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Trade: CRV/USDT/720/ZLMA/HILO/1379

Strategy
CRV/USDT/720/ZLMA/HILO/1379
Pair
CRV_USDT
Interval
12h
Score
322317
Daily Profit
0.207382
Profit Factor
2.185189
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 07:37
Expiration Time
2025-11-24 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510088.0924 388115.6233 121972.4691 493023.7836 489338.0658 3685.7178
Total P&L (%) 510.0881 388.1156 121.9725 493.0238 489.3381 3.6857
Avg Daily Profit (%) 0.2726 0.2074 0.0652 0.0952 0.0948 0.0019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92317 -70688 -71412 -493203 -152869 -372877
Profit Factor 1.9518 2.1852 1.5851 1.4218 1.8416 1.0063
Total Trades 80 40 40 80 40 40
Winning Trades 37 17 20 37 17 20
Losing Trades 43 23 20 43 23 20
Profitability (%) 46.25 42.5 50 46.25 42.5 50
Ratio Avg Win / Avg Loss 2.2683 2.9564 1.5851 1.6524 2.4915 1.0063
Largest Winning Trade 256922 256922 56913 438547 438547 196158
Largest Losing Trade -40678 -40678 -35848 -372877 -116844 -372877
Avg Bars in Trades 40 40 40 40 40 40
Avg Bars in Winners 58 62 54 58 62 54
Avg Bars in Losers 26 24 27 26 24 27
Bars Traded 3269 1632 1637 3269 1632 1637
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12870 322317 -102942 -89222 -65765 -569602
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120642652,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            510088.0924283158,
            388115.6233443756,
            121972.4690839401,
            493023.7836407078,
            489338.0657931099,
            3685.7178475981
        ],
        [
            510.088092,
            388.115623,
            121.972469,
            493.023784,
            489.338066,
            3.685718
        ],
        [
            0.272556,
            0.207382,
            0.065174,
            0.09516,
            0.094826,
            0.001934
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92317,
            -70688,
            -71412,
            -493203,
            -152869,
            -372877
        ],
        [
            1.951759,
            2.185189,
            1.585081,
            1.421805,
            1.841567,
            1.006275
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            46.25,
            42.5,
            50,
            46.25,
            42.5,
            50
        ],
        [
            2.268261,
            2.956433,
            1.585081,
            1.652368,
            2.491531,
            1.006275
        ],
        [
            256922,
            256922,
            56913,
            438547,
            438547,
            196158
        ],
        [
            -40678,
            -40678,
            -35848,
            -372877,
            -116844,
            -372877
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            58,
            62,
            54,
            58,
            62,
            54
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            3269,
            1632,
            1637,
            3269,
            1632,
            1637
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12870,
            322317,
            -102942,
            -89222,
            -65765,
            -569602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606176000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120642652,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)