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Trade: CRV/USDT/5/KCL/T3/5556

Strategy
CRV/USDT/5/KCL/T3/5556
Pair
CRV_USDT
Interval
5m
Score
429042
Daily Profit
0.690555
Profit Factor
1.492954
Profitability
69.724771
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 17:28
Expiration Time
2025-12-23 16:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59947.0478 32989.2634 26957.7844 65544.6274 21339.4468 44205.1806
Total P&L (%) 59.947 32.9893 26.9578 65.5446 21.3394 44.2052
Avg Daily Profit (%) 0.6906 0.38 0.3105 0.5823 0.2231 0.4226
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33332 -31947 -9593 -60755 -61540 -16395
Profit Factor 1.493 1.3233 2.3778 1.3014 1.1154 2.3543
Total Trades 109 54 55 109 54 55
Winning Trades 76 35 41 76 35 41
Losing Trades 33 19 14 33 19 14
Profitability (%) 69.7248 64.8148 74.5455 69.7248 64.8148 74.5455
Ratio Avg Win / Avg Loss 0.6483 0.7184 0.8119 0.5651 0.6055 0.8039
Largest Winning Trade 17325 17325 3935 17553 17553 7093
Largest Losing Trade -13516 -13516 -3342 -24330 -24330 -5709
Avg Bars in Trades 224 388 62 224 388 62
Avg Bars in Winners 155 279 49 155 279 49
Avg Bars in Losers 383 590 102 383 590 102
Bars Traded 24443 20997 3446 24443 20997 3446
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429042 -175207 -171328 367029 -273472 -169439
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752520200000,
    "first_datapoint_time": 1752563400000,
    "last_datapoint_time": 1760019900000,
    "evaluation_time": 1760020128782,
    "expiration_time": 1766499900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.45471
        }
    }
}
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": [
        [
            59947.0478410001,
            32989.2634199892,
            26957.7844210109,
            65544.627438966,
            21339.4468432504,
            44205.1805957155
        ],
        [
            59.947048,
            32.989263,
            26.957784,
            65.544627,
            21.339447,
            44.205181
        ],
        [
            0.690555,
            0.380017,
            0.310538,
            0.582349,
            0.223059,
            0.422578
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33332,
            -31947,
            -9593,
            -60755,
            -61540,
            -16395
        ],
        [
            1.492954,
            1.323292,
            2.37778,
            1.301356,
            1.115437,
            2.354266
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            69.724771,
            64.814815,
            74.545455,
            69.724771,
            64.814815,
            74.545455
        ],
        [
            0.648257,
            0.718359,
            0.811925,
            0.565063,
            0.605523,
            0.803896
        ],
        [
            17325,
            17325,
            3935,
            17553,
            17553,
            7093
        ],
        [
            -13516,
            -13516,
            -3342,
            -24330,
            -24330,
            -5709
        ],
        [
            224,
            388,
            62,
            224,
            388,
            62
        ],
        [
            155,
            279,
            49,
            155,
            279,
            49
        ],
        [
            383,
            590,
            102,
            383,
            590,
            102
        ],
        [
            24443,
            20997,
            3446,
            24443,
            20997,
            3446
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429042,
            -175207,
            -171328,
            367029,
            -273472,
            -169439
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752520200000,
    "first_datapoint_time": 1752563400000,
    "last_datapoint_time": 1760019900000,
    "evaluation_time": 1760020128782,
    "expiration_time": 1766499900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.45471
        }
    }
}

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)