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Trade: CRV/USDT/480/ZLMA/MIDPRICE/2030

Strategy
CRV/USDT/480/ZLMA/MIDPRICE/2030
Pair
CRV_USDT
Interval
8h
Score
503665
Daily Profit
0.237145
Profit Factor
2.771557
Profitability
51.428571
Streak
186.726006
Best Strategy
Training Data Length
1879.670000
Evaluation Time
2025-10-07 20:25
Expiration Time
2025-12-02 19:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526979.718 445753.8359 81225.882 431665.767 777759.6504 -346093.8834
Total P&L (%) 526.9797 445.7538 81.2259 431.6658 777.7597 -346.0939
Avg Daily Profit (%) 0.2804 0.2371 0.0432 0.0889 0.1156 0
Buy And Hold Return (%) 24.6117 24.6117 24.6117 24.6117 24.6117 24.6117
Max Trade Drawdown -166256 -83814 -153848 -1416827 -428441 -1243736
Profit Factor 1.9168 2.7716 1.2513 1.1251 1.5671 0.8335
Total Trades 71 35 36 71 35 36
Winning Trades 39 18 21 39 18 21
Losing Trades 32 17 15 32 17 15
Profitability (%) 54.9296 51.4286 58.3333 54.9296 51.4286 58.3333
Ratio Avg Win / Avg Loss 1.5728 2.6176 0.8938 0.9232 1.48 0.5954
Largest Winning Trade 256316 256316 53203 555301 307162 555301
Largest Losing Trade -54533 -39759 -54533 -390151 -390151 -389080
Avg Bars in Trades 73 89 57 73 89 57
Avg Bars in Winners 86 99 75 86 99 75
Avg Bars in Losers 57 79 31 57 79 31
Bars Traded 5197 3143 2054 5197 3143 2054
Profit Streak 121.726 186.726 121.726 121.726 186.726 121.726
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77038 503665 -138269 -248225 -35737 -579134
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5639,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602230400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759857926950,
    "expiration_time": 1764696096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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": [
        [
            526979.7179704107,
            445753.8359324017,
            81225.8820380089,
            431665.7670195848,
            777759.6504488646,
            -346093.8834292798
        ],
        [
            526.979718,
            445.753836,
            81.225882,
            431.665767,
            777.75965,
            -346.093883
        ],
        [
            0.280358,
            0.237145,
            0.043213,
            0.08893,
            0.11563,
            0
        ],
        [
            24.61165,
            24.61165,
            24.61165,
            24.61165,
            24.61165,
            24.61165
        ],
        [
            -166256,
            -83814,
            -153848,
            -1416827,
            -428441,
            -1243736
        ],
        [
            1.916832,
            2.771557,
            1.251344,
            1.125094,
            1.567059,
            0.833542
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            54.929577,
            51.428571,
            58.333333,
            54.929577,
            51.428571,
            58.333333
        ],
        [
            1.572785,
            2.617581,
            0.893817,
            0.923154,
            1.48,
            0.595387
        ],
        [
            256316,
            256316,
            53203,
            555301,
            307162,
            555301
        ],
        [
            -54533,
            -39759,
            -54533,
            -390151,
            -390151,
            -389080
        ],
        [
            73,
            89,
            57,
            73,
            89,
            57
        ],
        [
            86,
            99,
            75,
            86,
            99,
            75
        ],
        [
            57,
            79,
            31,
            57,
            79,
            31
        ],
        [
            5197,
            3143,
            2054,
            5197,
            3143,
            2054
        ],
        [
            121.726006,
            186.726006,
            121.726006,
            121.726006,
            186.726006,
            121.726006
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77038,
            503665,
            -138269,
            -248225,
            -35737,
            -579134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5639,
    "evaluation_days": 1879.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602230400000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759857926950,
    "expiration_time": 1764696096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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)