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Trade: CRV/USDT/5/JMA/ALMA/7352

Strategy
CRV/USDT/5/JMA/ALMA/7352
Pair
CRV_USDT
Interval
5m
Score
357249
Daily Profit
0.524513
Profit Factor
1.659652
Profitability
61.111111
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 19:19
Expiration Time
2025-12-26 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 32368.5861 -13164.4202 45533.0063 21414.6117 -42072.7977 63487.4094
Total P&L (%) 32.3686 -13.1644 45.533 21.4146 -42.0728 63.4874
Avg Daily Profit (%) 0.3729 -0.1516 0.5245 0.2238 -0.627 0.5679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54882 -54641 -15328 -104658 -103764 -31966
Profit Factor 1.1544 0.9064 1.6597 1.0541 0.841 1.4844
Total Trades 217 109 108 217 109 108
Winning Trades 131 65 66 131 65 66
Losing Trades 86 44 42 86 44 42
Profitability (%) 60.3687 59.633 61.1111 60.3687 59.633 61.1111
Ratio Avg Win / Avg Loss 0.7578 0.6136 1.0561 0.692 0.5693 0.9446
Largest Winning Trade 6530 6530 5231 13174 13174 8058
Largest Losing Trade -28240 -28240 -5256 -50245 -50245 -10567
Avg Bars in Trades 113 114 113 113 114 113
Avg Bars in Winners 76 72 79 76 72 79
Avg Bars in Losers 171 175 166 171 175 166
Bars Traded 24694 12438 12256 24694 12438 12256
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 -45664 -581740 357249 -160257 -581740 327667
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752786000000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760285700000,
    "evaluation_time": 1760285981220,
    "expiration_time": 1766765700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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": [
        [
            32368.5861001289,
            -13164.4202370651,
            45533.006337194,
            21414.6116937761,
            -42072.7977396528,
            63487.4094334289
        ],
        [
            32.368586,
            -13.16442,
            45.533006,
            21.414612,
            -42.072798,
            63.487409
        ],
        [
            0.372867,
            -0.151646,
            0.524513,
            0.223774,
            -0.626967,
            0.567861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54882,
            -54641,
            -15328,
            -104658,
            -103764,
            -31966
        ],
        [
            1.154362,
            0.906414,
            1.659652,
            1.054113,
            0.841033,
            1.484362
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            60.368664,
            59.633028,
            61.111111,
            60.368664,
            59.633028,
            61.111111
        ],
        [
            0.757826,
            0.613572,
            1.056142,
            0.692013,
            0.569315,
            0.944594
        ],
        [
            6530,
            6530,
            5231,
            13174,
            13174,
            8058
        ],
        [
            -28240,
            -28240,
            -5256,
            -50245,
            -50245,
            -10567
        ],
        [
            113,
            114,
            113,
            113,
            114,
            113
        ],
        [
            76,
            72,
            79,
            76,
            72,
            79
        ],
        [
            171,
            175,
            166,
            171,
            175,
            166
        ],
        [
            24694,
            12438,
            12256,
            24694,
            12438,
            12256
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45664,
            -581740,
            357249,
            -160257,
            -581740,
            327667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752786000000,
    "first_datapoint_time": 1752824700000,
    "last_datapoint_time": 1760285700000,
    "evaluation_time": 1760285981220,
    "expiration_time": 1766765700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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)