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Trade: CRV/USDT/5/BBM/PWMA/3870

Strategy
CRV/USDT/5/BBM/PWMA/3870
Pair
CRV_USDT
Interval
5m
Score
301452
Daily Profit
0.702821
Profit Factor
1.508999
Profitability
67.741935
Streak
0.630336
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 23:32
Expiration Time
2025-12-24 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 61011.8632 20107.3099 40904.5532 69681.5955 10823.027 58858.5685
Total P&L (%) 61.0119 20.1073 40.9046 69.6816 10.823 58.8586
Avg Daily Profit (%) 0.7028 0.2316 0.4712 0.611 0.1184 0.5346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43375 -24045 -23956 -91978 -52926 -49245
Profit Factor 1.509 1.2547 1.9996 1.3092 1.073 1.7631
Total Trades 124 62 62 124 62 62
Winning Trades 84 41 43 84 41 43
Losing Trades 40 21 19 40 21 19
Profitability (%) 67.7419 66.129 69.3548 67.7419 66.129 69.3548
Ratio Avg Win / Avg Loss 0.7186 0.6427 0.8835 0.6234 0.5496 0.779
Largest Winning Trade 6498 6498 5700 13369 13369 12444
Largest Losing Trade -13870 -12745 -13870 -30268 -30268 -25218
Avg Bars in Trades 195 199 191 195 199 191
Avg Bars in Winners 132 125 138 132 125 138
Avg Bars in Losers 327 343 310 327 343 310
Bars Traded 24203 12355 11848 24203 12355 11848
Profit Streak 0.6303 0 4.5956 0.6303 0 4.5956
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301452 -154821 -143566 250028 -470972 -142082
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752628500000,
    "first_datapoint_time": 1752765300000,
    "last_datapoint_time": 1760128200000,
    "evaluation_time": 1760128361016,
    "expiration_time": 1766608200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 1.20253
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 219
        }
    }
}
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": [
        [
            61011.8631505723,
            20107.3099210096,
            40904.5532295626,
            69681.595500751,
            10823.0269620046,
            58858.5685387464
        ],
        [
            61.011863,
            20.10731,
            40.904553,
            69.681596,
            10.823027,
            58.858569
        ],
        [
            0.702821,
            0.231624,
            0.471196,
            0.610952,
            0.118449,
            0.534593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43375,
            -24045,
            -23956,
            -91978,
            -52926,
            -49245
        ],
        [
            1.508999,
            1.254698,
            1.999606,
            1.309163,
            1.073004,
            1.763059
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            84,
            41,
            43,
            84,
            41,
            43
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            67.741935,
            66.129032,
            69.354839,
            67.741935,
            66.129032,
            69.354839
        ],
        [
            0.718571,
            0.64265,
            0.883547,
            0.623411,
            0.549587,
            0.779026
        ],
        [
            6498,
            6498,
            5700,
            13369,
            13369,
            12444
        ],
        [
            -13870,
            -12745,
            -13870,
            -30268,
            -30268,
            -25218
        ],
        [
            195,
            199,
            191,
            195,
            199,
            191
        ],
        [
            132,
            125,
            138,
            132,
            125,
            138
        ],
        [
            327,
            343,
            310,
            327,
            343,
            310
        ],
        [
            24203,
            12355,
            11848,
            24203,
            12355,
            11848
        ],
        [
            0.630336,
            0,
            4.595614,
            0.630336,
            0,
            4.595614
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301452,
            -154821,
            -143566,
            250028,
            -470972,
            -142082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752628500000,
    "first_datapoint_time": 1752765300000,
    "last_datapoint_time": 1760128200000,
    "evaluation_time": 1760128361016,
    "expiration_time": 1766608200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 1.20253
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 219
        }
    }
}

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)