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Trade: CRV/USDT/360/ZLMA/ZLMA/8008

Strategy
CRV/USDT/360/ZLMA/ZLMA/8008
Pair
CRV_USDT
Interval
6h
Score
479317
Daily Profit
0.172240
Profit Factor
2.230630
Profitability
55.555556
Streak
167.615416
Best Strategy
Training Data Length
1872.750000
Evaluation Time
2025-09-30 17:46
Expiration Time
2025-11-25 18:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 319016.7573 322561.9968 -3545.2395 -84567.6184 207559.2304 -292126.8488
Total P&L (%) 319.0168 322.562 -3.5452 -84.5676 207.5592 -292.1268
Avg Daily Profit (%) 0.1703 0.1722 -0.0019 -0.0997 0.06 0
Buy And Hold Return (%) 16.37 16.37 16.37 16.37 16.37 16.37
Max Trade Drawdown -118629 -127451 -101560 -234324 -64587 -290034
Profit Factor 1.5535 2.2306 0.9887 0.8538 2.4265 0.3254
Total Trades 73 36 37 73 36 37
Winning Trades 44 20 24 44 20 24
Losing Trades 29 16 13 29 16 13
Profitability (%) 60.274 55.5556 64.8649 60.274 55.5556 64.8649
Ratio Avg Win / Avg Loss 1.0239 1.7845 0.5356 0.5627 1.9412 0.1762
Largest Winning Trade 210828 210828 33251 163303 163303 38165
Largest Losing Trade -91464 -40953 -91464 -160399 -44405 -160399
Avg Bars in Trades 94 104 85 94 104 85
Avg Bars in Winners 62 57 66 62 57 66
Avg Bars in Losers 143 162 120 143 162 120
Bars Traded 6934 3763 3171 6934 3763 3171
Profit Streak 167.6154 167.6154 247.3654 167.6154 167.6154 247.3654
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64255 479317 -577492 -654034 -106484 -577492
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243571919,
    "expiration_time": 1764087768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "offset": 212
        }
    }
}
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": [
        [
            319016.7573362307,
            322561.9968059525,
            -3545.2394697219,
            -84567.6183864775,
            207559.2303825406,
            -292126.8487690181
        ],
        [
            319.016757,
            322.561997,
            -3.545239,
            -84.567618,
            207.55923,
            -292.126849
        ],
        [
            0.170347,
            0.17224,
            -0.001893,
            -0.099734,
            0.06001,
            0
        ],
        [
            16.369983,
            16.369983,
            16.369983,
            16.369983,
            16.369983,
            16.369983
        ],
        [
            -118629,
            -127451,
            -101560,
            -234324,
            -64587,
            -290034
        ],
        [
            1.553547,
            2.23063,
            0.988717,
            0.853823,
            2.426483,
            0.325382
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            60.273973,
            55.555556,
            64.864865,
            60.273973,
            55.555556,
            64.864865
        ],
        [
            1.023929,
            1.784504,
            0.535555,
            0.562747,
            1.941186,
            0.176249
        ],
        [
            210828,
            210828,
            33251,
            163303,
            163303,
            38165
        ],
        [
            -91464,
            -40953,
            -91464,
            -160399,
            -44405,
            -160399
        ],
        [
            94,
            104,
            85,
            94,
            104,
            85
        ],
        [
            62,
            57,
            66,
            62,
            57,
            66
        ],
        [
            143,
            162,
            120,
            143,
            162,
            120
        ],
        [
            6934,
            3763,
            3171,
            6934,
            3763,
            3171
        ],
        [
            167.615416,
            167.615416,
            247.365416,
            167.615416,
            167.615416,
            247.365416
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64255,
            479317,
            -577492,
            -654034,
            -106484,
            -577492
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7491,
    "evaluation_days": 1872.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759243571919,
    "expiration_time": 1764087768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "offset": 212
        }
    }
}

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)