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Trade: CRV/USDT/360/MIDPRICE/ZLMA/4042

Strategy
CRV/USDT/360/MIDPRICE/ZLMA/4042
Pair
CRV_USDT
Interval
6h
Score
322563
Daily Profit
0.263190
Profit Factor
1.484399
Profitability
43.646409
Streak
0.000000
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 05:07
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 491310.5997 448974.6125 42335.9872 183480.7443 350086.7486 -166606.0043
Total P&L (%) 491.3106 448.9746 42.336 183.4807 350.0867 -166.606
Avg Daily Profit (%) 0.2632 0.2405 0.0227 0.0558 0.0806 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111105 -78692 -79323 -265021 -133467 -272817
Profit Factor 1.4844 1.8954 1.0825 1.1221 1.4842 0.7864
Total Trades 181 91 90 181 91 90
Winning Trades 79 37 42 79 37 42
Losing Trades 102 54 48 102 54 48
Profitability (%) 43.6464 40.6593 46.6667 43.6464 40.6593 46.6667
Ratio Avg Win / Avg Loss 1.9166 2.7663 1.2372 1.4487 2.1662 0.8988
Largest Winning Trade 212808 212808 43218 361976 361976 115415
Largest Losing Trade -59724 -32131 -59724 -83310 -83310 -78800
Avg Bars in Trades 39 35 42 39 35 42
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 24 20 27 24 20 27
Bars Traded 7107 3260 3846 7107 3260 3846
Profit Streak 0 0 43.8385 0 0 43.8385
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322563 274400 -294929 -206134 -86942 -581400

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": 1598896800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852448354,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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": [
        [
            491310.5997273456,
            448974.6125241163,
            42335.9872032294,
            183480.7442622275,
            350086.748567419,
            -166606.0043051912
        ],
        [
            491.3106,
            448.974613,
            42.335987,
            183.480744,
            350.086749,
            -166.606004
        ],
        [
            0.26319,
            0.240511,
            0.022679,
            0.055833,
            0.080615,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111105,
            -78692,
            -79323,
            -265021,
            -133467,
            -272817
        ],
        [
            1.484399,
            1.895434,
            1.082548,
            1.122071,
            1.484238,
            0.786432
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            102,
            54,
            48,
            102,
            54,
            48
        ],
        [
            43.646409,
            40.659341,
            46.666667,
            43.646409,
            40.659341,
            46.666667
        ],
        [
            1.916565,
            2.76631,
            1.237198,
            1.448749,
            2.166186,
            0.898779
        ],
        [
            212808,
            212808,
            43218,
            361976,
            361976,
            115415
        ],
        [
            -59724,
            -32131,
            -59724,
            -83310,
            -83310,
            -78800
        ],
        [
            39,
            35,
            42,
            39,
            35,
            42
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            24,
            20,
            27,
            24,
            20,
            27
        ],
        [
            7107,
            3260,
            3846,
            7107,
            3260,
            3846
        ],
        [
            0,
            0,
            43.838522,
            0,
            0,
            43.838523
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322563,
            274400,
            -294929,
            -206134,
            -86942,
            -581400
        ]
    ]
}
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": 1598896800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758852448354,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 46,
            "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)