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Trade: CRV/USDT/5/ZLMA/RMA/9445

Strategy
CRV/USDT/5/ZLMA/RMA/9445
Pair
CRV_USDT
Interval
5m
Score
556114
Daily Profit
0.895070
Profit Factor
1.649588
Profitability
77.966102
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 02:37
Expiration Time
2025-12-27 01:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77700.9921 15014.6205 62686.3716 96674.3491 -11460.3326 108134.6817
Total P&L (%) 77.701 15.0146 62.6864 96.6743 -11.4603 108.1347
Avg Daily Profit (%) 0.8951 0.173 0.7221 0.7822 -0.1401 0.848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48197 -39186 -20484 -139035 -108764 -56827
Profit Factor 1.6496 1.1754 2.8442 1.3252 0.9458 2.2622
Total Trades 118 59 59 118 59 59
Winning Trades 92 45 47 92 45 47
Losing Trades 26 14 12 26 14 12
Profitability (%) 77.9661 76.2712 79.661 77.9661 76.2712 79.661
Ratio Avg Win / Avg Loss 0.4662 0.3657 0.7262 0.3745 0.2943 0.5776
Largest Winning Trade 6960 6960 5790 17221 17221 13013
Largest Losing Trade -20824 -20824 -12271 -51727 -51727 -30445
Avg Bars in Trades 208 219 198 208 219 198
Avg Bars in Winners 120 117 123 120 117 123
Avg Bars in Losers 522 545 494 522 545 494
Bars Traded 24660 12921 11739 24660 12921 11739
Profit Streak 0 0 5.9429 0 0 5.9429
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556114 -207347 -158946 483761 -755999 -158875
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752812400000,
    "first_datapoint_time": 1752886200000,
    "last_datapoint_time": 1760312100000,
    "evaluation_time": 1760312267721,
    "expiration_time": 1766792100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "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": [
        [
            77700.9921187888,
            15014.6205098142,
            62686.3716089746,
            96674.3491056527,
            -11460.3325521979,
            108134.6816578509
        ],
        [
            77.700992,
            15.014621,
            62.686372,
            96.674349,
            -11.460333,
            108.134682
        ],
        [
            0.89507,
            0.17296,
            0.72211,
            0.782192,
            -0.140115,
            0.847965
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48197,
            -39186,
            -20484,
            -139035,
            -108764,
            -56827
        ],
        [
            1.649588,
            1.175355,
            2.844162,
            1.325189,
            0.945843,
            2.262198
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            77.966102,
            76.271186,
            79.661017,
            77.966102,
            76.271186,
            79.661017
        ],
        [
            0.466188,
            0.365666,
            0.726169,
            0.37451,
            0.294262,
            0.577582
        ],
        [
            6960,
            6960,
            5790,
            17221,
            17221,
            13013
        ],
        [
            -20824,
            -20824,
            -12271,
            -51727,
            -51727,
            -30445
        ],
        [
            208,
            219,
            198,
            208,
            219,
            198
        ],
        [
            120,
            117,
            123,
            120,
            117,
            123
        ],
        [
            522,
            545,
            494,
            522,
            545,
            494
        ],
        [
            24660,
            12921,
            11739,
            24660,
            12921,
            11739
        ],
        [
            0,
            0,
            5.942913,
            0,
            0,
            5.942913
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556114,
            -207347,
            -158946,
            483761,
            -755999,
            -158875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752812400000,
    "first_datapoint_time": 1752886200000,
    "last_datapoint_time": 1760312100000,
    "evaluation_time": 1760312267721,
    "expiration_time": 1766792100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 247,
            "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)