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Trade: CRV/USDT/5/ZLMA/SMA/1828

Strategy
CRV/USDT/5/ZLMA/SMA/1828
Pair
CRV_USDT
Interval
5m
Score
487165
Daily Profit
1.192580
Profit Factor
1.701164
Profitability
59.537572
Streak
1.747376
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-10 15:01
Expiration Time
2025-12-24 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103527.8457 41726.2313 61801.6143 156904.9561 48722.6078 108182.3483
Total P&L (%) 103.5278 41.7262 61.8016 156.905 48.7226 108.1823
Avg Daily Profit (%) 1.1926 0.4807 0.7119 1.0928 0.4583 0.8482
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31649 -21163 -18666 -95013 -66043 -52366
Profit Factor 1.7012 1.4906 1.9873 1.4213 1.2251 1.6935
Total Trades 173 87 86 173 87 86
Winning Trades 103 49 54 103 49 54
Losing Trades 70 38 32 70 38 32
Profitability (%) 59.5376 56.3218 62.7907 59.5376 56.3218 62.7907
Ratio Avg Win / Avg Loss 1.1561 1.156 1.1777 0.9659 0.9501 1.0035
Largest Winning Trade 9910 9362 9910 27251 21267 27251
Largest Losing Trade -13385 -13385 -8855 -41738 -41738 -23281
Avg Bars in Trades 139 141 137 139 141 137
Avg Bars in Winners 104 100 107 104 100 107
Avg Bars in Losers 192 195 188 192 195 188
Bars Traded 24183 12350 11834 24183 12350 11834
Profit Streak 1.7474 1.7474 2.7092 1.7474 1.7474 2.7092
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487165 196247 444911 377709 93348 472780
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752597600000,
    "first_datapoint_time": 1752660900000,
    "last_datapoint_time": 1760097300000,
    "evaluation_time": 1760097673277,
    "expiration_time": 1766577300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 85,
            "offset": 30
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 36,
            "offset": 176
        }
    }
}
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": [
        [
            103527.8456574675,
            41726.2313417621,
            61801.6143157055,
            156904.9560589292,
            48722.6077892031,
            108182.3482697259
        ],
        [
            103.527846,
            41.726231,
            61.801614,
            156.904956,
            48.722608,
            108.182348
        ],
        [
            1.19258,
            0.480662,
            0.711918,
            1.092826,
            0.458267,
            0.848231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31649,
            -21163,
            -18666,
            -95013,
            -66043,
            -52366
        ],
        [
            1.701164,
            1.490572,
            1.987323,
            1.421314,
            1.225136,
            1.693457
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            59.537572,
            56.321839,
            62.790698,
            59.537572,
            56.321839,
            62.790698
        ],
        [
            1.156131,
            1.155954,
            1.177673,
            0.965941,
            0.950106,
            1.00353
        ],
        [
            9910,
            9362,
            9910,
            27251,
            21267,
            27251
        ],
        [
            -13385,
            -13385,
            -8855,
            -41738,
            -41738,
            -23281
        ],
        [
            139,
            141,
            137,
            139,
            141,
            137
        ],
        [
            104,
            100,
            107,
            104,
            100,
            107
        ],
        [
            192,
            195,
            188,
            192,
            195,
            188
        ],
        [
            24183,
            12350,
            11834,
            24183,
            12350,
            11834
        ],
        [
            1.747376,
            1.747376,
            2.709181,
            1.747376,
            1.747376,
            2.709181
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487165,
            196247,
            444911,
            377709,
            93348,
            472780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752597600000,
    "first_datapoint_time": 1752660900000,
    "last_datapoint_time": 1760097300000,
    "evaluation_time": 1760097673277,
    "expiration_time": 1766577300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 85,
            "offset": 30
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 36,
            "offset": 176
        }
    }
}

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)