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Trade: CRV/USDT/5/SSF/SSF/6290

Strategy
CRV/USDT/5/SSF/SSF/6290
Pair
CRV_USDT
Interval
5m
Score
414295
Daily Profit
0.766204
Profit Factor
1.322199
Profitability
65.079365
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 18:30
Expiration Time
2025-12-22 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66514.2052 41551.3503 24962.8549 74491.2552 37532.6388 36958.6163
Total P&L (%) 66.5142 41.5514 24.9629 74.4913 37.5326 36.9586
Avg Daily Profit (%) 0.7662 0.4786 0.2876 0.6434 0.3678 0.363
Buy And Hold Return (%) 11.5625 11.5625 11.5625 11.5625 11.5625 11.5625
Max Trade Drawdown -28425 -28776 -30784 -51947 -55628 -33953
Profit Factor 1.3222 1.3961 1.2458 1.2122 1.1983 1.2286
Total Trades 252 126 126 252 126 126
Winning Trades 164 83 81 164 83 81
Losing Trades 88 43 45 88 43 45
Profitability (%) 65.0794 65.873 64.2857 65.0794 65.873 64.2857
Ratio Avg Win / Avg Loss 0.7095 0.7233 0.6921 0.6505 0.6208 0.6825
Largest Winning Trade 6634 6634 5014 12493 12493 8487
Largest Losing Trade -21804 -12008 -21804 -23666 -21801 -23666
Avg Bars in Trades 98 97 99 98 97 99
Avg Bars in Winners 66 61 71 66 61 71
Avg Bars in Losers 158 168 150 158 168 150
Bars Traded 24848 12299 12549 24848 12299 12549
Profit Streak 0 0 1.7124 0 0 1.7124
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414295 227340 -2018 368862 71524 50873
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752437400000,
    "first_datapoint_time": 1752437400000,
    "last_datapoint_time": 1759937100000,
    "evaluation_time": 1759937451406,
    "expiration_time": 1766417100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            66514.2051966045,
            41551.350289989,
            24962.8549066155,
            74491.2551591522,
            37532.6388134929,
            36958.6163456591
        ],
        [
            66.514205,
            41.55135,
            24.962855,
            74.491255,
            37.532639,
            36.958616
        ],
        [
            0.766204,
            0.478647,
            0.287557,
            0.643351,
            0.367788,
            0.362952
        ],
        [
            11.5625,
            11.5625,
            11.5625,
            11.5625,
            11.5625,
            11.5625
        ],
        [
            -28425,
            -28776,
            -30784,
            -51947,
            -55628,
            -33953
        ],
        [
            1.322199,
            1.396114,
            1.24584,
            1.212246,
            1.198297,
            1.228575
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            164,
            83,
            81,
            164,
            83,
            81
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            65.079365,
            65.873016,
            64.285714,
            65.079365,
            65.873016,
            64.285714
        ],
        [
            0.709472,
            0.723288,
            0.692133,
            0.650474,
            0.620805,
            0.682542
        ],
        [
            6634,
            6634,
            5014,
            12493,
            12493,
            8487
        ],
        [
            -21804,
            -12008,
            -21804,
            -23666,
            -21801,
            -23666
        ],
        [
            98,
            97,
            99,
            98,
            97,
            99
        ],
        [
            66,
            61,
            71,
            66,
            61,
            71
        ],
        [
            158,
            168,
            150,
            158,
            168,
            150
        ],
        [
            24848,
            12299,
            12549,
            24848,
            12299,
            12549
        ],
        [
            0,
            0,
            1.7124,
            0,
            0,
            1.712401
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414295,
            227340,
            -2018,
            368862,
            71524,
            50873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752437400000,
    "first_datapoint_time": 1752437400000,
    "last_datapoint_time": 1759937100000,
    "evaluation_time": 1759937451406,
    "expiration_time": 1766417100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "offset": 0,
            "poles": 2
        }
    }
}

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)