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Trade: CRV/USDT/720/PSAR/JMA/2879

Strategy
CRV/USDT/720/PSAR/JMA/2879
Pair
CRV_USDT
Interval
12h
Score
427538
Daily Profit
0.218252
Profit Factor
1.896123
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 09:21
Expiration Time
2025-11-28 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344830.6286 409331.5554 -64500.9268 -70406.2378 637631.8895 -708038.1273
Total P&L (%) 344.8306 409.3316 -64.5009 -70.4062 637.6319 -708.0381
Avg Daily Profit (%) 0.1839 0.2183 -0.0344 -0.0649 0.1066 0
Buy And Hold Return (%) 19.8716 19.8716 19.8716 19.8716 19.8716 19.8716
Max Trade Drawdown -228722 -105663 -185967 -835136 -180876 -791022
Profit Factor 1.2674 1.8961 0.9225 0.9684 2.1321 0.5753
Total Trades 209 104 105 209 104 105
Winning Trades 111 56 55 111 56 55
Losing Trades 98 48 50 98 48 50
Profitability (%) 53.11 53.8462 52.381 53.11 53.8462 52.381
Ratio Avg Win / Avg Loss 1.119 1.6252 0.8387 0.855 1.8276 0.523
Largest Winning Trade 111356 111356 61529 183983 183983 163146
Largest Losing Trade -72688 -39223 -72688 -566962 -54447 -566962
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 16 17 15 16 17 15
Avg Bars in Losers 17 18 17 17 18 17
Bars Traded 3585 1848 1737 3585 1848 1737
Profit Streak 11.265 0 70.265 11.265 0 70.265
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352045 427538 -579036 -578366 -45697 -579036
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472497631,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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": [
        [
            344830.6286114326,
            409331.5553837519,
            -64500.9267723194,
            -70406.2378407888,
            637631.8895028402,
            -708038.1273436295
        ],
        [
            344.830629,
            409.331555,
            -64.500927,
            -70.406238,
            637.63189,
            -708.038127
        ],
        [
            0.183861,
            0.218252,
            -0.034391,
            -0.064901,
            0.106603,
            0
        ],
        [
            19.871589,
            19.871589,
            19.871589,
            19.871589,
            19.871589,
            19.871589
        ],
        [
            -228722,
            -105663,
            -185967,
            -835136,
            -180876,
            -791022
        ],
        [
            1.267399,
            1.896123,
            0.922549,
            0.96843,
            2.132144,
            0.575255
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            53.110048,
            53.846154,
            52.380952,
            53.110048,
            53.846154,
            52.380952
        ],
        [
            1.118965,
            1.625249,
            0.838681,
            0.85501,
            1.827552,
            0.522959
        ],
        [
            111356,
            111356,
            61529,
            183983,
            183983,
            163146
        ],
        [
            -72688,
            -39223,
            -72688,
            -566962,
            -54447,
            -566962
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            3585,
            1848,
            1737,
            3585,
            1848,
            1737
        ],
        [
            11.265019,
            0,
            70.265019,
            11.265019,
            0,
            70.265019
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352045,
            427538,
            -579036,
            -578366,
            -45697,
            -579036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602244800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472497631,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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)