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Trade: CRV/USDT/5/MIDPRICE/RMA/2531

Strategy
CRV/USDT/5/MIDPRICE/RMA/2531
Pair
CRV_USDT
Interval
5m
Score
598936
Daily Profit
1.096577
Profit Factor
1.900675
Profitability
70.289855
Streak
5.212762
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 02:56
Expiration Time
2025-12-25 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95193.8754 38804.3547 56389.5207 138429.7791 42131.8731 96297.9059
Total P&L (%) 95.1939 38.8044 56.3895 138.4298 42.1319 96.2979
Avg Daily Profit (%) 1.0966 0.447 0.6496 1.006 0.4058 0.78
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38224 -25061 -19248 -102407 -66699 -49908
Profit Factor 1.9007 1.61 2.3402 1.5355 1.27 1.9397
Total Trades 138 69 69 138 69 69
Winning Trades 97 48 49 97 48 49
Losing Trades 41 21 20 41 21 20
Profitability (%) 70.2899 69.5652 71.0145 70.2899 69.5652 71.0145
Ratio Avg Win / Avg Loss 0.8034 0.7044 0.9552 0.649 0.5556 0.7917
Largest Winning Trade 10585 10585 8222 13908 13908 12830
Largest Losing Trade -12863 -12230 -12863 -35609 -35609 -29641
Avg Bars in Trades 175 176 173 175 176 173
Avg Bars in Winners 117 118 115 117 118 115
Avg Bars in Losers 312 310 314 312 310 314
Bars Traded 24159 12196 11963 24159 12196 11963
Profit Streak 5.2128 14.1051 5.2128 5.2128 14.1051 5.2128
Trades During Streak 10 8 5 10 8 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 598936 -91727 -86976 561020 -93819 -85727
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752640500000,
    "first_datapoint_time": 1752697200000,
    "last_datapoint_time": 1760140200000,
    "evaluation_time": 1760140582609,
    "expiration_time": 1766620200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 190,
            "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": [
        [
            95193.8754469034,
            38804.3547344405,
            56389.5207124629,
            138429.7790568336,
            42131.8731250746,
            96297.9059317591
        ],
        [
            95.193875,
            38.804355,
            56.389521,
            138.429779,
            42.131873,
            96.297906
        ],
        [
            1.096577,
            0.447003,
            0.649574,
            1.005953,
            0.405827,
            0.779968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38224,
            -25061,
            -19248,
            -102407,
            -66699,
            -49908
        ],
        [
            1.900675,
            1.609964,
            2.340239,
            1.535479,
            1.270014,
            1.939673
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            70.289855,
            69.565217,
            71.014493,
            70.289855,
            69.565217,
            71.014493
        ],
        [
            0.803378,
            0.704359,
            0.955199,
            0.649017,
            0.555631,
            0.791703
        ],
        [
            10585,
            10585,
            8222,
            13908,
            13908,
            12830
        ],
        [
            -12863,
            -12230,
            -12863,
            -35609,
            -35609,
            -29641
        ],
        [
            175,
            176,
            173,
            175,
            176,
            173
        ],
        [
            117,
            118,
            115,
            117,
            118,
            115
        ],
        [
            312,
            310,
            314,
            312,
            310,
            314
        ],
        [
            24159,
            12196,
            11963,
            24159,
            12196,
            11963
        ],
        [
            5.212762,
            14.105123,
            5.212762,
            5.212762,
            14.105123,
            5.212762
        ],
        [
            10,
            8,
            5,
            10,
            8,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            598936,
            -91727,
            -86976,
            561020,
            -93819,
            -85727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752640500000,
    "first_datapoint_time": 1752697200000,
    "last_datapoint_time": 1760140200000,
    "evaluation_time": 1760140582609,
    "expiration_time": 1766620200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 190,
            "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)