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Trade: CRV/USDT/5/MIDPOINT/RMA/4941

Strategy
CRV/USDT/5/MIDPOINT/RMA/4941
Pair
CRV_USDT
Interval
5m
Score
458286
Daily Profit
0.835942
Profit Factor
1.615730
Profitability
70.000000
Streak
2.340518
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 12:30
Expiration Time
2025-12-26 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72568.0958 26037.6349 46530.4608 91682.8885 21446.3258 70236.5627
Total P&L (%) 72.5681 26.0376 46.5305 91.6829 21.4463 70.2366
Avg Daily Profit (%) 0.8359 0.2999 0.536 0.7524 0.2241 0.6147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35919 -28338 -18059 -83667 -65237 -39989
Profit Factor 1.6157 1.3469 2.0869 1.3769 1.1383 1.7968
Total Trades 150 75 75 150 75 75
Winning Trades 105 50 55 105 50 55
Losing Trades 45 25 20 45 25 20
Profitability (%) 70 66.6667 73.3333 70 66.6667 73.3333
Ratio Avg Win / Avg Loss 0.6925 0.6735 0.7589 0.5901 0.5691 0.6534
Largest Winning Trade 7469 7469 6120 12149 12149 10926
Largest Losing Trade -13420 -12362 -13420 -26745 -25772 -26745
Avg Bars in Trades 161 163 158 161 163 158
Avg Bars in Winners 107 99 115 107 99 115
Avg Bars in Losers 285 291 279 285 291 279
Bars Traded 24184 12269 11915 24184 12269 11915
Profit Streak 2.3405 0 4.5037 2.3405 0 4.5037
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458286 -52750 -44846 392328 -124660 -43091
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752761400000,
    "first_datapoint_time": 1752818400000,
    "last_datapoint_time": 1760261100000,
    "evaluation_time": 1760261420728,
    "expiration_time": 1766741100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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": [
        [
            72568.0957538272,
            26037.6349094879,
            46530.4608443392,
            91682.8885415524,
            21446.3258227423,
            70236.5627188101
        ],
        [
            72.568096,
            26.037635,
            46.530461,
            91.682889,
            21.446326,
            70.236563
        ],
        [
            0.835942,
            0.299938,
            0.536003,
            0.752352,
            0.224075,
            0.614736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35919,
            -28338,
            -18059,
            -83667,
            -65237,
            -39989
        ],
        [
            1.61573,
            1.346948,
            2.086922,
            1.376906,
            1.138271,
            1.796807
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            105,
            50,
            55,
            105,
            50,
            55
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            70,
            66.666667,
            73.333333,
            70,
            66.666667,
            73.333333
        ],
        [
            0.692456,
            0.673474,
            0.758881,
            0.590103,
            0.569135,
            0.653384
        ],
        [
            7469,
            7469,
            6120,
            12149,
            12149,
            10926
        ],
        [
            -13420,
            -12362,
            -13420,
            -26745,
            -25772,
            -26745
        ],
        [
            161,
            163,
            158,
            161,
            163,
            158
        ],
        [
            107,
            99,
            115,
            107,
            99,
            115
        ],
        [
            285,
            291,
            279,
            285,
            291,
            279
        ],
        [
            24184,
            12269,
            11915,
            24184,
            12269,
            11915
        ],
        [
            2.340518,
            0,
            4.503712,
            2.340518,
            0,
            4.503712
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458286,
            -52750,
            -44846,
            392328,
            -124660,
            -43091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752761400000,
    "first_datapoint_time": 1752818400000,
    "last_datapoint_time": 1760261100000,
    "evaluation_time": 1760261420728,
    "expiration_time": 1766741100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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)