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Trade: CRV/USDT/15/ZLMA/SSF/5553

Strategy
CRV/USDT/15/ZLMA/SSF/5553
Pair
CRV_USDT
Interval
15m
Score
327623
Daily Profit
0.325762
Profit Factor
1.216670
Profitability
70.982143
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 05:16
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84834.8781 53510.3026 31324.5755 43365.1592 46529.2827 -3164.1235
Total P&L (%) 84.8349 53.5103 31.3246 43.3652 46.5293 -3.1641
Avg Daily Profit (%) 0.3258 0.2055 0.1203 0.1384 0.1468 -0.0123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69813 -39815 -69187 -131280 -61142 -122188
Profit Factor 1.2167 1.2884 1.1521 1.0764 1.1757 0.9896
Total Trades 224 112 112 224 112 112
Winning Trades 159 80 79 159 80 79
Losing Trades 65 32 33 65 32 33
Profitability (%) 70.9821 71.4286 70.5357 70.9821 71.4286 70.5357
Ratio Avg Win / Avg Loss 0.4974 0.5154 0.4812 0.44 0.4703 0.4134
Largest Winning Trade 14911 14911 14437 15888 14943 15888
Largest Losing Trade -45392 -25692 -45392 -74880 -24002 -74880
Avg Bars in Trades 109 112 106 109 112 106
Avg Bars in Winners 59 61 57 59 61 57
Avg Bars in Losers 232 241 224 232 241 224
Bars Traded 24540 12603 11937 24540 12603 11937
Profit Streak 0 0 7.4593 0 0 7.4593
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327623 227471 -88373 -145876 -26257 -578810
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758939382159,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            84834.8780923547,
            53510.3025574627,
            31324.5755348919,
            43365.1591669797,
            46529.2826829487,
            -3164.1235159689
        ],
        [
            84.834878,
            53.510303,
            31.324576,
            43.365159,
            46.529283,
            -3.164124
        ],
        [
            0.325762,
            0.205477,
            0.120285,
            0.13842,
            0.146815,
            -0.012346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69813,
            -39815,
            -69187,
            -131280,
            -61142,
            -122188
        ],
        [
            1.21667,
            1.288395,
            1.152066,
            1.076355,
            1.175661,
            0.989559
        ],
        [
            224,
            112,
            112,
            224,
            112,
            112
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            70.982143,
            71.428571,
            70.535714,
            70.982143,
            71.428571,
            70.535714
        ],
        [
            0.497381,
            0.515358,
            0.481243,
            0.440019,
            0.470264,
            0.41336
        ],
        [
            14911,
            14911,
            14437,
            15888,
            14943,
            15888
        ],
        [
            -45392,
            -25692,
            -45392,
            -74880,
            -24002,
            -74880
        ],
        [
            109,
            112,
            106,
            109,
            112,
            106
        ],
        [
            59,
            61,
            57,
            59,
            61,
            57
        ],
        [
            232,
            241,
            224,
            232,
            241,
            224
        ],
        [
            24540,
            12603,
            11937,
            24540,
            12603,
            11937
        ],
        [
            0,
            0,
            7.459284,
            0,
            0,
            7.459284
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327623,
            227471,
            -88373,
            -145876,
            -26257,
            -578810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758939382159,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 198,
            "offset": 0,
            "poles": 2
        }
    }
}

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)