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Trade: CRV/USDT/360/ZLMA/HILO/9322

Strategy
CRV/USDT/360/ZLMA/HILO/9322
Pair
CRV_USDT
Interval
6h
Score
443622
Daily Profit
0.357933
Profit Factor
1.669329
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1874.250000
Evaluation Time
2025-10-02 09:44
Expiration Time
2025-11-27 07:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670856.5451 723714.9439 -52858.3988 -62257.8923 119722.9368 -181980.8291
Total P&L (%) 670.8565 723.7149 -52.8584 -62.2579 119.7229 -181.9808
Avg Daily Profit (%) 0.3579 0.3861 -0.0282 -0.052 0.042 0
Buy And Hold Return (%) 23.2546 23.2546 23.2546 23.2546 23.2546 23.2546
Max Trade Drawdown -489885 -254442 -235442 -989810 -617501 -375358
Profit Factor 1.6693 2.3439 0.886 0.9493 1.1544 0.5988
Total Trades 152 76 76 152 76 76
Winning Trades 72 33 39 72 33 39
Losing Trades 80 43 37 80 43 37
Profitability (%) 47.3684 43.4211 51.3158 47.3684 43.4211 51.3158
Ratio Avg Win / Avg Loss 1.8548 3.0542 0.8406 1.0548 1.5042 0.5681
Largest Winning Trade 546296 546296 41169 560156 560156 92290
Largest Losing Trade -61594 -49381 -61594 -368615 -368615 -124856
Avg Bars in Trades 45 44 46 45 44 46
Avg Bars in Winners 58 60 56 58 60 56
Avg Bars in Losers 34 32 35 34 32 35
Bars Traded 6922 3400 3522 6922 3400 3522
Profit Streak 0 0 130.0307 0 0 130.0307
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443622 -37924 -628681 -579338 -239661 -628681
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7497,
    "evaluation_days": 1874.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602223200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759387452703,
    "expiration_time": 1764221256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            670856.5451375766,
            723714.9439403707,
            -52858.398802794,
            -62257.8922755124,
            119722.9368186927,
            -181980.8290942051
        ],
        [
            670.856545,
            723.714944,
            -52.858399,
            -62.257892,
            119.722937,
            -181.980829
        ],
        [
            0.357933,
            0.386136,
            -0.028202,
            -0.051975,
            0.042009,
            0
        ],
        [
            23.254637,
            23.254637,
            23.254637,
            23.254637,
            23.254637,
            23.254637
        ],
        [
            -489885,
            -254442,
            -235442,
            -989810,
            -617501,
            -375358
        ],
        [
            1.669329,
            2.343905,
            0.886024,
            0.949349,
            1.154364,
            0.598773
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            72,
            33,
            39,
            72,
            33,
            39
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            47.368421,
            43.421053,
            51.315789,
            47.368421,
            43.421053,
            51.315789
        ],
        [
            1.85481,
            3.05418,
            0.840587,
            1.054832,
            1.504171,
            0.568067
        ],
        [
            546296,
            546296,
            41169,
            560156,
            560156,
            92290
        ],
        [
            -61594,
            -49381,
            -61594,
            -368615,
            -368615,
            -124856
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            58,
            60,
            56,
            58,
            60,
            56
        ],
        [
            34,
            32,
            35,
            34,
            32,
            35
        ],
        [
            6922,
            3400,
            3522,
            6922,
            3400,
            3522
        ],
        [
            0,
            0,
            130.030702,
            0,
            0,
            130.030703
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443622,
            -37924,
            -628681,
            -579338,
            -239661,
            -628681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7497,
    "evaluation_days": 1874.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602223200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759387452703,
    "expiration_time": 1764221256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)