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Trade: CRV/USDT/360/JMA/DCM/9629

Strategy
CRV/USDT/360/JMA/DCM/9629
Pair
CRV_USDT
Interval
6h
Score
307965
Daily Profit
0.162582
Profit Factor
1.377397
Profitability
46.788991
Streak
37.138426
Best Strategy
Training Data Length
1878.250000
Evaluation Time
2025-10-06 06:19
Expiration Time
2025-12-01 10:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305369.2408 316489.2338 -11119.993 -45606.5481 182866.9659 -228473.5141
Total P&L (%) 305.3692 316.4892 -11.12 -45.6065 182.867 -228.4735
Avg Daily Profit (%) 0.1626 0.1685 -0.0059 -0.0324 0.0554 0
Buy And Hold Return (%) 34.5139 34.5139 34.5139 34.5139 34.5139 34.5139
Max Trade Drawdown -164371 -108622 -173733 -207102 -101992 -254663
Profit Factor 1.3774 1.8075 0.9733 0.9366 1.6544 0.4808
Total Trades 109 54 55 109 54 55
Winning Trades 51 23 28 51 23 28
Losing Trades 58 31 27 58 31 27
Profitability (%) 46.789 42.5926 50.9091 46.789 42.5926 50.9091
Ratio Avg Win / Avg Loss 1.5665 2.4362 0.9386 1.0652 2.2298 0.4636
Largest Winning Trade 214770 214770 40840 154949 154949 19727
Largest Losing Trade -76130 -37978 -76130 -135949 -51320 -135949
Avg Bars in Trades 63 72 55 63 72 55
Avg Bars in Winners 69 71 67 69 71 67
Avg Bars in Losers 58 72 43 58 72 43
Bars Traded 6954 3900 3054 6954 3900 3054
Profit Streak 37.1384 0 39.6384 37.1384 0 39.6384
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307965 -172155 -760168 -579525 -299908 -760168
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720759977,
    "expiration_time": 1764577224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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": [
        [
            305369.2408047886,
            316489.2338471264,
            -11119.9930423379,
            -45606.5481381678,
            182866.9659367922,
            -228473.5140749601
        ],
        [
            305.369241,
            316.489234,
            -11.119993,
            -45.606548,
            182.866966,
            -228.473514
        ],
        [
            0.162582,
            0.168502,
            -0.00592,
            -0.032415,
            0.055376,
            0
        ],
        [
            34.513889,
            34.513889,
            34.513889,
            34.513889,
            34.513889,
            34.513889
        ],
        [
            -164371,
            -108622,
            -173733,
            -207102,
            -101992,
            -254663
        ],
        [
            1.377397,
            1.807537,
            0.973348,
            0.936615,
            1.654388,
            0.48082
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            46.788991,
            42.592593,
            50.909091,
            46.788991,
            42.592593,
            50.909091
        ],
        [
            1.566451,
            2.436246,
            0.938585,
            1.06517,
            2.229827,
            0.463648
        ],
        [
            214770,
            214770,
            40840,
            154949,
            154949,
            19727
        ],
        [
            -76130,
            -37978,
            -76130,
            -135949,
            -51320,
            -135949
        ],
        [
            63,
            72,
            55,
            63,
            72,
            55
        ],
        [
            69,
            71,
            67,
            69,
            71,
            67
        ],
        [
            58,
            72,
            43,
            58,
            72,
            43
        ],
        [
            6954,
            3900,
            3054,
            6954,
            3900,
            3054
        ],
        [
            37.138426,
            0,
            39.638426,
            37.138426,
            0,
            39.638426
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307965,
            -172155,
            -760168,
            -579525,
            -299908,
            -760168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602331200000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759720759977,
    "expiration_time": 1764577224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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)