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Trade: CRV/USDT/720/ALMA/SMA/9906

Strategy
CRV/USDT/720/ALMA/SMA/9906
Pair
CRV_USDT
Interval
12h
Score
624401
Daily Profit
0.530920
Profit Factor
2.474433
Profitability
50.485437
Streak
113.506799
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-25 15:09
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 991227.9954 807258.8889 183969.1065 4001831.9272 3002070.9513 999760.9759
Total P&L (%) 991.228 807.2589 183.9691 4001.8319 3002.071 999.761
Avg Daily Profit (%) 0.5309 0.4324 0.0985 0.1991 0.1841 0.1285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140574 -79281 -113818 -1341079 -775061 -1280166
Profit Factor 2.4744 3.1302 1.6272 1.7384 2.0855 1.3767
Total Trades 103 51 52 103 51 52
Winning Trades 52 23 29 52 23 29
Losing Trades 51 28 23 51 28 23
Profitability (%) 50.4854 45.098 55.7692 50.4854 45.098 55.7692
Ratio Avg Win / Avg Loss 2.4268 3.8106 1.2906 1.705 2.5389 1.0919
Largest Winning Trade 326055 326055 50889 1294218 1294218 547624
Largest Losing Trade -67825 -43981 -67825 -971217 -494153 -971217
Avg Bars in Trades 33 38 29 33 38 29
Avg Bars in Winners 37 43 32 37 43 32
Avg Bars in Losers 30 33 26 30 33 26
Bars Traded 3479 1940 1539 3479 1940 1539
Profit Streak 113.5068 113.5068 118.5068 113.5068 113.5068 118.5068
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 624401 -164998 -237131 471175 -169136 -198172

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802187429,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "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": [
        [
            991227.9953718714,
            807258.8888893916,
            183969.1064824797,
            4001831.9272233364,
            3002070.951327934,
            999760.9758954025
        ],
        [
            991.227995,
            807.258889,
            183.969106,
            4001.831927,
            3002.070951,
            999.760976
        ],
        [
            0.53092,
            0.432383,
            0.098537,
            0.199128,
            0.184136,
            0.128507
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140574,
            -79281,
            -113818,
            -1341079,
            -775061,
            -1280166
        ],
        [
            2.474433,
            3.130157,
            1.627217,
            1.738382,
            2.085486,
            1.376687
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            50.485437,
            45.098039,
            55.769231,
            50.485437,
            45.098039,
            55.769231
        ],
        [
            2.426848,
            3.810625,
            1.290551,
            1.704951,
            2.538853,
            1.091855
        ],
        [
            326055,
            326055,
            50889,
            1294218,
            1294218,
            547624
        ],
        [
            -67825,
            -43981,
            -67825,
            -971217,
            -494153,
            -971217
        ],
        [
            33,
            38,
            29,
            33,
            38,
            29
        ],
        [
            37,
            43,
            32,
            37,
            43,
            32
        ],
        [
            30,
            33,
            26,
            30,
            33,
            26
        ],
        [
            3479,
            1940,
            1539,
            3479,
            1940,
            1539
        ],
        [
            113.506799,
            113.506799,
            118.506799,
            113.506799,
            113.506799,
            118.506799
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            624401,
            -164998,
            -237131,
            471175,
            -169136,
            -198172
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758802187429,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 73,
            "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)