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Trade: CRV/USDT/5/ZLMA/SWMA/6615

Strategy
CRV/USDT/5/ZLMA/SWMA/6615
Pair
CRV_USDT
Interval
5m
Score
394356
Daily Profit
0.682186
Profit Factor
1.305669
Profitability
67.099567
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 15:00
Expiration Time
2025-12-22 13:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59220.5392 39965.7141 19254.8251 58310.2569 33230.0186 25080.2383
Total P&L (%) 59.2205 39.9657 19.2548 58.3103 33.23 25.0802
Avg Daily Profit (%) 0.6822 0.4604 0.2218 0.5306 0.331 0.2581
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28029 -27937 -27369 -52569 -51293 -33093
Profit Factor 1.3057 1.3938 1.2087 1.1869 1.1937 1.1787
Total Trades 231 116 115 231 116 115
Winning Trades 155 82 73 155 82 73
Losing Trades 76 34 42 76 34 42
Profitability (%) 67.0996 70.6897 63.4783 67.0996 70.6897 63.4783
Ratio Avg Win / Avg Loss 0.6402 0.5779 0.6954 0.582 0.495 0.6781
Largest Winning Trade 9948 9948 4906 11255 11255 6722
Largest Losing Trade -27369 -13425 -27369 -33093 -26064 -33093
Avg Bars in Trades 107 105 108 107 105 108
Avg Bars in Winners 64 62 66 64 62 66
Avg Bars in Losers 194 209 182 194 209 182
Bars Traded 24734 12248 12486 24734 12248 12486
Profit Streak 0 0 1.5557 0 0 1.5557
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394356 265639 -4355 -5413 -2426 -24008
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752424800000,
    "first_datapoint_time": 1752477600000,
    "last_datapoint_time": 1759924500000,
    "evaluation_time": 1759924813900,
    "expiration_time": 1766404500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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": [
        [
            59220.5392205123,
            39965.7141429274,
            19254.8250775849,
            58310.2568537988,
            33230.0185544949,
            25080.238299304
        ],
        [
            59.220539,
            39.965714,
            19.254825,
            58.310257,
            33.230019,
            25.080238
        ],
        [
            0.682186,
            0.460381,
            0.221804,
            0.530589,
            0.331047,
            0.25812
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28029,
            -27937,
            -27369,
            -52569,
            -51293,
            -33093
        ],
        [
            1.305669,
            1.393781,
            1.208727,
            1.18694,
            1.193712,
            1.178664
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            155,
            82,
            73,
            155,
            82,
            73
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            67.099567,
            70.689655,
            63.478261,
            67.099567,
            70.689655,
            63.478261
        ],
        [
            0.640199,
            0.577909,
            0.695432,
            0.581983,
            0.494954,
            0.678136
        ],
        [
            9948,
            9948,
            4906,
            11255,
            11255,
            6722
        ],
        [
            -27369,
            -13425,
            -27369,
            -33093,
            -26064,
            -33093
        ],
        [
            107,
            105,
            108,
            107,
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            108
        ],
        [
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            62,
            66,
            64,
            62,
            66
        ],
        [
            194,
            209,
            182,
            194,
            209,
            182
        ],
        [
            24734,
            12248,
            12486,
            24734,
            12248,
            12486
        ],
        [
            0,
            0,
            1.555716,
            0,
            0,
            1.555716
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394356,
            265639,
            -4355,
            -5413,
            -2426,
            -24008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752424800000,
    "first_datapoint_time": 1752477600000,
    "last_datapoint_time": 1759924500000,
    "evaluation_time": 1759924813900,
    "expiration_time": 1766404500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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)