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Trade: CRV/USDT/120/SMA/ZLMA/2366

Strategy
CRV/USDT/120/SMA/ZLMA/2366
Pair
CRV_USDT
Interval
2h
Score
332171
Daily Profit
0.207334
Profit Factor
1.575841
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1870.330000
Evaluation Time
2025-09-29 01:44
Expiration Time
2025-12-05 07:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315429.8996 387783.166 -72353.2663 -96201.1904 174819.5905 -271020.7809
Total P&L (%) 315.4299 387.7832 -72.3533 -96.2012 174.8196 -271.0208
Avg Daily Profit (%) 0.1686 0.2073 -0.0387 -0.1747 0.0541 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -455869 -202426 -322140 -582829 -252349 -374018
Profit Factor 1.2109 1.5758 0.912 0.9122 1.472 0.6266
Total Trades 271 136 135 271 136 135
Winning Trades 131 64 67 131 64 67
Losing Trades 140 72 68 140 72 68
Profitability (%) 48.3395 47.0588 49.6296 48.3395 47.0588 49.6296
Ratio Avg Win / Avg Loss 1.2941 1.7728 0.9256 0.9749 1.6559 0.6359
Largest Winning Trade 219258 219258 79820 227129 227129 122475
Largest Losing Trade -90965 -42592 -90965 -194170 -159813 -194170
Avg Bars in Trades 81 72 91 81 72 91
Avg Bars in Winners 88 86 90 88 86 90
Avg Bars in Losers 75 59 92 75 59 92
Bars Traded 22141 9816 12325 22141 9816 12325
Profit Streak 0 0 42.9475 0 0 42.9475
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 275923 332171 -579696 -580006 -119809 -579696
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22444,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759099468023,
    "expiration_time": 1764914284800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "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": [
        [
            315429.8996422469,
            387783.1659764506,
            -72353.2663342032,
            -96201.1903892808,
            174819.5904824468,
            -271020.7808717274
        ],
        [
            315.4299,
            387.783166,
            -72.353266,
            -96.20119,
            174.81959,
            -271.020781
        ],
        [
            0.168649,
            0.207334,
            -0.038685,
            -0.174708,
            0.054066,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -455869,
            -202426,
            -322140,
            -582829,
            -252349,
            -374018
        ],
        [
            1.210934,
            1.575841,
            0.911977,
            0.912239,
            1.471955,
            0.626566
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            131,
            64,
            67,
            131,
            64,
            67
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            48.339483,
            47.058824,
            49.62963,
            48.339483,
            47.058824,
            49.62963
        ],
        [
            1.294128,
            1.772822,
            0.925588,
            0.974912,
            1.655949,
            0.635917
        ],
        [
            219258,
            219258,
            79820,
            227129,
            227129,
            122475
        ],
        [
            -90965,
            -42592,
            -90965,
            -194170,
            -159813,
            -194170
        ],
        [
            81,
            72,
            91,
            81,
            72,
            91
        ],
        [
            88,
            86,
            90,
            88,
            86,
            90
        ],
        [
            75,
            59,
            92,
            75,
            59,
            92
        ],
        [
            22141,
            9816,
            12325,
            22141,
            9816,
            12325
        ],
        [
            0,
            0,
            42.947546,
            0,
            0,
            42.947547
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            275923,
            332171,
            -579696,
            -580006,
            -119809,
            -579696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22444,
    "evaluation_days": 1870.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598637600000,
    "last_datapoint_time": 1759096800000,
    "evaluation_time": 1759099468023,
    "expiration_time": 1764914284800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "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)