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Trade: CRV/USDT/240/SMA/MIDPOINT/4045

Strategy
CRV/USDT/240/SMA/MIDPOINT/4045
Pair
CRV_USDT
Interval
4h
Score
423462
Daily Profit
0.419164
Profit Factor
1.878993
Profitability
41.221374
Streak
119.463336
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-27 06:07
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 782369.6114 726047.4723 56322.139 397019.6679 470823.7083 -73804.0404
Total P&L (%) 782.3696 726.0475 56.3221 397.0197 470.8237 -73.804
Avg Daily Profit (%) 0.4192 0.389 0.0302 0.0859 0.0934 -0.0717
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108635 -87912 -97089 -675787 -501239 -266832
Profit Factor 1.879 2.6342 1.1263 1.1531 1.312 0.9319
Total Trades 131 65 66 131 65 66
Winning Trades 54 24 30 54 24 30
Losing Trades 77 41 36 77 41 36
Profitability (%) 41.2214 36.9231 45.4545 41.2214 36.9231 45.4545
Ratio Avg Win / Avg Loss 2.6793 4.5001 1.3516 1.6442 2.2412 1.1183
Largest Winning Trade 344612 344612 50624 684524 684524 80820
Largest Losing Trade -44206 -44206 -33614 -344909 -344909 -90656
Avg Bars in Trades 79 102 56 79 102 56
Avg Bars in Winners 104 143 72 104 143 72
Avg Bars in Losers 61 78 42 61 78 42
Bars Traded 10352 6650 3702 10352 6650 3702
Profit Streak 119.4633 119.4633 126.2967 119.4633 119.4633 126.2967
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423462 -121801 -359913 -130934 -203525 -703985
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942432208,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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": [
        [
            782369.6113532422,
            726047.4723357538,
            56322.1390174881,
            397019.6679436098,
            470823.7082941957,
            -73804.0403505866
        ],
        [
            782.369611,
            726.047472,
            56.322139,
            397.019668,
            470.823708,
            -73.80404
        ],
        [
            0.419164,
            0.388989,
            0.030175,
            0.085944,
            0.093369,
            -0.071743
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108635,
            -87912,
            -97089,
            -675787,
            -501239,
            -266832
        ],
        [
            1.878993,
            2.634232,
            1.126339,
            1.153101,
            1.31195,
            0.931909
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            41.221374,
            36.923077,
            45.454545,
            41.221374,
            36.923077,
            45.454545
        ],
        [
            2.679305,
            4.500147,
            1.351607,
            1.644236,
            2.241247,
            1.118291
        ],
        [
            344612,
            344612,
            50624,
            684524,
            684524,
            80820
        ],
        [
            -44206,
            -44206,
            -33614,
            -344909,
            -344909,
            -90656
        ],
        [
            79,
            102,
            56,
            79,
            102,
            56
        ],
        [
            104,
            143,
            72,
            104,
            143,
            72
        ],
        [
            61,
            78,
            42,
            61,
            78,
            42
        ],
        [
            10352,
            6650,
            3702,
            10352,
            6650,
            3702
        ],
        [
            119.463336,
            119.463336,
            126.296669,
            119.463336,
            119.463336,
            126.296669
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423462,
            -121801,
            -359913,
            -130934,
            -203525,
            -703985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942432208,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 191,
            "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)