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Trade: CRV/USDT/5/KCB/SINWMA/7266

Strategy
CRV/USDT/5/KCB/SINWMA/7266
Pair
CRV_USDT
Interval
5m
Score
412457
Daily Profit
0.721146
Profit Factor
1.305327
Profitability
66.122449
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-08 16:15
Expiration Time
2025-12-22 15:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62602.7213 40882.8654 21719.8559 63701.8225 35437.899 28263.9235
Total P&L (%) 62.6027 40.8829 21.7199 63.7018 35.4379 28.2639
Avg Daily Profit (%) 0.7211 0.4709 0.2502 0.5694 0.35 0.2872
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30027 -31509 -30027 -59178 -59271 -35844
Profit Factor 1.3053 1.3947 1.2141 1.1862 1.1941 1.1771
Total Trades 245 123 122 245 123 122
Winning Trades 162 83 79 162 83 79
Losing Trades 83 40 43 83 40 43
Profitability (%) 66.1224 67.4797 64.7541 66.1224 67.4797 64.7541
Ratio Avg Win / Avg Loss 0.6688 0.6721 0.6608 0.6077 0.5754 0.6407
Largest Winning Trade 6491 6491 5101 8176 8176 7182
Largest Losing Trade -30027 -12127 -30027 -35844 -21082 -35844
Avg Bars in Trades 101 100 102 101 100 102
Avg Bars in Winners 60 58 63 60 58 63
Avg Bars in Losers 179 187 172 179 187 172
Bars Traded 24757 12303 12454 24757 12303 12454
Profit Streak 0 0 1.6218 0 0 1.6218
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412457 247696 -2473 -5623 -2366 -24907
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752429300000,
    "first_datapoint_time": 1752472500000,
    "last_datapoint_time": 1759929000000,
    "evaluation_time": 1759929321431,
    "expiration_time": 1766409000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 68,
            "offset": 172,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "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": [
        [
            62602.7212914545,
            40882.8653974232,
            21719.8558940315,
            63701.8224600021,
            35437.8990085005,
            28263.9234515015
        ],
        [
            62.602721,
            40.882865,
            21.719856,
            63.701822,
            35.437899,
            28.263923
        ],
        [
            0.721146,
            0.470946,
            0.2502,
            0.569379,
            0.350045,
            0.287152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30027,
            -31509,
            -30027,
            -59178,
            -59271,
            -35844
        ],
        [
            1.305327,
            1.394657,
            1.214106,
            1.18617,
            1.194055,
            1.177145
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            162,
            83,
            79,
            162,
            83,
            79
        ],
        [
            83,
            40,
            43,
            83,
            40,
            43
        ],
        [
            66.122449,
            67.479675,
            64.754098,
            66.122449,
            67.479675,
            64.754098
        ],
        [
            0.668778,
            0.672124,
            0.660843,
            0.607729,
            0.575448,
            0.640725
        ],
        [
            6491,
            6491,
            5101,
            8176,
            8176,
            7182
        ],
        [
            -30027,
            -12127,
            -30027,
            -35844,
            -21082,
            -35844
        ],
        [
            101,
            100,
            102,
            101,
            100,
            102
        ],
        [
            60,
            58,
            63,
            60,
            58,
            63
        ],
        [
            179,
            187,
            172,
            179,
            187,
            172
        ],
        [
            24757,
            12303,
            12454,
            24757,
            12303,
            12454
        ],
        [
            0,
            0,
            1.621776,
            0,
            0,
            1.621776
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412457,
            247696,
            -2473,
            -5623,
            -2366,
            -24907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752429300000,
    "first_datapoint_time": 1752472500000,
    "last_datapoint_time": 1759929000000,
    "evaluation_time": 1759929321431,
    "expiration_time": 1766409000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 68,
            "offset": 172,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "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)