
            71997
        ],
        [
            -65669,
            -47934,
            -65669,
            -248836,
            -100923,
            -248836
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            3621,
            1809,
            1812,
            3621,
            1809,
            1812
        ],
        [
            21.55673,
            29.55673,
            21.55673,
            21.55673,
            29.55673,
            21.55673
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39761,
            386821,
            -579518,
            -577575,
            -51183,
            -579518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602028800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758979301510,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.07087,
            "nc": 0.76934
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 201,
            "offset": 0,
            "std": 3.36504
        }
    }
}

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)