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Trade: CRV/USDT/120/HL2/MIDPRICE/6117

Strategy
CRV/USDT/120/HL2/MIDPRICE/6117
Pair
CRV_USDT
Interval
2h
Score
414198
Daily Profit
0.202823
Profit Factor
1.632521
Profitability
79.253112
Streak
3.209492
Best Strategy
Training Data Length
1877.670000
Evaluation Time
2025-10-06 10:01
Expiration Time
2025-12-12 22:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 160092.3592 380834.3565 -220741.9973 -126092.0029 -57008.9214 -69083.0815
Total P&L (%) 160.0924 380.8344 -220.742 -126.092 -57.0089 -69.0831
Avg Daily Profit (%) 0.0853 0.2028 -0.1176 0 -0.0449 -0.0625
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -350077 -226459 -315276 -6776953 -4751688 -3462963
Profit Factor 1.1102 1.6325 0.7404 0.9924 0.9927 0.9921
Total Trades 482 241 241 482 241 241
Winning Trades 377 191 186 124 62 62
Losing Trades 105 50 55 358 179 179
Profitability (%) 78.2158 79.2531 77.1784 25.7261 25.7261 25.7261
Ratio Avg Win / Avg Loss 0.3092 0.4274 0.2189 2.865 2.8659 2.8642
Largest Winning Trade 313618 313618 21938 3645888 1753288 3645888
Largest Losing Trade -309656 -43444 -309656 -992164 -688125 -992164
Avg Bars in Trades 44 53 36 44 53 36
Avg Bars in Winners 18 21 16 111 140 82
Avg Bars in Losers 138 175 104 21 22 20
Bars Traded 21614 12837 8777 21614 12837 8777
Profit Streak 3.1262 3.2095 0 0 0 3.3762
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174913 414198 -576549 -602095 -603909 -604703
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599249600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734100118,
    "expiration_time": 1765570694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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": [
        [
            160092.3591678185,
            380834.3565085128,
            -220741.9973406941,
            -126092.0029412119,
            -57008.9214417461,
            -69083.0814994645
        ],
        [
            160.092359,
            380.834357,
            -220.741997,
            -126.092003,
            -57.008921,
            -69.083081
        ],
        [
            0.085261,
            0.202823,
            -0.117562,
            0,
            -0.044949,
            -0.062498
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -350077,
            -226459,
            -315276,
            -6776953,
            -4751688,
            -3462963
        ],
        [
            1.110235,
            1.632521,
            0.740363,
            0.992353,
            0.992665,
            0.992076
        ],
        [
            482,
            241,
            241,
            482,
            241,
            241
        ],
        [
            377,
            191,
            186,
            124,
            62,
            62
        ],
        [
            105,
            50,
            55,
            358,
            179,
            179
        ],
        [
            78.215768,
            79.253112,
            77.178423,
            25.726141,
            25.726141,
            25.726141
        ],
        [
            0.309217,
            0.427361,
            0.218925,
            2.86502,
            2.865919,
            2.864219
        ],
        [
            313618,
            313618,
            21938,
            3645888,
            1753288,
            3645888
        ],
        [
            -309656,
            -43444,
            -309656,
            -992164,
            -688125,
            -992164
        ],
        [
            44,
            53,
            36,
            44,
            53,
            36
        ],
        [
            18,
            21,
            16,
            111,
            140,
            82
        ],
        [
            138,
            175,
            104,
            21,
            22,
            20
        ],
        [
            21614,
            12837,
            8777,
            21614,
            12837,
            8777
        ],
        [
            3.126159,
            3.209492,
            0,
            0,
            0,
            3.376159
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174913,
            414198,
            -576549,
            -602095,
            -603909,
            -604703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22532,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599249600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759734100118,
    "expiration_time": 1765570694400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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)