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Trade: CRV/USDT/360/ALMA/SMA/4964

Strategy
CRV/USDT/360/ALMA/SMA/4964
Pair
CRV_USDT
Interval
6h
Score
650616
Daily Profit
0.317394
Profit Factor
3.296247
Profitability
60.606061
Streak
380.615452
Best Strategy
Training Data Length
1872.750000
Evaluation Time
2025-09-30 17:46
Expiration Time
2025-11-25 18:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 675010.543 594399.0628 80611.4802 540803.4459 632133.5108 -91330.0649
Total P&L (%) 675.0105 594.3991 80.6115 540.8034 632.1335 -91.3301
Avg Daily Profit (%) 0.3604 0.3174 0.043 0.0992 0.1064 -0.1305
Buy And Hold Return (%) 22.3486 22.3486 22.3486 22.3486 22.3486 22.3486
Max Trade Drawdown -190925 -102914 -101643 -601817 -403582 -433430
Profit Factor 2.2104 3.2962 1.2697 1.3678 2.0058 0.8915
Total Trades 67 33 34 67 33 34
Winning Trades 39 20 19 39 20 19
Losing Trades 28 13 15 28 13 15
Profitability (%) 58.209 60.6061 55.8824 58.209 60.6061 55.8824
Ratio Avg Win / Avg Loss 1.5869 2.1426 1.0024 0.982 1.3038 0.7038
Largest Winning Trade 261370 261370 74472 216558 216558 148580
Largest Losing Trade -71293 -55004 -71293 -263735 -243921 -263735
Avg Bars in Trades 104 104 103 104 104 103
Avg Bars in Winners 126 124 129 126 124 129
Avg Bars in Losers 72 74 70 72 74 70
Bars Traded 6977 3449 3528 6977 3449 3528
Profit Streak 380.6155 380.6155 404.8655 380.6155 380.6155 404.8655
Trades During Streak 11 5 6 11 5 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104830 650616 -135945 -179687 -45146 -578636
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243575024,
    "expiration_time": 1764087768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 240,
            "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": [
        [
            675010.5430422941,
            594399.0628381607,
            80611.4802041338,
            540803.4459441849,
            632133.510806127,
            -91330.0648619423
        ],
        [
            675.010543,
            594.399063,
            80.61148,
            540.803446,
            632.133511,
            -91.330065
        ],
        [
            0.360438,
            0.317394,
            0.043044,
            0.099238,
            0.10636,
            -0.130488
        ],
        [
            22.348624,
            22.348624,
            22.348624,
            22.348624,
            22.348624,
            22.348624
        ],
        [
            -190925,
            -102914,
            -101643,
            -601817,
            -403582,
            -433430
        ],
        [
            2.210357,
            3.296247,
            1.269749,
            1.367781,
            2.005794,
            0.891526
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            58.208955,
            60.606061,
            55.882353,
            58.208955,
            60.606061,
            55.882353
        ],
        [
            1.586923,
            2.14256,
            1.002434,
            0.981997,
            1.303766,
            0.703837
        ],
        [
            261370,
            261370,
            74472,
            216558,
            216558,
            148580
        ],
        [
            -71293,
            -55004,
            -71293,
            -263735,
            -243921,
            -263735
        ],
        [
            104,
            104,
            103,
            104,
            104,
            103
        ],
        [
            126,
            124,
            129,
            126,
            124,
            129
        ],
        [
            72,
            74,
            70,
            72,
            74,
            70
        ],
        [
            6977,
            3449,
            3528,
            6977,
            3449,
            3528
        ],
        [
            380.615452,
            380.615452,
            404.865452,
            380.615452,
            380.615452,
            404.865452
        ],
        [
            11,
            5,
            6,
            11,
            5,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104830,
            650616,
            -135945,
            -179687,
            -45146,
            -578636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243575024,
    "expiration_time": 1764087768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 240,
            "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)