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Trade: CRV/USDT/60/MIDPRICE/ZLMA/4130

Strategy
CRV/USDT/60/MIDPRICE/ZLMA/4130
Pair
CRV_USDT
Interval
1h
Score
302661
Daily Profit
0.158948
Profit Factor
1.366119
Profitability
51.256281
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 02:42
Expiration Time
2025-12-26 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 184066.2249 165570.9987 18495.2262 69512.3506 238675.4217 -169163.0711
Total P&L (%) 184.0662 165.571 18.4952 69.5124 238.6754 -169.1631
Avg Daily Profit (%) 0.1767 0.1589 0.0178 0.0507 0.1172 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102615 -65187 -103833 -339398 -208347 -361519
Profit Factor 1.1898 1.3661 1.0357 1.0285 1.2157 0.8733
Total Trades 398 199 199 398 199 199
Winning Trades 201 102 99 201 102 99
Losing Trades 197 97 100 197 97 100
Profitability (%) 50.5025 51.2563 49.7487 50.5025 51.2563 49.7487
Ratio Avg Win / Avg Loss 1.1661 1.2992 1.0462 1.008 1.1561 0.8822
Largest Winning Trade 62283 62283 40400 162093 162093 89979
Largest Losing Trade -37337 -21241 -37337 -170732 -76433 -170732
Avg Bars in Trades 62 56 67 62 56 67
Avg Bars in Winners 59 52 68 59 52 68
Avg Bars in Losers 64 62 66 64 62 66
Bars Traded 24693 11336 13357 24693 11336 13357
Profit Streak 2.0293 0 9.6126 2.0293 0 9.6126
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4246 302661 -356754 -314385 -36353 -579281
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670223600000,
    "first_datapoint_time": 1670979600000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760226132139,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "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": [
        [
            184066.2249463757,
            165570.9987031436,
            18495.2262432322,
            69512.35056862,
            238675.4216666275,
            -169163.0710980076
        ],
        [
            184.066225,
            165.570999,
            18.495226,
            69.512351,
            238.675422,
            -169.163071
        ],
        [
            0.176703,
            0.158948,
            0.017755,
            0.050677,
            0.117176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102615,
            -65187,
            -103833,
            -339398,
            -208347,
            -361519
        ],
        [
            1.189783,
            1.366119,
            1.035729,
            1.028467,
            1.215732,
            0.87333
        ],
        [
            398,
            199,
            199,
            398,
            199,
            199
        ],
        [
            201,
            102,
            99,
            201,
            102,
            99
        ],
        [
            197,
            97,
            100,
            197,
            97,
            100
        ],
        [
            50.502513,
            51.256281,
            49.748744,
            50.502513,
            51.256281,
            49.748744
        ],
        [
            1.166106,
            1.299153,
            1.046191,
            1.008,
            1.156137,
            0.882152
        ],
        [
            62283,
            62283,
            40400,
            162093,
            162093,
            89979
        ],
        [
            -37337,
            -21241,
            -37337,
            -170732,
            -76433,
            -170732
        ],
        [
            62,
            56,
            67,
            62,
            56,
            67
        ],
        [
            59,
            52,
            68,
            59,
            52,
            68
        ],
        [
            64,
            62,
            66,
            64,
            62,
            66
        ],
        [
            24693,
            11336,
            13357,
            24693,
            11336,
            13357
        ],
        [
            2.029307,
            0,
            9.61264,
            2.029307,
            0,
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        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            -4246,
            302661,
            -356754,
            -314385,
            -36353,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670223600000,
    "first_datapoint_time": 1670979600000,
    "last_datapoint_time": 1760223600000,
    "evaluation_time": 1760226132139,
    "expiration_time": 1766703600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "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)