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Trade: CRV/USDT/5/KCL/SMA/2606

Strategy
CRV/USDT/5/KCL/SMA/2606
Pair
CRV_USDT
Interval
5m
Score
439841
Daily Profit
1.018156
Profit Factor
1.579107
Profitability
69.186047
Streak
3.092637
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-05 15:18
Expiration Time
2025-12-19 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 88386.1402 59638.668 28747.4722 115326.9088 61846.4928 53480.4161
Total P&L (%) 88.3861 59.6387 28.7475 115.3269 61.8465 53.4804
Avg Daily Profit (%) 1.0182 0.687 0.3312 0.8874 0.5562 0.4947
Buy And Hold Return (%) 21.8412 21.8412 21.8412 21.8412 21.8412 21.8412
Max Trade Drawdown -38890 -28922 -21777 -84134 -63911 -27083
Profit Factor 1.5791 1.5933 1.5518 1.3985 1.3028 1.6285
Total Trades 172 86 86 172 86 86
Winning Trades 119 62 57 119 62 57
Losing Trades 53 24 29 53 24 29
Profitability (%) 69.186 72.093 66.2791 69.186 72.093 66.2791
Ratio Avg Win / Avg Loss 0.7033 0.6168 0.7895 0.6229 0.5043 0.8285
Largest Winning Trade 9144 9144 4223 12077 12077 6227
Largest Losing Trade -17770 -15174 -17770 -32065 -32065 -22451
Avg Bars in Trades 143 203 83 143 203 83
Avg Bars in Winners 87 114 59 87 114 59
Avg Bars in Losers 268 433 132 268 433 132
Bars Traded 24706 17491 7215 24706 17491 7215
Profit Streak 3.0926 4.6517 3.0926 3.0926 4.6517 3.0926
Trades During Streak 10 7 5 10 7 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439841 391998 -58475 433261 291063 234022
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752166800000,
    "first_datapoint_time": 1752215700000,
    "last_datapoint_time": 1759666500000,
    "evaluation_time": 1759666703871,
    "expiration_time": 1766146500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 54,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 164,
            "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": [
        [
            88386.1401625963,
            59638.6679781401,
            28747.472184456,
            115326.908825745,
            61846.4927563086,
            53480.4160694364
        ],
        [
            88.38614,
            59.638668,
            28.747472,
            115.326909,
            61.846493,
            53.480416
        ],
        [
            1.018156,
            0.687002,
            0.331154,
            0.887439,
            0.556175,
            0.494714
        ],
        [
            21.84124,
            21.84124,
            21.84124,
            21.84124,
            21.84124,
            21.84124
        ],
        [
            -38890,
            -28922,
            -21777,
            -84134,
            -63911,
            -27083
        ],
        [
            1.579107,
            1.593275,
            1.551771,
            1.398541,
            1.302755,
            1.62849
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            69.186047,
            72.093023,
            66.27907,
            69.186047,
            72.093023,
            66.27907
        ],
        [
            0.7033,
            0.616751,
            0.789498,
            0.62288,
            0.504292,
            0.82853
        ],
        [
            9144,
            9144,
            4223,
            12077,
            12077,
            6227
        ],
        [
            -17770,
            -15174,
            -17770,
            -32065,
            -32065,
            -22451
        ],
        [
            143,
            203,
            83,
            143,
            203,
            83
        ],
        [
            87,
            114,
            59,
            87,
            114,
            59
        ],
        [
            268,
            433,
            132,
            268,
            433,
            132
        ],
        [
            24706,
            17491,
            7215,
            24706,
            17491,
            7215
        ],
        [
            3.092637,
            4.651665,
            3.092637,
            3.092637,
            4.651665,
            3.092637
        ],
        [
            10,
            7,
            5,
            10,
            7,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439841,
            391998,
            -58475,
            433261,
            291063,
            234022
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752166800000,
    "first_datapoint_time": 1752215700000,
    "last_datapoint_time": 1759666500000,
    "evaluation_time": 1759666703871,
    "expiration_time": 1766146500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 102,
            "offset": 54,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 164,
            "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)