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Trade: CRV/USDT/5/WMA/KCU/2305

Strategy
CRV/USDT/5/WMA/KCU/2305
Pair
CRV_USDT
Interval
5m
Score
585282
Daily Profit
0.842269
Profit Factor
1.791547
Profitability
74.489796
Streak
7.086751
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 02:04
Expiration Time
2025-12-22 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73117.3352 48129.8498 24987.4854 88738.6297 49563.2697 39175.36
Total P&L (%) 73.1173 48.1299 24.9875 88.7386 49.5633 39.1754
Avg Daily Profit (%) 0.8423 0.5544 0.2878 0.7344 0.4648 0.3815
Buy And Hold Return (%) 12.2608 12.2608 12.2608 12.2608 12.2608 12.2608
Max Trade Drawdown -21739 -27302 -2876 -39315 -54627 -4488
Profit Factor 1.7915 1.5986 3.0885 1.5488 1.349 2.9876
Total Trades 98 49 49 98 49 49
Winning Trades 73 36 37 73 36 37
Losing Trades 25 13 12 25 13 12
Profitability (%) 74.4898 73.4694 75.5102 74.4898 73.4694 75.5102
Ratio Avg Win / Avg Loss 0.6135 0.5773 1.0017 0.5304 0.4872 0.9689
Largest Winning Trade 13959 13959 3384 22064 22064 5412
Largest Losing Trade -16117 -16117 -2876 -29663 -29663 -4488
Avg Bars in Trades 240 452 28 240 452 28
Avg Bars in Winners 152 289 18 152 289 18
Avg Bars in Losers 498 903 60 498 903 60
Bars Traded 23579 22178 1401 23579 22178 1401
Profit Streak 7.0868 7.0868 8.7951 7.0868 7.0868 8.7951
Trades During Streak 13 6 7 13 6 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585282 414162 379467 564069 335427 464405
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752378300000,
    "first_datapoint_time": 1752426000000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878295293,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            73117.3352128221,
            48129.8498431841,
            24987.485369638,
            88738.6297044176,
            49563.2697078433,
            39175.3599965742
        ],
        [
            73.117335,
            48.12985,
            24.987485,
            88.73863,
            49.56327,
            39.17536
        ],
        [
            0.842269,
            0.554427,
            0.287841,
            0.734388,
            0.46479,
            0.381517
        ],
        [
            12.260766,
            12.260766,
            12.260766,
            12.260766,
            12.260766,
            12.260766
        ],
        [
            -21739,
            -27302,
            -2876,
            -39315,
            -54627,
            -4488
        ],
        [
            1.791547,
            1.598567,
            3.088497,
            1.548762,
            1.349045,
            2.987589
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            74.489796,
            73.469388,
            75.510204,
            74.489796,
            73.469388,
            75.510204
        ],
        [
            0.613543,
            0.57726,
            1.001675,
            0.530398,
            0.487155,
            0.968948
        ],
        [
            13959,
            13959,
            3384,
            22064,
            22064,
            5412
        ],
        [
            -16117,
            -16117,
            -2876,
            -29663,
            -29663,
            -4488
        ],
        [
            240,
            452,
            28,
            240,
            452,
            28
        ],
        [
            152,
            289,
            18,
            152,
            289,
            18
        ],
        [
            498,
            903,
            60,
            498,
            903,
            60
        ],
        [
            23579,
            22178,
            1401,
            23579,
            22178,
            1401
        ],
        [
            7.086751,
            7.086751,
            8.795084,
            7.086751,
            7.086751,
            8.795084
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585282,
            414162,
            379467,
            564069,
            335427,
            464405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752378300000,
    "first_datapoint_time": 1752426000000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878295293,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)