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Trade: CRV/USDT/360/DCM/JMA/9405

Strategy
CRV/USDT/360/DCM/JMA/9405
Pair
CRV_USDT
Interval
6h
Score
426345
Daily Profit
0.161719
Profit Factor
2.031931
Profitability
63.888889
Streak
0.000000
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-25 11:49
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362843.9933 301888.9742 60955.0191 255319.5203 319704.9064 -64385.3861
Total P&L (%) 362.844 301.889 60.955 255.3195 319.7049 -64.3854
Avg Daily Profit (%) 0.1944 0.1617 0.0327 0.0679 0.0769 -0.0553
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117987 -119874 -97314 -202546 -167584 -144774
Profit Factor 1.7142 2.0319 1.2829 1.3267 1.7041 0.8033
Total Trades 71 36 35 71 36 35
Winning Trades 39 23 16 39 23 16
Losing Trades 32 13 19 32 13 19
Profitability (%) 54.9296 63.8889 45.7143 54.9296 63.8889 45.7143
Ratio Avg Win / Avg Loss 1.4066 1.1485 1.5234 1.0886 0.9632 0.954
Largest Winning Trade 100871 100871 44612 139246 139246 87890
Largest Losing Trade -60236 -39789 -60236 -111859 -111859 -89422
Avg Bars in Trades 98 81 115 98 81 115
Avg Bars in Winners 119 84 168 119 84 168
Avg Bars in Losers 73 76 70 73 76 70
Bars Traded 6981 2940 4041 6981 2940 4041
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80650 426345 -150457 -192333 -88065 -582454

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601791200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790149106,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 103,
            "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": [
        [
            362843.9932786928,
            301888.9741940781,
            60955.0190846149,
            255319.5203187271,
            319704.906385884,
            -64385.3860671569
        ],
        [
            362.843993,
            301.888974,
            60.955019,
            255.31952,
            319.704906,
            -64.385386
        ],
        [
            0.194372,
            0.161719,
            0.032653,
            0.06794,
            0.076868,
            -0.05529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117987,
            -119874,
            -97314,
            -202546,
            -167584,
            -144774
        ],
        [
            1.714236,
            2.031931,
            1.282894,
            1.326715,
            1.70409,
            0.803347
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            54.929577,
            63.888889,
            45.714286,
            54.929577,
            63.888889,
            45.714286
        ],
        [
            1.406553,
            1.148483,
            1.523437,
            1.088587,
            0.963181,
            0.953975
        ],
        [
            100871,
            100871,
            44612,
            139246,
            139246,
            87890
        ],
        [
            -60236,
            -39789,
            -60236,
            -111859,
            -111859,
            -89422
        ],
        [
            98,
            81,
            115,
            98,
            81,
            115
        ],
        [
            119,
            84,
            168,
            119,
            84,
            168
        ],
        [
            73,
            76,
            70,
            73,
            76,
            70
        ],
        [
            6981,
            2940,
            4041,
            6981,
            2940,
            4041
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80650,
            426345,
            -150457,
            -192333,
            -88065,
            -582454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601791200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790149106,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 103,
            "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)