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Trade: CRV/USDT/240/MIDPRICE/ZLMA/3654

Strategy
CRV/USDT/240/MIDPRICE/ZLMA/3654
Pair
CRV_USDT
Interval
4h
Score
375286
Daily Profit
0.258884
Profit Factor
1.856836
Profitability
47.572816
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 17:43
Expiration Time
2025-11-28 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495850.3305 485536.984 10313.3465 33134.0134 139963.2945 -106829.2811
Total P&L (%) 495.8503 485.537 10.3133 33.134 139.9633 -106.8293
Avg Daily Profit (%) 0.2644 0.2589 0.0055 0.0153 0.0467 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104058 -82074 -119529 -168032 -129564 -89845
Profit Factor 1.4423 1.8568 1.0186 1.0407 1.3294 0.726
Total Trades 205 103 102 205 103 102
Winning Trades 97 49 48 97 49 48
Losing Trades 108 54 54 108 54 54
Profitability (%) 47.3171 47.5728 47.0588 47.3171 47.5728 47.0588
Ratio Avg Win / Avg Loss 1.6059 2.0463 1.1459 1.1587 1.4651 0.8168
Largest Winning Trade 341718 341718 35842 219430 219430 43931
Largest Losing Trade -58224 -35219 -58224 -66599 -66599 -39956
Avg Bars in Trades 51 47 56 51 47 56
Avg Bars in Winners 62 62 62 62 62 62
Avg Bars in Losers 42 34 50 42 34 50
Bars Traded 10651 4934 5717 10651 4934 5717
Profit Streak 0 0 21.4468 0 0 21.4468
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369572 375286 -542440 -351059 -131523 -581653
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502601015,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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": [
        [
            495850.3305229436,
            485536.984014406,
            10313.3465085378,
            33134.0134039896,
            139963.2944634574,
            -106829.2810594678
        ],
        [
            495.850331,
            485.536984,
            10.313347,
            33.134013,
            139.963294,
            -106.829281
        ],
        [
            0.264383,
            0.258884,
            0.005499,
            0.01526,
            0.046682,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104058,
            -82074,
            -119529,
            -168032,
            -129564,
            -89845
        ],
        [
            1.442327,
            1.856836,
            1.018605,
            1.040664,
            1.329414,
            0.72603
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            47.317073,
            47.572816,
            47.058824,
            47.317073,
            47.572816,
            47.058824
        ],
        [
            1.60589,
            2.046309,
            1.14593,
            1.158678,
            1.465069,
            0.816783
        ],
        [
            341718,
            341718,
            35842,
            219430,
            219430,
            43931
        ],
        [
            -58224,
            -35219,
            -58224,
            -66599,
            -66599,
            -39956
        ],
        [
            51,
            47,
            56,
            51,
            47,
            56
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            42,
            34,
            50,
            42,
            34,
            50
        ],
        [
            10651,
            4934,
            5717,
            10651,
            4934,
            5717
        ],
        [
            0,
            0,
            21.446771,
            0,
            0,
            21.446771
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369572,
            375286,
            -542440,
            -351059,
            -131523,
            -581653
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11253,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598760000000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759502601015,
    "expiration_time": 1764354096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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)