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Trade: CRV/USDT/3/MIDPRICE/KCL/7163

Strategy
CRV/USDT/3/MIDPRICE/KCL/7163
Pair
CRV_USDT
Interval
3m
Score
377066
Daily Profit
0.597547
Profit Factor
1.928003
Profitability
51.515152
Streak
6.463841
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-01 01:52
Expiration Time
2025-12-12 10:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 26344.0611 -4776.2084 31120.2695 26183.5757 -4495.3154 30678.8911
Total P&L (%) 26.3441 -4.7762 31.1203 26.1836 -4.4953 30.6789
Avg Daily Profit (%) 0.5058 -0.0917 0.5975 0.4476 -0.0883 0.5151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -10612 -10172 -10844 -11785 -10561 -11150
Profit Factor 1.5002 0.7504 1.928 1.471 0.7759 1.8635
Total Trades 67 34 33 67 34 33
Winning Trades 32 15 17 32 15 17
Losing Trades 35 19 16 35 19 16
Profitability (%) 47.7612 44.1176 51.5152 47.7612 44.1176 51.5152
Ratio Avg Win / Avg Loss 1.6408 0.9505 1.8146 1.609 0.9828 1.7538
Largest Winning Trade 10044 4291 10044 10803 4751 10803
Largest Losing Trade -8084 -5353 -8084 -8563 -5692 -8563
Avg Bars in Trades 302 24 589 302 24 589
Avg Bars in Winners 165 22 291 165 22 291
Avg Bars in Losers 427 26 905 427 26 905
Bars Traded 20274 835 19439 20274 835 19439
Profit Streak 6.4638 7.9076 6.4638 6.4638 7.9076 6.4638
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113409 -582978 377066 -114100 -582978 345799
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589060000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759272775893,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            26344.0611005397,
            -4776.2084201909,
            31120.2695207305,
            26183.5757289727,
            -4495.3154210078,
            30678.8911499806
        ],
        [
            26.344061,
            -4.776208,
            31.12027,
            26.183576,
            -4.495315,
            30.678891
        ],
        [
            0.505838,
            -0.091709,
            0.597547,
            0.447557,
            -0.088277,
            0.515095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -10612,
            -10172,
            -10844,
            -11785,
            -10561,
            -11150
        ],
        [
            1.500183,
            0.750384,
            1.928003,
            1.471043,
            0.775865,
            1.863461
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            47.761194,
            44.117647,
            51.515152,
            47.761194,
            44.117647,
            51.515152
        ],
        [
            1.640825,
            0.950487,
            1.814591,
            1.608953,
            0.982762,
            1.753846
        ],
        [
            10044,
            4291,
            10044,
            10803,
            4751,
            10803
        ],
        [
            -8084,
            -5353,
            -8084,
            -8563,
            -5692,
            -8563
        ],
        [
            302,
            24,
            589,
            302,
            24,
            589
        ],
        [
            165,
            22,
            291,
            165,
            22,
            291
        ],
        [
            427,
            26,
            905,
            427,
            26,
            905
        ],
        [
            20274,
            835,
            19439,
            20274,
            835,
            19439
        ],
        [
            6.463841,
            7.907591,
            6.463841,
            6.463841,
            7.907591,
            6.463841
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113409,
            -582978,
            377066,
            -114100,
            -582978,
            345799
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547660000,
    "first_datapoint_time": 1754589060000,
    "last_datapoint_time": 1759047480000,
    "evaluation_time": 1759272775893,
    "expiration_time": 1765527480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 231,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)