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Trade: CRV/USDT/360/ZLMA/JMA/1354

Strategy
CRV/USDT/360/ZLMA/JMA/1354
Pair
CRV_USDT
Interval
6h
Score
447126
Daily Profit
0.190825
Profit Factor
1.932388
Profitability
57.142857
Streak
233.829737
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 10:54
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 505353.9943 356222.5096 149131.4846 472421.3566 381627.939 90793.4175
Total P&L (%) 505.354 356.2225 149.1315 472.4214 381.6279 90.7934
Avg Daily Profit (%) 0.2707 0.1908 0.0799 0.0935 0.0842 0.0346
Buy And Hold Return (%) 29.7619 29.7619 29.7619 29.7619 29.7619 29.7619
Max Trade Drawdown -219838 -161432 -81476 -389712 -211607 -240276
Profit Factor 1.9274 1.9324 1.9157 1.7353 2.1053 1.3055
Total Trades 71 35 36 71 35 36
Winning Trades 44 20 24 44 20 24
Losing Trades 27 15 12 27 15 12
Profitability (%) 61.9718 57.1429 66.6667 61.9718 57.1429 66.6667
Ratio Avg Win / Avg Loss 1.1827 1.4493 0.9578 1.0649 1.579 0.6528
Largest Winning Trade 233625 233625 45093 189718 189718 81915
Largest Losing Trade -43342 -43342 -41546 -150096 -65931 -150096
Avg Bars in Trades 93 121 65 93 121 65
Avg Bars in Winners 96 130 67 96 130 67
Avg Bars in Losers 87 109 60 87 109 60
Bars Traded 6610 4261 2349 6610 4261 2349
Profit Streak 233.8297 233.8297 319.5797 233.8297 233.8297 319.5797
Trades During Streak 11 5 9 11 5 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76716 447126 -83127 -153861 -74155 -147643

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": 1602590400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873289286,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 219,
            "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": [
        [
            505353.994292518,
            356222.5096479137,
            149131.4846446042,
            472421.3565686775,
            381627.9390456371,
            90793.4175230404
        ],
        [
            505.353994,
            356.22251,
            149.131485,
            472.421357,
            381.627939,
            90.793418
        ],
        [
            0.270713,
            0.190825,
            0.079888,
            0.093506,
            0.084246,
            0.034613
        ],
        [
            29.761905,
            29.761905,
            29.761905,
            29.761905,
            29.761905,
            29.761905
        ],
        [
            -219838,
            -161432,
            -81476,
            -389712,
            -211607,
            -240276
        ],
        [
            1.927399,
            1.932388,
            1.915696,
            1.735339,
            2.105321,
            1.305507
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            61.971831,
            57.142857,
            66.666667,
            61.971831,
            57.142857,
            66.666667
        ],
        [
            1.182722,
            1.449291,
            0.957848,
            1.064867,
            1.578991,
            0.652753
        ],
        [
            233625,
            233625,
            45093,
            189718,
            189718,
            81915
        ],
        [
            -43342,
            -43342,
            -41546,
            -150096,
            -65931,
            -150096
        ],
        [
            93,
            121,
            65,
            93,
            121,
            65
        ],
        [
            96,
            130,
            67,
            96,
            130,
            67
        ],
        [
            87,
            109,
            60,
            87,
            109,
            60
        ],
        [
            6610,
            4261,
            2349,
            6610,
            4261,
            2349
        ],
        [
            233.829737,
            233.829737,
            319.579737,
            233.829737,
            233.829737,
            319.579737
        ],
        [
            11,
            5,
            9,
            11,
            5,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76716,
            447126,
            -83127,
            -153861,
            -74155,
            -147643
        ]
    ]
}
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": 1602590400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758873289286,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 219,
            "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)