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Trade: CRV/USDT/5/JMA/KCB/8784

Strategy
CRV/USDT/5/JMA/KCB/8784
Pair
CRV_USDT
Interval
5m
Score
317102
Daily Profit
0.756869
Profit Factor
1.456318
Profitability
64.615385
Streak
1.012506
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-09 18:33
Expiration Time
2025-12-23 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65703.7695 23853.0316 41850.7379 75510.815 13094.8201 62415.9949
Total P&L (%) 65.7038 23.853 41.8507 75.5108 13.0948 62.416
Avg Daily Profit (%) 0.7569 0.2748 0.4821 0.6501 0.1419 0.5602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50925 -28347 -25302 -114520 -67403 -52385
Profit Factor 1.4563 1.2798 1.7125 1.2408 1.0692 1.502
Total Trades 130 65 65 130 65 65
Winning Trades 84 43 41 84 43 41
Losing Trades 46 22 24 46 22 24
Profitability (%) 64.6154 66.1538 63.0769 64.6154 66.1538 63.0769
Ratio Avg Win / Avg Loss 0.7975 0.6548 1.0025 0.6795 0.547 0.8792
Largest Winning Trade 7749 7749 7280 15904 15079 15904
Largest Losing Trade -14845 -14845 -7941 -32993 -32993 -19654
Avg Bars in Trades 184 180 188 184 180 188
Avg Bars in Winners 127 115 140 127 115 140
Avg Bars in Losers 288 308 270 288 308 270
Bars Traded 23993 11733 12260 23993 11733 12260
Profit Streak 1.0125 0 4.016 1.0125 0 4.016
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317102 -129299 -121127 247152 -350764 -121390
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752524100000,
    "first_datapoint_time": 1752584700000,
    "last_datapoint_time": 1760023800000,
    "evaluation_time": 1760023980524,
    "expiration_time": 1766503800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 209,
            "scalar": 3
        }
    }
}
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": [
        [
            65703.7694706911,
            23853.031595229,
            41850.7378754621,
            75510.8149777069,
            13094.820090284,
            62415.9948874228
        ],
        [
            65.703769,
            23.853032,
            41.850738,
            75.510815,
            13.09482,
            62.415995
        ],
        [
            0.756869,
            0.274773,
            0.482096,
            0.650106,
            0.141854,
            0.560244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50925,
            -28347,
            -25302,
            -114520,
            -67403,
            -52385
        ],
        [
            1.456318,
            1.279799,
            1.712519,
            1.240814,
            1.069204,
            1.501965
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            64.615385,
            66.153846,
            63.076923,
            64.615385,
            66.153846,
            63.076923
        ],
        [
            0.797507,
            0.654781,
            1.00245,
            0.679493,
            0.547034,
            0.879199
        ],
        [
            7749,
            7749,
            7280,
            15904,
            15079,
            15904
        ],
        [
            -14845,
            -14845,
            -7941,
            -32993,
            -32993,
            -19654
        ],
        [
            184,
            180,
            188,
            184,
            180,
            188
        ],
        [
            127,
            115,
            140,
            127,
            115,
            140
        ],
        [
            288,
            308,
            270,
            288,
            308,
            270
        ],
        [
            23993,
            11733,
            12260,
            23993,
            11733,
            12260
        ],
        [
            1.012506,
            0,
            4.015978,
            1.012506,
            0,
            4.015978
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317102,
            -129299,
            -121127,
            247152,
            -350764,
            -121390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752524100000,
    "first_datapoint_time": 1752584700000,
    "last_datapoint_time": 1760023800000,
    "evaluation_time": 1760023980524,
    "expiration_time": 1766503800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 209,
            "scalar": 3
        }
    }
}

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)