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Trade: CRV/USDT/5/SWMA/T3/8710

Strategy
CRV/USDT/5/SWMA/T3/8710
Pair
CRV_USDT
Interval
5m
Score
315193
Daily Profit
0.620097
Profit Factor
1.432226
Profitability
64.705882
Streak
2.427178
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:50
Expiration Time
2025-12-25 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 53830.5889 12821.425 41009.1639 57949.5216 2828.5937 55120.9279
Total P&L (%) 53.8306 12.8214 41.0092 57.9495 2.8286 55.1209
Avg Daily Profit (%) 0.6201 0.1477 0.4724 0.5279 0.0321 0.507
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47389 -29650 -18937 -85175 -55044 -31244
Profit Factor 1.4322 1.1662 1.8653 1.2788 1.0221 1.688
Total Trades 102 51 51 102 51 51
Winning Trades 66 32 34 66 32 34
Losing Trades 36 19 17 36 19 17
Profitability (%) 64.7059 62.7451 66.6667 64.7059 62.7451 66.6667
Ratio Avg Win / Avg Loss 0.7812 0.6924 0.9326 0.6975 0.6069 0.844
Largest Winning Trade 10383 10383 8340 16717 16717 16520
Largest Losing Trade -13232 -13232 -9109 -22753 -22753 -17198
Avg Bars in Trades 237 232 243 237 232 243
Avg Bars in Winners 173 167 178 173 167 178
Avg Bars in Losers 356 342 373 356 342 373
Bars Traded 24273 11852 12421 24273 11852 12421
Profit Streak 2.4272 2.4272 8.6633 2.4272 2.4272 8.6633
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315193 -295294 -169578 262971 -695603 -168484
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651000000,
    "first_datapoint_time": 1752721800000,
    "last_datapoint_time": 1760150700000,
    "evaluation_time": 1760151008210,
    "expiration_time": 1766630700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.7848
        }
    }
}
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": [
        [
            53830.5888734719,
            12821.424984972,
            41009.1638884999,
            57949.5215777837,
            2828.5936888107,
            55120.927888973
        ],
        [
            53.830589,
            12.821425,
            41.009164,
            57.949522,
            2.828594,
            55.120928
        ],
        [
            0.620097,
            0.147695,
            0.472401,
            0.527947,
            0.032137,
            0.507023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47389,
            -29650,
            -18937,
            -85175,
            -55044,
            -31244
        ],
        [
            1.432226,
            1.166193,
            1.865261,
            1.278802,
            1.022144,
            1.688003
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            64.705882,
            62.745098,
            66.666667,
            64.705882,
            62.745098,
            66.666667
        ],
        [
            0.781214,
            0.692427,
            0.93263,
            0.697528,
            0.606898,
            0.844001
        ],
        [
            10383,
            10383,
            8340,
            16717,
            16717,
            16520
        ],
        [
            -13232,
            -13232,
            -9109,
            -22753,
            -22753,
            -17198
        ],
        [
            237,
            232,
            243,
            237,
            232,
            243
        ],
        [
            173,
            167,
            178,
            173,
            167,
            178
        ],
        [
            356,
            342,
            373,
            356,
            342,
            373
        ],
        [
            24273,
            11852,
            12421,
            24273,
            11852,
            12421
        ],
        [
            2.427178,
            2.427178,
            8.663289,
            2.427178,
            2.427178,
            8.663289
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315193,
            -295294,
            -169578,
            262971,
            -695603,
            -168484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752651000000,
    "first_datapoint_time": 1752721800000,
    "last_datapoint_time": 1760150700000,
    "evaluation_time": 1760151008210,
    "expiration_time": 1766630700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.7848
        }
    }
}

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)