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Trade: CRV/USDT/720/JMA/SUPERTREND/5889

Strategy
CRV/USDT/720/JMA/SUPERTREND/5889
Pair
CRV_USDT
Interval
12h
Score
359329
Daily Profit
0.212984
Profit Factor
1.526156
Profitability
48.920863
Streak
0.000000
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-27 18:40
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 387143.2571 397640.537 -10497.2798 -18945.6449 -10844.5161 -8101.1288
Total P&L (%) 387.1433 397.6405 -10.4973 -18.9456 -10.8445 -8.1011
Avg Daily Profit (%) 0.2074 0.213 -0.0056 -0.0113 -0.0061 -0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159378 -121961 -162473 -292681 -288323 -213023
Profit Factor 1.2448 1.5262 0.9873 0.9911 0.9909 0.9915
Total Trades 279 139 140 279 139 140
Winning Trades 137 68 69 137 68 69
Losing Trades 142 71 71 142 71 71
Profitability (%) 49.1039 48.9209 49.2857 49.1039 48.9209 49.2857
Ratio Avg Win / Avg Loss 1.2902 1.5935 1.0159 1.0273 1.0346 1.0203
Largest Winning Trade 83891 83891 26048 73876 73876 46116
Largest Losing Trade -60292 -42344 -60292 -90533 -90533 -66116
Avg Bars in Trades 12 14 11 12 14 11
Avg Bars in Winners 13 15 11 13 15 11
Avg Bars in Losers 12 14 11 12 14 11
Bars Traded 3623 2066 1557 3623 2066 1557
Profit Streak 9.1531 0 55.6531 9.1531 0 55.6531
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341513 359329 -578312 -577055 -579439 -578312
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987631308,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 28,
            "offset": 0,
            "multiplier": 2.39636
        }
    }
}
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": [
        [
            387143.2571481467,
            397640.536959467,
            -10497.27981132,
            -18945.6449326083,
            -10844.5161488371,
            -8101.1287837711
        ],
        [
            387.143257,
            397.640537,
            -10.49728,
            -18.945645,
            -10.844516,
            -8.101129
        ],
        [
            0.207361,
            0.212984,
            -0.005623,
            -0.01125,
            -0.006148,
            -0.004525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159378,
            -121961,
            -162473,
            -292681,
            -288323,
            -213023
        ],
        [
            1.244788,
            1.526156,
            0.987288,
            0.991149,
            0.990856,
            0.991513
        ],
        [
            279,
            139,
            140,
            279,
            139,
            140
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            49.103943,
            48.920863,
            49.285714,
            49.103943,
            48.920863,
            49.285714
        ],
        [
            1.290218,
            1.593487,
            1.015905,
            1.027322,
            1.03457,
            1.020253
        ],
        [
            83891,
            83891,
            26048,
            73876,
            73876,
            46116
        ],
        [
            -60292,
            -42344,
            -60292,
            -90533,
            -90533,
            -66116
        ],
        [
            12,
            14,
            11,
            12,
            14,
            11
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            12,
            14,
            11,
            12,
            14,
            11
        ],
        [
            3623,
            2066,
            1557,
            3623,
            2066,
            1557
        ],
        [
            9.15314,
            0,
            55.65314,
            9.15314,
            0,
            55.65314
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341513,
            359329,
            -578312,
            -577055,
            -579439,
            -578312
        ]
    ]
}
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": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987631308,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 28,
            "offset": 0,
            "multiplier": 2.39636
        }
    }
}

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)