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Trade: CRV/USDT/120/MIDPOINT/ZLMA/8977

Strategy
CRV/USDT/120/MIDPOINT/ZLMA/8977
Pair
CRV_USDT
Interval
2h
Score
374429
Daily Profit
0.206230
Profit Factor
1.815115
Profitability
48.936170
Streak
0.000000
Best Strategy
Training Data Length
1877.670000
Evaluation Time
2025-10-06 10:01
Expiration Time
2025-12-12 22:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367327.9674 387232.7822 -19904.8148 -10688.8918 136470.9722 -147159.864
Total P&L (%) 367.328 387.2328 -19.9048 -10.6889 136.471 -147.1599
Avg Daily Profit (%) 0.1956 0.2062 -0.0106 -0.006 0.0458 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117580 -78379 -177058 -96219 -42746 -123616
Profit Factor 1.3522 1.8151 0.965 0.9811 1.5979 0.564
Total Trades 188 94 94 188 94 94
Winning Trades 94 46 48 94 46 48
Losing Trades 94 48 46 94 48 46
Profitability (%) 50 48.9362 51.0638 50 48.9362 51.0638
Ratio Avg Win / Avg Loss 1.3522 1.894 0.9247 0.9811 1.6674 0.5405
Largest Winning Trade 227893 227893 45796 119798 119798 39879
Largest Losing Trade -57175 -35736 -57175 -32604 -29612 -32604
Avg Bars in Trades 114 102 125 114 102 125
Avg Bars in Winners 148 139 157 148 139 157
Avg Bars in Losers 79 65 93 79 65 93
Bars Traded 21447 9605 11842 21447 9605 11842
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 322951 374429 -580943 -579793 -129378 -580943
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734095906,
    "expiration_time": 1765570694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "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": [
        [
            367327.9673747487,
            387232.7821582821,
            -19904.8147835335,
            -10688.8917569661,
            136470.9722241523,
            -147159.8639811183
        ],
        [
            367.327967,
            387.232782,
            -19.904815,
            -10.688892,
            136.470972,
            -147.159864
        ],
        [
            0.19563,
            0.20623,
            -0.010601,
            -0.00602,
            0.045847,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117580,
            -78379,
            -177058,
            -96219,
            -42746,
            -123616
        ],
        [
            1.352179,
            1.815115,
            0.964953,
            0.981107,
            1.597879,
            0.563967
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            50,
            48.93617,
            51.06383,
            50,
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            51.06383
        ],
        [
            1.352179,
            1.894033,
            0.924747,
            0.981107,
            1.667352,
            0.540468
        ],
        [
            227893,
            227893,
            45796,
            119798,
            119798,
            39879
        ],
        [
            -57175,
            -35736,
            -57175,
            -32604,
            -29612,
            -32604
        ],
        [
            114,
            102,
            125,
            114,
            102,
            125
        ],
        [
            148,
            139,
            157,
            148,
            139,
            157
        ],
        [
            79,
            65,
            93,
            79,
            65,
            93
        ],
        [
            21447,
            9605,
            11842,
            21447,
            9605,
            11842
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322951,
            374429,
            -580943,
            -579793,
            -129378,
            -580943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734095906,
    "expiration_time": 1765570694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "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)