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Trade: CRV/USDT/480/MIDPRICE/JMA/6530

Strategy
CRV/USDT/480/MIDPRICE/JMA/6530
Pair
CRV_USDT
Interval
8h
Score
364190
Daily Profit
0.153555
Profit Factor
2.204926
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-10-01 17:36
Expiration Time
2025-11-26 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 292364.0856 287710.8286 4653.2571 17182.6873 151654.665 -134471.9778
Total P&L (%) 292.3641 287.7108 4.6533 17.1827 151.6547 -134.472
Avg Daily Profit (%) 0.156 0.1536 0.0025 0.0085 0.0493 0
Buy And Hold Return (%) 56.7391 56.7391 56.7391 56.7391 56.7391 56.7391
Max Trade Drawdown -80356 -58852 -101572 -201668 -41759 -169083
Profit Factor 1.5496 2.2049 1.0159 1.0332 1.753 0.5736
Total Trades 67 34 33 67 34 33
Winning Trades 35 17 18 35 17 18
Losing Trades 32 17 15 32 17 15
Profitability (%) 52.2388 50 54.5455 52.2388 50 54.5455
Ratio Avg Win / Avg Loss 1.4168 2.2049 0.8466 0.9447 1.753 0.478
Largest Winning Trade 141025 141025 52948 95266 95266 72052
Largest Losing Trade -53028 -44719 -53028 -169083 -41759 -169083
Avg Bars in Trades 78 64 92 78 64 92
Avg Bars in Winners 78 54 101 78 54 101
Avg Bars in Losers 77 75 80 77 75 80
Bars Traded 5241 2203 3038 5241 2203 3038
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113086 364190 -559441 -653629 -127211 -580213
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759329376452,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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": [
        [
            292364.0856427085,
            287710.8285870063,
            4653.2570557022,
            17182.6872776076,
            151654.6650482999,
            -134471.9777706923
        ],
        [
            292.364086,
            287.710829,
            4.653257,
            17.182687,
            151.654665,
            -134.471978
        ],
        [
            0.156038,
            0.153555,
            0.002483,
            0.008463,
            0.049268,
            0
        ],
        [
            56.73913,
            56.73913,
            56.73913,
            56.73913,
            56.73913,
            56.73913
        ],
        [
            -80356,
            -58852,
            -101572,
            -201668,
            -41759,
            -169083
        ],
        [
            1.549636,
            2.204926,
            1.015874,
            1.033249,
            1.752962,
            0.573609
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            52.238806,
            50,
            54.545455,
            52.238806,
            50,
            54.545455
        ],
        [
            1.41681,
            2.204926,
            0.846561,
            0.944685,
            1.752962,
            0.478007
        ],
        [
            141025,
            141025,
            52948,
            95266,
            95266,
            72052
        ],
        [
            -53028,
            -44719,
            -53028,
            -169083,
            -41759,
            -169083
        ],
        [
            78,
            64,
            92,
            78,
            64,
            92
        ],
        [
            78,
            54,
            101,
            78,
            54,
            101
        ],
        [
            77,
            75,
            80,
            77,
            75,
            80
        ],
        [
            5241,
            2203,
            3038,
            5241,
            2203,
            3038
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113086,
            364190,
            -559441,
            -653629,
            -127211,
            -580213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602835200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759329376452,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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)