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Trade: CRV/USDT/5/KCU/HMA/3749

Strategy
CRV/USDT/5/KCU/HMA/3749
Pair
CRV_USDT
Interval
5m
Score
335330
Daily Profit
0.826724
Profit Factor
1.212199
Profitability
59.946237
Streak
0.584866
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 14:32
Expiration Time
2025-12-25 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71767.8675 33225.9577 38541.9097 44120.6941 38332.5837 5788.1104
Total P&L (%) 71.7679 33.226 38.5419 44.1207 38.3326 5.7881
Avg Daily Profit (%) 0.8267 0.3827 0.444 0.4219 0.3745 0.0648
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76688 -46841 -33560 -61973 -35284 -28636
Profit Factor 1.2122 1.2395 1.1932 1.1687 1.3673 1.0368
Total Trades 372 186 186 372 186 186
Winning Trades 223 116 107 223 116 107
Losing Trades 149 70 79 149 70 79
Profitability (%) 59.9462 62.3656 57.5269 59.9462 62.3656 57.5269
Ratio Avg Win / Avg Loss 0.8099 0.748 0.881 0.7809 0.8251 0.7655
Largest Winning Trade 62907 35934 62907 35748 35748 32177
Largest Losing Trade -10702 -8325 -10702 -11923 -8254 -11923
Avg Bars in Trades 65 41 90 65 41 90
Avg Bars in Winners 45 25 68 45 25 68
Avg Bars in Losers 96 67 121 96 67 121
Bars Traded 24533 7643 16889 24533 7643 16889
Profit Streak 0.5849 0.6543 0.5849 0.5849 0.6543 0.5849
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335330 69203 -6204 -30322 111125 -457743
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752682200000,
    "first_datapoint_time": 1752752100000,
    "last_datapoint_time": 1760181900000,
    "evaluation_time": 1760182332450,
    "expiration_time": 1766661900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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": [
        [
            71767.8674867691,
            33225.95774166,
            38541.9097451089,
            44120.694107927,
            38332.5837210895,
            5788.1103868375
        ],
        [
            71.767867,
            33.225958,
            38.54191,
            44.120694,
            38.332584,
            5.78811
        ],
        [
            0.826724,
            0.382743,
            0.44398,
            0.4219,
            0.374494,
            0.064838
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76688,
            -46841,
            -33560,
            -61973,
            -35284,
            -28636
        ],
        [
            1.212199,
            1.239467,
            1.193231,
            1.16868,
            1.367281,
            1.036821
        ],
        [
            372,
            186,
            186,
            372,
            186,
            186
        ],
        [
            223,
            116,
            107,
            223,
            116,
            107
        ],
        [
            149,
            70,
            79,
            149,
            70,
            79
        ],
        [
            59.946237,
            62.365591,
            57.526882,
            59.946237,
            62.365591,
            57.526882
        ],
        [
            0.809945,
            0.747954,
            0.880983,
            0.780867,
            0.825083,
            0.765503
        ],
        [
            62907,
            35934,
            62907,
            35748,
            35748,
            32177
        ],
        [
            -10702,
            -8325,
            -10702,
            -11923,
            -8254,
            -11923
        ],
        [
            65,
            41,
            90,
            65,
            41,
            90
        ],
        [
            45,
            25,
            68,
            45,
            25,
            68
        ],
        [
            96,
            67,
            121,
            96,
            67,
            121
        ],
        [
            24533,
            7643,
            16889,
            24533,
            7643,
            16889
        ],
        [
            0.584866,
            0.654311,
            0.584866,
            0.584866,
            0.654311,
            0.584866
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335330,
            69203,
            -6204,
            -30322,
            111125,
            -457743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752682200000,
    "first_datapoint_time": 1752752100000,
    "last_datapoint_time": 1760181900000,
    "evaluation_time": 1760182332450,
    "expiration_time": 1766661900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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)