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Trade: CRV/USDT/15/JMA/KCL/9411

Strategy
CRV/USDT/15/JMA/KCL/9411
Pair
CRV_USDT
Interval
15m
Score
351404
Daily Profit
0.365060
Profit Factor
1.224705
Profitability
71.014493
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 15:11
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95068.8392 58335.4404 36733.3988 47518.6338 51026.1818 -3507.548
Total P&L (%) 95.0688 58.3354 36.7334 47.5186 51.0262 -3.5075
Avg Daily Profit (%) 0.3651 0.224 0.1411 0.1494 0.1584 -0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81828 -33035 -77189 -154242 -54991 -149066
Profit Factor 1.2247 1.326 1.1504 1.0654 1.1696 0.9918
Total Trades 276 138 138 276 138 138
Winning Trades 196 95 101 196 95 101
Losing Trades 80 43 37 80 43 37
Profitability (%) 71.0145 68.8406 73.1884 71.0145 68.8406 73.1884
Ratio Avg Win / Avg Loss 0.4999 0.6002 0.4215 0.4348 0.5294 0.3633
Largest Winning Trade 12487 8913 12487 15766 11249 15766
Largest Losing Trade -53184 -22154 -53184 -90310 -35931 -90310
Avg Bars in Trades 89 74 104 89 74 104
Avg Bars in Winners 47 38 56 47 38 56
Avg Bars in Losers 191 154 235 191 154 235
Bars Traded 24685 10275 14410 24685 10275 14410
Profit Streak 0 0 6.8519 0 0 6.8519
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351404 233399 -61370 -142658 -28772 -578198

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736407800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758888707289,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            95068.8391811628,
            58335.4404015917,
            36733.3987795711,
            47518.6337573263,
            51026.1817989405,
            -3507.5480416144
        ],
        [
            95.068839,
            58.33544,
            36.733399,
            47.518634,
            51.026182,
            -3.507548
        ],
        [
            0.36506,
            0.224005,
            0.141054,
            0.149403,
            0.15844,
            -0.01371
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81828,
            -33035,
            -77189,
            -154242,
            -54991,
            -149066
        ],
        [
            1.224705,
            1.326042,
            1.150446,
            1.065381,
            1.169602,
            0.991765
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            196,
            95,
            101,
            196,
            95,
            101
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            71.014493,
            68.84058,
            73.188406,
            71.014493,
            68.84058,
            73.188406
        ],
        [
            0.49988,
            0.600208,
            0.421451,
            0.434849,
            0.529399,
            0.36332
        ],
        [
            12487,
            8913,
            12487,
            15766,
            11249,
            15766
        ],
        [
            -53184,
            -22154,
            -53184,
            -90310,
            -35931,
            -90310
        ],
        [
            89,
            74,
            104,
            89,
            74,
            104
        ],
        [
            47,
            38,
            56,
            47,
            38,
            56
        ],
        [
            191,
            154,
            235,
            191,
            154,
            235
        ],
        [
            24685,
            10275,
            14410,
            24685,
            10275,
            14410
        ],
        [
            0,
            0,
            6.851936,
            0,
            0,
            6.851936
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351404,
            233399,
            -61370,
            -142658,
            -28772,
            -578198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736407800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758888707289,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 201,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)