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Trade: CRV/USDT/120/SUPERTREND/JMA/5948

Strategy
CRV/USDT/120/SUPERTREND/JMA/5948
Pair
CRV_USDT
Interval
2h
Score
546533
Daily Profit
0.328952
Profit Factor
1.201228
Profitability
57.064220
Streak
8.369257
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 05:51
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 613824.3324 444638.5184 169185.814 25887.9904 164042.7567 -138154.7663
Total P&L (%) 613.8243 444.6385 169.1858 25.888 164.0428 -138.1548
Avg Daily Profit (%) 0.329 0.2383 0.0907 0.0123 0.052 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248098 -115155 -195410 -456007 -202679 -379053
Profit Factor 1.2012 1.296 1.1093 1.0107 1.1451 0.8931
Total Trades 1090 545 545 1090 545 545
Winning Trades 622 307 315 622 307 315
Losing Trades 468 238 230 468 238 230
Profitability (%) 57.0642 56.3303 57.7982 57.0642 56.3303 57.7982
Ratio Avg Win / Avg Loss 0.9038 1.0047 0.81 0.7605 0.8877 0.6521
Largest Winning Trade 46825 46825 28045 112675 112675 38238
Largest Losing Trade -93562 -45528 -93562 -93184 -69981 -93184
Avg Bars in Trades 20 20 20 20 20 20
Avg Bars in Winners 18 17 19 18 17 19
Avg Bars in Losers 22 23 21 22 23 21
Bars Traded 22131 11020 11111 22131 11020 11111
Profit Streak 8.3693 8.7859 8.3693 8.3693 8.7859 8.3693
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 546533 434431 -169648 -382045 -181954 -576525

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598479200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855103846,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 12,
            "offset": 0,
            "multiplier": 2.69149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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": [
        [
            613824.3324005418,
            444638.5183928276,
            169185.8140077135,
            25887.9903917409,
            164042.7567042368,
            -138154.766312496
        ],
        [
            613.824332,
            444.638518,
            169.185814,
            25.88799,
            164.042757,
            -138.154766
        ],
        [
            0.328952,
            0.238284,
            0.090668,
            0.012339,
            0.052047,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248098,
            -115155,
            -195410,
            -456007,
            -202679,
            -379053
        ],
        [
            1.201228,
            1.29599,
            1.10928,
            1.010683,
            1.145082,
            0.893112
        ],
        [
            1090,
            545,
            545,
            1090,
            545,
            545
        ],
        [
            622,
            307,
            315,
            622,
            307,
            315
        ],
        [
            468,
            238,
            230,
            468,
            238,
            230
        ],
        [
            57.06422,
            56.330275,
            57.798165,
            57.06422,
            56.330275,
            57.798165
        ],
        [
            0.903818,
            1.004709,
            0.809951,
            0.76045,
            0.887718,
            0.652113
        ],
        [
            46825,
            46825,
            28045,
            112675,
            112675,
            38238
        ],
        [
            -93562,
            -45528,
            -93562,
            -93184,
            -69981,
            -93184
        ],
        [
            20,
            20,
            20,
            20,
            20,
            20
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            22131,
            11020,
            11111,
            22131,
            11020,
            11111
        ],
        [
            8.369257,
            8.785924,
            8.369257,
            8.369257,
            8.785924,
            8.369257
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            546533,
            434431,
            -169648,
            -382045,
            -181954,
            -576525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598479200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855103846,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 12,
            "offset": 0,
            "multiplier": 2.69149
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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)