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Trade: CRV/USDT/120/SSF/ZLMA/5323

Strategy
CRV/USDT/120/SSF/ZLMA/5323
Pair
CRV_USDT
Interval
2h
Score
362725
Daily Profit
0.356239
Profit Factor
1.698715
Profitability
38.596491
Streak
25.337611
Best Strategy
Training Data Length
1882.670000
Evaluation Time
2025-10-11 11:06
Expiration Time
2025-12-18 02:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 670681.0846 598471.2853 72209.7992 471312.95 708463.9642 -237151.0142
Total P&L (%) 670.6811 598.4713 72.2098 471.313 708.464 -237.151
Avg Daily Profit (%) 0.3562 0.3179 0.0384 0.0926 0.1111 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89074 -91593 -70482 -861959 -408675 -741101
Profit Factor 1.6987 2.1663 1.1616 1.1266 1.388 0.8749
Total Trades 171 86 85 171 86 85
Winning Trades 66 27 39 66 27 39
Losing Trades 105 59 46 105 59 46
Profitability (%) 38.5965 31.3953 45.8824 38.5965 31.3953 45.8824
Ratio Avg Win / Avg Loss 2.7025 4.7338 1.3701 1.7924 3.0331 1.032
Largest Winning Trade 283478 283478 43313 956966 956966 265074
Largest Losing Trade -42732 -42732 -30770 -332970 -167871 -332970
Avg Bars in Trades 126 120 132 126 120 132
Avg Bars in Winners 226 238 217 226 238 217
Avg Bars in Losers 64 67 61 64 67 61
Bars Traded 21696 10403 11292 21696 10403 11292
Profit Streak 25.3376 25.3376 47.3376 25.3376 25.3376 47.3376
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362725 221401 -185337 -151969 -49577 -580050
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22592,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598493600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760169969577,
    "expiration_time": 1766018246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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": [
        [
            670681.0845719113,
            598471.2853463903,
            72209.7992255207,
            471312.949985764,
            708463.9641755472,
            -237151.0141897827
        ],
        [
            670.681085,
            598.471285,
            72.209799,
            471.31295,
            708.463964,
            -237.151014
        ],
        [
            0.356239,
            0.317884,
            0.038355,
            0.092612,
            0.111072,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89074,
            -91593,
            -70482,
            -861959,
            -408675,
            -741101
        ],
        [
            1.698715,
            2.166332,
            1.161632,
            1.126624,
            1.388017,
            0.874938
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            66,
            27,
            39,
            66,
            27,
            39
        ],
        [
            105,
            59,
            46,
            105,
            59,
            46
        ],
        [
            38.596491,
            31.395349,
            45.882353,
            38.596491,
            31.395349,
            45.882353
        ],
        [
            2.702501,
            4.733837,
            1.37013,
            1.792357,
            3.033073,
            1.031978
        ],
        [
            283478,
            283478,
            43313,
            956966,
            956966,
            265074
        ],
        [
            -42732,
            -42732,
            -30770,
            -332970,
            -167871,
            -332970
        ],
        [
            126,
            120,
            132,
            126,
            120,
            132
        ],
        [
            226,
            238,
            217,
            226,
            238,
            217
        ],
        [
            64,
            67,
            61,
            64,
            67,
            61
        ],
        [
            21696,
            10403,
            11292,
            21696,
            10403,
            11292
        ],
        [
            25.337611,
            25.337611,
            47.337611,
            25.337611,
            25.337611,
            47.337611
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362725,
            221401,
            -185337,
            -151969,
            -49577,
            -580050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22592,
    "evaluation_days": 1882.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598493600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760169969577,
    "expiration_time": 1766018246400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 144,
            "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)