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Trade: CRV/USDT/360/KCB/MIDPRICE/4454

Strategy
CRV/USDT/360/KCB/MIDPRICE/4454
Pair
CRV_USDT
Interval
6h
Score
425425
Daily Profit
0.227423
Profit Factor
2.069195
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1884.500000
Evaluation Time
2025-10-12 10:51
Expiration Time
2025-12-07 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409276.9534 428578.1842 -19301.2308 -62569.403 374575.876 -437145.279
Total P&L (%) 409.277 428.5782 -19.3012 -62.5694 374.5759 -437.1453
Avg Daily Profit (%) 0.2172 0.2274 -0.0102 -0.0521 0.0827 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -232497 -116349 -167276 -1528300 -776430 -844234
Profit Factor 1.5263 2.0692 0.9488 0.9708 1.3591 0.602
Total Trades 80 40 40 80 40 40
Winning Trades 41 20 21 41 20 21
Losing Trades 39 20 19 39 20 19
Profitability (%) 51.25 50 52.5 51.25 50 52.5
Ratio Avg Win / Avg Loss 1.4519 2.0692 0.8584 0.9234 1.3591 0.5447
Largest Winning Trade 290743 290743 46745 620320 620320 316001
Largest Losing Trade -58370 -48602 -58370 -595585 -423131 -595585
Avg Bars in Trades 89 115 63 89 115 63
Avg Bars in Winners 106 137 77 106 137 77
Avg Bars in Losers 71 93 48 71 93 48
Bars Traded 7160 4621 2539 7160 4621 2539
Profit Streak 0 0 129.3275 0 0 129.3275
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14380 425425 -579858 -604393 -82107 -579858
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760255498962,
    "expiration_time": 1765133424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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": [
        [
            409276.9534123007,
            428578.1841725714,
            -19301.2307602705,
            -62569.4029733911,
            374575.8760360996,
            -437145.2790094904
        ],
        [
            409.276953,
            428.578184,
            -19.301231,
            -62.569403,
            374.575876,
            -437.145279
        ],
        [
            0.217181,
            0.227423,
            -0.010242,
            -0.052132,
            0.082669,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -232497,
            -116349,
            -167276,
            -1528300,
            -776430,
            -844234
        ],
        [
            1.526325,
            2.069195,
            0.948772,
            0.970782,
            1.359104,
            0.602004
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            51.25,
            50,
            52.5,
            51.25,
            50,
            52.5
        ],
        [
            1.45187,
            2.069195,
            0.858413,
            0.923427,
            1.359104,
            0.54467
        ],
        [
            290743,
            290743,
            46745,
            620320,
            620320,
            316001
        ],
        [
            -58370,
            -48602,
            -58370,
            -595585,
            -423131,
            -595585
        ],
        [
            89,
            115,
            63,
            89,
            115,
            63
        ],
        [
            106,
            137,
            77,
            106,
            137,
            77
        ],
        [
            71,
            93,
            48,
            71,
            93,
            48
        ],
        [
            7160,
            4621,
            2539,
            7160,
            4621,
            2539
        ],
        [
            0,
            0,
            129.327534,
            0,
            0,
            129.327534
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14380,
            425425,
            -579858,
            -604393,
            -82107,
            -579858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7538,
    "evaluation_days": 1884.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760255498962,
    "expiration_time": 1765133424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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)