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Trade: CRV/USDT/5/TEMA/SSF/3159

Strategy
CRV/USDT/5/TEMA/SSF/3159
Pair
CRV_USDT
Interval
5m
Score
336516
Daily Profit
0.468244
Profit Factor
1.547036
Profitability
66.666667
Streak
4.447401
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 12:59
Expiration Time
2025-12-27 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 23445.6166 -17210.1572 40655.7739 12277.5936 -37732.7617 50010.3553
Total P&L (%) 23.4456 -17.2102 40.6558 12.2776 -37.7328 50.0104
Avg Daily Profit (%) 0.2701 -0.1983 0.4683 0.1335 -0.5442 0.4682
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47309 -53180 -16831 -85862 -87802 -27672
Profit Factor 1.1325 0.8584 1.7347 1.0428 0.8071 1.547
Total Trades 180 90 90 180 90 90
Winning Trades 123 63 60 123 63 60
Losing Trades 57 27 30 57 27 30
Profitability (%) 68.3333 70 66.6667 68.3333 70 66.6667
Ratio Avg Win / Avg Loss 0.5248 0.3679 0.8674 0.4832 0.3459 0.7735
Largest Winning Trade 5793 5618 5793 9881 9881 8183
Largest Losing Trade -22811 -22811 -10537 -33266 -33266 -20042
Avg Bars in Trades 135 135 134 135 135 134
Avg Bars in Winners 77 66 89 77 66 89
Avg Bars in Losers 259 297 225 259 297 225
Bars Traded 24338 12191 12147 24338 12191 12147
Profit Streak 0 0 4.4474 0 0 4.4474
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71392 -580167 327628 -283502 -580167 336516
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752849600000,
    "first_datapoint_time": 1752911700000,
    "last_datapoint_time": 1760349300000,
    "evaluation_time": 1760349555459,
    "expiration_time": 1766829300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            23445.6166435705,
            -17210.1572182989,
            40655.7738618692,
            12277.5936068447,
            -37732.7617042859,
            50010.3553111307
        ],
        [
            23.445617,
            -17.210157,
            40.655774,
            12.277594,
            -37.732762,
            50.010355
        ],
        [
            0.27008,
            -0.198251,
            0.468331,
            0.133489,
            -0.544228,
            0.468244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47309,
            -53180,
            -16831,
            -85862,
            -87802,
            -27672
        ],
        [
            1.132546,
            0.858413,
            1.73473,
            1.042781,
            0.807058,
            1.547036
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            68.333333,
            70,
            66.666667,
            68.333333,
            70,
            66.666667
        ],
        [
            0.524839,
            0.367891,
            0.867365,
            0.48324,
            0.345882,
            0.773518
        ],
        [
            5793,
            5618,
            5793,
            9881,
            9881,
            8183
        ],
        [
            -22811,
            -22811,
            -10537,
            -33266,
            -33266,
            -20042
        ],
        [
            135,
            135,
            134,
            135,
            135,
            134
        ],
        [
            77,
            66,
            89,
            77,
            66,
            89
        ],
        [
            259,
            297,
            225,
            259,
            297,
            225
        ],
        [
            24338,
            12191,
            12147,
            24338,
            12191,
            12147
        ],
        [
            0,
            0,
            4.447401,
            0,
            0,
            4.447401
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -71392,
            -580167,
            327628,
            -283502,
            -580167,
            336516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752849600000,
    "first_datapoint_time": 1752911700000,
    "last_datapoint_time": 1760349300000,
    "evaluation_time": 1760349555459,
    "expiration_time": 1766829300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    }
}

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)