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Trade: CRV/USDT/720/OHLC4/JMA/6261

Strategy
CRV/USDT/720/OHLC4/JMA/6261
Pair
CRV_USDT
Interval
12h
Score
301954
Daily Profit
0.159469
Profit Factor
1.222380
Profitability
48.179272
Streak
4.899531
Best Strategy
Training Data Length
1873.000000
Evaluation Time
2025-10-01 00:35
Expiration Time
2025-11-25 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 211592.5393 298685.0585 -87092.5192 -98754.4772 -32718.4472 -66036.03
Total P&L (%) 211.5925 298.6851 -87.0925 -98.7545 -32.7184 -66.036
Avg Daily Profit (%) 0.113 0.1595 -0.0465 -0.2339 -0.0212 -0.0576
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272589 -148761 -289393 -41157 -35050 -36001
Profit Factor 1.0774 1.2224 0.9373 0.4255 0.4171 0.4296
Total Trades 714 357 357 714 357 357
Winning Trades 361 172 189 361 172 189
Losing Trades 353 185 168 353 185 168
Profitability (%) 50.5602 48.1793 52.9412 50.5602 48.1793 52.9412
Ratio Avg Win / Avg Loss 1.0536 1.3148 0.8332 0.4161 0.4486 0.3819
Largest Winning Trade 139424 139424 47096 13224 9821 13224
Largest Losing Trade -82800 -39293 -82800 -65166 -9488 -65166
Avg Bars in Trades 5 5 5 5 5 5
Avg Bars in Winners 5 5 5 5 5 5
Avg Bars in Losers 4 4 5 4 4 5
Bars Traded 3719 1885 1834 3719 1885 1834
Profit Streak 3.8995 4.8995 0 3.8995 4.8995 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173758 301954 -578808 -577010 -579274 -578808
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759268119510,
    "expiration_time": 1764088416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 22,
            "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": [
        [
            211592.539343097,
            298685.0584989818,
            -87092.5191558844,
            -98754.477241537,
            -32718.4471965551,
            -66036.0300449819
        ],
        [
            211.592539,
            298.685058,
            -87.092519,
            -98.754477,
            -32.718447,
            -66.03603
        ],
        [
            0.11297,
            0.159469,
            -0.046499,
            -0.233875,
            -0.021155,
            -0.057638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272589,
            -148761,
            -289393,
            -41157,
            -35050,
            -36001
        ],
        [
            1.077438,
            1.22238,
            0.937312,
            0.425519,
            0.417076,
            0.429612
        ],
        [
            714,
            357,
            357,
            714,
            357,
            357
        ],
        [
            361,
            172,
            189,
            361,
            172,
            189
        ],
        [
            353,
            185,
            168,
            353,
            185,
            168
        ],
        [
            50.560224,
            48.179272,
            52.941176,
            50.560224,
            48.179272,
            52.941176
        ],
        [
            1.053561,
            1.314769,
            0.833166,
            0.416089,
            0.448599,
            0.381878
        ],
        [
            139424,
            139424,
            47096,
            13224,
            9821,
            13224
        ],
        [
            -82800,
            -39293,
            -82800,
            -65166,
            -9488,
            -65166
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            4,
            4,
            5,
            4,
            4,
            5
        ],
        [
            3719,
            1885,
            1834,
            3719,
            1885,
            1834
        ],
        [
            3.899531,
            4.899531,
            0,
            3.899531,
            4.899531,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173758,
            301954,
            -578808,
            -577010,
            -579274,
            -578808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3746,
    "evaluation_days": 1873,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598356800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759268119510,
    "expiration_time": 1764088416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 22,
            "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)