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Trade: CRV/USDT/5/DEMA/SINWMA/6694

Strategy
CRV/USDT/5/DEMA/SINWMA/6694
Pair
CRV_USDT
Interval
5m
Score
334590
Daily Profit
0.407878
Profit Factor
1.543223
Profitability
71.578947
Streak
4.822261
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 22:04
Expiration Time
2025-12-25 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 12703.668 -22704.2594 35407.9274 835.6215 -39017.6028 39853.2243
Total P&L (%) 12.7037 -22.7043 35.4079 0.8356 -39.0176 39.8532
Avg Daily Profit (%) 0.1463 -0.2615 0.4079 0.0096 -0.5681 0.3871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49895 -50901 -19854 -77545 -75453 -28147
Profit Factor 1.0681 0.8131 1.5432 1.003 0.7802 1.4103
Total Trades 189 94 95 189 94 95
Winning Trades 136 68 68 136 68 68
Losing Trades 53 26 27 53 26 27
Profitability (%) 71.9577 72.3404 71.5789 71.9577 72.3404 71.5789
Ratio Avg Win / Avg Loss 0.4162 0.3109 0.6128 0.3909 0.2983 0.56
Largest Winning Trade 5418 5418 4502 7775 7775 5505
Largest Losing Trade -25631 -25631 -9998 -33104 -33104 -16271
Avg Bars in Trades 130 133 128 130 133 128
Avg Bars in Winners 70 67 73 70 67 73
Avg Bars in Losers 284 304 266 284 304 266
Bars Traded 24716 12502 12214 24716 12502 12214
Profit Streak 0.2841 0.2841 4.8223 0.2841 0.2841 4.8223
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -227700 -583513 334590 -565679 -583513 303197
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752709500000,
    "first_datapoint_time": 1752783000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209443402,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 246,
            "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": [
        [
            12703.6680248421,
            -22704.259351804,
            35407.9273766464,
            835.6214822158,
            -39017.6027935573,
            39853.2242757732
        ],
        [
            12.703668,
            -22.704259,
            35.407927,
            0.835621,
            -39.017603,
            39.853224
        ],
        [
            0.146339,
            -0.26154,
            0.407878,
            0.009586,
            -0.568113,
            0.387135
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49895,
            -50901,
            -19854,
            -77545,
            -75453,
            -28147
        ],
        [
            1.068067,
            0.813064,
            1.543223,
            1.003042,
            0.780238,
            1.410333
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            71.957672,
            72.340426,
            71.578947,
            71.957672,
            72.340426,
            71.578947
        ],
        [
            0.416232,
            0.310877,
            0.61275,
            0.390891,
            0.298326,
            0.559985
        ],
        [
            5418,
            5418,
            4502,
            7775,
            7775,
            5505
        ],
        [
            -25631,
            -25631,
            -9998,
            -33104,
            -33104,
            -16271
        ],
        [
            130,
            133,
            128,
            130,
            133,
            128
        ],
        [
            70,
            67,
            73,
            70,
            67,
            73
        ],
        [
            284,
            304,
            266,
            284,
            304,
            266
        ],
        [
            24716,
            12502,
            12214,
            24716,
            12502,
            12214
        ],
        [
            0.284067,
            0.284067,
            4.822261,
            0.284067,
            0.284067,
            4.822262
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -227700,
            -583513,
            334590,
            -565679,
            -583513,
            303197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752709500000,
    "first_datapoint_time": 1752783000000,
    "last_datapoint_time": 1760209200000,
    "evaluation_time": 1760209443402,
    "expiration_time": 1766689200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 246,
            "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)