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Trade: CRV/USDT/120/MIDPRICE/ZLMA/7216

Strategy
CRV/USDT/120/MIDPRICE/ZLMA/7216
Pair
CRV_USDT
Interval
2h
Score
337103
Daily Profit
0.420236
Profit Factor
1.675857
Profitability
35.384615
Streak
14.354955
Best Strategy
Training Data Length
1877.750000
Evaluation Time
2025-10-06 13:31
Expiration Time
2025-12-13 00:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 789098.629 664116.1799 124982.4491 603314.3393 735358.154 -132043.8146
Total P&L (%) 789.0986 664.1162 124.9824 603.3143 735.3582 -132.0438
Avg Daily Profit (%) 0.4202 0.3537 0.0666 0.1039 0.1131 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -172602 -95696 -166693 -716843 -583997 -339075
Profit Factor 1.6759 2.1194 1.2176 1.1992 1.4276 0.8991
Total Trades 260 130 130 260 130 130
Winning Trades 92 41 51 92 41 51
Losing Trades 168 89 79 168 89 79
Profitability (%) 35.3846 31.5385 39.2308 35.3846 31.5385 39.2308
Ratio Avg Win / Avg Loss 3.0603 4.6007 1.8861 2.1899 3.099 1.3928
Largest Winning Trade 340223 340223 85211 854782 854782 194094
Largest Losing Trade -30390 -23774 -30390 -158562 -158562 -109281
Avg Bars in Trades 85 80 91 85 80 91
Avg Bars in Winners 163 159 166 163 159 166
Avg Bars in Losers 43 43 42 43 43 42
Bars Traded 22284 10421 11863 22284 10421 11863
Profit Streak 14.355 0 15.4383 14.355 0 15.4383
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337103 215753 -107182 -57828 -46992 -582926
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22533,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598436000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746668166,
    "expiration_time": 1765578153600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 26
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 38,
            "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": [
        [
            789098.6290017436,
            664116.1798579054,
            124982.4491438376,
            603314.3393425186,
            735358.1539906624,
            -132043.8146481433
        ],
        [
            789.098629,
            664.11618,
            124.982449,
            603.314339,
            735.358154,
            -132.043815
        ],
        [
            0.420236,
            0.353677,
            0.06656,
            0.103935,
            0.113108,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -172602,
            -95696,
            -166693,
            -716843,
            -583997,
            -339075
        ],
        [
            1.675857,
            2.119433,
            1.217629,
            1.199207,
            1.427613,
            0.899119
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            92,
            41,
            51,
            92,
            41,
            51
        ],
        [
            168,
            89,
            79,
            168,
            89,
            79
        ],
        [
            35.384615,
            31.538462,
            39.230769,
            35.384615,
            31.538462,
            39.230769
        ],
        [
            3.060261,
            4.600721,
            1.886131,
            2.189856,
            3.098964,
            1.392752
        ],
        [
            340223,
            340223,
            85211,
            854782,
            854782,
            194094
        ],
        [
            -30390,
            -23774,
            -30390,
            -158562,
            -158562,
            -109281
        ],
        [
            85,
            80,
            91,
            85,
            80,
            91
        ],
        [
            163,
            159,
            166,
            163,
            159,
            166
        ],
        [
            43,
            43,
            42,
            43,
            43,
            42
        ],
        [
            22284,
            10421,
            11863,
            22284,
            10421,
            11863
        ],
        [
            14.354955,
            0,
            15.438289,
            14.354956,
            0,
            15.438289
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337103,
            215753,
            -107182,
            -57828,
            -46992,
            -582926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22533,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598436000000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759746668166,
    "expiration_time": 1765578153600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "offset": 26
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 38,
            "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)