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Trade: CRV/USDT/120/SSF/BBU/8693

Strategy
CRV/USDT/120/SSF/BBU/8693
Pair
CRV_USDT
Interval
2h
Score
390830
Daily Profit
0.376541
Profit Factor
1.362382
Profitability
41.831239
Streak
0.000000
Best Strategy
Training Data Length
1876.330000
Evaluation Time
2025-10-05 02:47
Expiration Time
2025-12-11 13:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 706514.8519 653868.933 52645.9189 -26446.3419 57007.258 -83453.6
Total P&L (%) 706.5149 653.8689 52.6459 -26.4463 57.0073 -83.4536
Avg Daily Profit (%) 0.3765 0.3485 0.0281 -0.0164 0.024 -0.0958
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214595 -161937 -121184 -635349 -453770 -242789
Profit Factor 1.3624 1.5838 1.0635 0.9859 1.0506 0.889
Total Trades 557 278 279 557 278 279
Winning Trades 233 105 128 233 105 128
Losing Trades 324 173 151 324 173 151
Profitability (%) 41.8312 37.7698 45.8781 41.8312 37.7698 45.8781
Ratio Avg Win / Avg Loss 1.8945 2.6095 1.2546 1.371 1.731 1.0487
Largest Winning Trade 353844 353844 37077 541320 541320 59375
Largest Losing Trade -37284 -37284 -29294 -119068 -119068 -64593
Avg Bars in Trades 40 59 21 40 59 21
Avg Bars in Winners 55 92 24 55 92 24
Avg Bars in Losers 29 38 18 29 38 18
Bars Traded 22356 16436 5920 22356 16436 5920
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 390830 301622 -307694 -579377 -329229 -579532
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597543200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621638821,
    "expiration_time": 1765451347200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 3.29817
        }
    }
}
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": [
        [
            706514.8519455695,
            653868.9330070958,
            52645.918938473,
            -26446.3419494838,
            57007.2580231125,
            -83453.5999725962
        ],
        [
            706.514852,
            653.868933,
            52.645919,
            -26.446342,
            57.007258,
            -83.4536
        ],
        [
            0.376541,
            0.348483,
            0.028058,
            -0.016369,
            0.024046,
            -0.095833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214595,
            -161937,
            -121184,
            -635349,
            -453770,
            -242789
        ],
        [
            1.362382,
            1.583776,
            1.063461,
            0.98592,
            1.050596,
            0.888955
        ],
        [
            557,
            278,
            279,
            557,
            278,
            279
        ],
        [
            233,
            105,
            128,
            233,
            105,
            128
        ],
        [
            324,
            173,
            151,
            324,
            173,
            151
        ],
        [
            41.831239,
            37.769784,
            45.878136,
            41.831239,
            37.769784,
            45.878136
        ],
        [
            1.894471,
            2.60946,
            1.254552,
            1.370978,
            1.730982,
            1.048689
        ],
        [
            353844,
            353844,
            37077,
            541320,
            541320,
            59375
        ],
        [
            -37284,
            -37284,
            -29294,
            -119068,
            -119068,
            -64593
        ],
        [
            40,
            59,
            21,
            40,
            59,
            21
        ],
        [
            55,
            92,
            24,
            55,
            92,
            24
        ],
        [
            29,
            38,
            18,
            29,
            38,
            18
        ],
        [
            22356,
            16436,
            5920,
            22356,
            16436,
            5920
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            390830,
            301622,
            -307694,
            -579377,
            -329229,
            -579532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22516,
    "evaluation_days": 1876.33,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597543200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759621638821,
    "expiration_time": 1765451347200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 3.29817
        }
    }
}

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)