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Trade: CRV/USDT/5/DEMA/SINWMA/8480

Strategy
CRV/USDT/5/DEMA/SINWMA/8480
Pair
CRV_USDT
Interval
5m
Score
318553
Daily Profit
0.545619
Profit Factor
1.437457
Profitability
66.929134
Streak
3.340601
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 09:40
Expiration Time
2025-12-26 08:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 28179.1936 -15346.4145 43525.6081 17752.0896 -42626.1278 60378.2174
Total P&L (%) 28.1792 -15.3464 43.5256 17.7521 -42.6261 60.3782
Avg Daily Profit (%) 0.3246 -0.1768 0.5014 0.1884 -0.638 0.5456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58725 -57441 -20542 -108699 -106297 -39009
Profit Factor 1.134 0.8867 1.5817 1.0457 0.8298 1.4375
Total Trades 255 128 127 255 128 127
Winning Trades 169 84 85 169 84 85
Losing Trades 86 44 42 86 44 42
Profitability (%) 66.2745 65.625 66.9291 66.2745 65.625 66.9291
Ratio Avg Win / Avg Loss 0.5771 0.4645 0.7815 0.5321 0.4347 0.7103
Largest Winning Trade 5592 5592 4781 9291 9291 7554
Largest Losing Trade -25867 -25867 -6148 -41376 -41376 -11949
Avg Bars in Trades 96 99 94 96 99 94
Avg Bars in Winners 55 52 57 55 52 57
Avg Bars in Losers 178 189 167 178 189 167
Bars Traded 24697 12738 11959 24697 12738 11959
Profit Streak 0 0 3.3406 0 0 3.3406
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67903 -580913 301049 -171302 -580913 318553
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752751200000,
    "first_datapoint_time": 1752793500000,
    "last_datapoint_time": 1760250900000,
    "evaluation_time": 1760251227943,
    "expiration_time": 1766730900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "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": [
        [
            28179.1935678759,
            -15346.4145165582,
            43525.6080844341,
            17752.0895838575,
            -42626.1278436919,
            60378.2174275494
        ],
        [
            28.179194,
            -15.346415,
            43.525608,
            17.75209,
            -42.626128,
            60.378217
        ],
        [
            0.324608,
            -0.176782,
            0.501389,
            0.188417,
            -0.637953,
            0.545619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58725,
            -57441,
            -20542,
            -108699,
            -106297,
            -39009
        ],
        [
            1.133982,
            0.886738,
            1.581693,
            1.045691,
            0.82984,
            1.437457
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            66.27451,
            65.625,
            66.929134,
            66.27451,
            65.625,
            66.929134
        ],
        [
            0.577056,
            0.464482,
            0.781542,
            0.532127,
            0.434678,
            0.710273
        ],
        [
            5592,
            5592,
            4781,
            9291,
            9291,
            7554
        ],
        [
            -25867,
            -25867,
            -6148,
            -41376,
            -41376,
            -11949
        ],
        [
            96,
            99,
            94,
            96,
            99,
            94
        ],
        [
            55,
            52,
            57,
            55,
            52,
            57
        ],
        [
            178,
            189,
            167,
            178,
            189,
            167
        ],
        [
            24697,
            12738,
            11959,
            24697,
            12738,
            11959
        ],
        [
            0,
            0,
            3.340601,
            0,
            0,
            3.340601
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67903,
            -580913,
            301049,
            -171302,
            -580913,
            318553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752751200000,
    "first_datapoint_time": 1752793500000,
    "last_datapoint_time": 1760250900000,
    "evaluation_time": 1760251227943,
    "expiration_time": 1766730900000,
    "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": 142,
            "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)