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Trade: CRV/USDT/5/HMA/MIDPOINT/9233

Strategy
CRV/USDT/5/HMA/MIDPOINT/9233
Pair
CRV_USDT
Interval
5m
Score
378076
Daily Profit
0.555033
Profit Factor
1.438499
Profitability
58.585859
Streak
3.906235
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 01:09
Expiration Time
2025-12-25 00:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 43508.9033 1154.9914 42353.9118 38339.0641 -23347.9288 61686.993
Total P&L (%) 43.5089 1.155 42.3539 38.3391 -23.3479 61.687
Avg Daily Profit (%) 0.5012 0.0133 0.4879 0.3745 -0.3058 0.555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51725 -45742 -23043 -105980 -93445 -45974
Profit Factor 1.2292 1.0097 1.596 1.1026 0.8998 1.4385
Total Trades 199 100 99 199 100 99
Winning Trades 116 58 58 116 58 58
Losing Trades 83 42 41 83 42 41
Profitability (%) 58.2915 58 58.5859 58.2915 58 58.5859
Ratio Avg Win / Avg Loss 0.8795 0.7312 1.1282 0.7889 0.6516 1.0169
Largest Winning Trade 9574 9574 5780 20130 20130 11185
Largest Losing Trade -19252 -19252 -9433 -33763 -33763 -17190
Avg Bars in Trades 123 127 119 123 127 119
Avg Bars in Winners 104 99 109 104 99 109
Avg Bars in Losers 149 164 133 149 164 133
Bars Traded 24509 12705 11804 24509 12705 11804
Profit Streak 0 0 3.9062 0 0 3.9062
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 231835 -553534 339556 -102432 -581975 378076
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634200000,
    "first_datapoint_time": 1752703500000,
    "last_datapoint_time": 1760133900000,
    "evaluation_time": 1760134198709,
    "expiration_time": 1766613900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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": [
        [
            43508.9032682268,
            1154.9914318451,
            42353.9118363818,
            38339.0641456073,
            -23347.92881246,
            61686.9929580673
        ],
        [
            43.508903,
            1.154991,
            42.353912,
            38.339064,
            -23.347929,
            61.686993
        ],
        [
            0.501197,
            0.013305,
            0.487892,
            0.374548,
            -0.305825,
            0.555033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51725,
            -45742,
            -23043,
            -105980,
            -93445,
            -45974
        ],
        [
            1.229242,
            1.009728,
            1.596022,
            1.102589,
            0.89981,
            1.438499
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            58.291457,
            58,
            58.585859,
            58.291457,
            58,
            58.585859
        ],
        [
            0.879544,
            0.731182,
            1.128223,
            0.788922,
            0.651587,
            1.01687
        ],
        [
            9574,
            9574,
            5780,
            20130,
            20130,
            11185
        ],
        [
            -19252,
            -19252,
            -9433,
            -33763,
            -33763,
            -17190
        ],
        [
            123,
            127,
            119,
            123,
            127,
            119
        ],
        [
            104,
            99,
            109,
            104,
            99,
            109
        ],
        [
            149,
            164,
            133,
            149,
            164,
            133
        ],
        [
            24509,
            12705,
            11804,
            24509,
            12705,
            11804
        ],
        [
            0,
            0,
            3.906235,
            0,
            0,
            3.906235
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            231835,
            -553534,
            339556,
            -102432,
            -581975,
            378076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752634200000,
    "first_datapoint_time": 1752703500000,
    "last_datapoint_time": 1760133900000,
    "evaluation_time": 1760134198709,
    "expiration_time": 1766613900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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)