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Trade: CRV/USDT/5/ZLMA/EMA/3594

Strategy
CRV/USDT/5/ZLMA/EMA/3594
Pair
CRV_USDT
Interval
5m
Score
305008
Daily Profit
0.514160
Profit Factor
1.342102
Profitability
72.262774
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 22:07
Expiration Time
2025-12-22 21:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44634.2166 12121.3579 32512.8587 43774.8702 3628.4812 40146.389
Total P&L (%) 44.6342 12.1214 32.5129 43.7749 3.6285 40.1464
Avg Daily Profit (%) 0.5142 0.1396 0.3745 0.4191 0.0411 0.3896
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41663 -34066 -19510 -69518 -58239 -31623
Profit Factor 1.3421 1.1473 1.6746 1.2083 1.0273 1.5193
Total Trades 137 69 68 137 69 68
Winning Trades 99 52 47 99 52 47
Losing Trades 38 17 21 38 17 21
Profitability (%) 72.2628 75.3623 69.1176 72.2628 75.3623 69.1176
Ratio Avg Win / Avg Loss 0.5152 0.3751 0.7482 0.4638 0.3359 0.6788
Largest Winning Trade 6822 6822 5665 10993 10993 7807
Largest Losing Trade -15246 -15246 -9093 -26940 -26940 -15324
Avg Bars in Trades 172 173 171 172 173 171
Avg Bars in Winners 107 102 111 107 102 111
Avg Bars in Losers 342 389 305 342 389 305
Bars Traded 23630 11953 11676 23630 11953 11676
Profit Streak 0 0 4.5641 0 0 4.5641
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305008 -266881 -100774 243577 -596319 -100604
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752450600000,
    "first_datapoint_time": 1752516900000,
    "last_datapoint_time": 1759950300000,
    "evaluation_time": 1759950439874,
    "expiration_time": 1766430300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 222,
            "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": [
        [
            44634.2166229128,
            12121.3579129712,
            32512.8587099416,
            43774.8702476059,
            3628.4811995285,
            40146.3890480775
        ],
        [
            44.634217,
            12.121358,
            32.512859,
            43.77487,
            3.628481,
            40.146389
        ],
        [
            0.51416,
            0.139631,
            0.374529,
            0.419121,
            0.041066,
            0.389557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41663,
            -34066,
            -19510,
            -69518,
            -58239,
            -31623
        ],
        [
            1.342102,
            1.14733,
            1.674581,
            1.208288,
            1.027312,
            1.519264
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            72.262774,
            75.362319,
            69.117647,
            72.262774,
            75.362319,
            69.117647
        ],
        [
            0.51515,
            0.375089,
            0.748217,
            0.463787,
            0.335852,
            0.67882
        ],
        [
            6822,
            6822,
            5665,
            10993,
            10993,
            7807
        ],
        [
            -15246,
            -15246,
            -9093,
            -26940,
            -26940,
            -15324
        ],
        [
            172,
            173,
            171,
            172,
            173,
            171
        ],
        [
            107,
            102,
            111,
            107,
            102,
            111
        ],
        [
            342,
            389,
            305,
            342,
            389,
            305
        ],
        [
            23630,
            11953,
            11676,
            23630,
            11953,
            11676
        ],
        [
            0,
            0,
            4.564119,
            0,
            0,
            4.564119
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305008,
            -266881,
            -100774,
            243577,
            -596319,
            -100604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752450600000,
    "first_datapoint_time": 1752516900000,
    "last_datapoint_time": 1759950300000,
    "evaluation_time": 1759950439874,
    "expiration_time": 1766430300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 222,
            "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)