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Trade: CRV/USDT/15/SSF/RMA/5548

Strategy
CRV/USDT/15/SSF/RMA/5548
Pair
CRV_USDT
Interval
15m
Score
353839
Daily Profit
0.214113
Profit Factor
1.855588
Profitability
60.000000
Streak
6.024810
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 11:05
Expiration Time
2025-12-19 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78074.9189 55759.4305 22315.4884 -49116.9418 49335.8505 -98452.7923
Total P&L (%) 78.0749 55.7594 22.3155 -49.1169 49.3359 -98.4528
Avg Daily Profit (%) 0.2998 0.2141 0.0857 -0.2591 0.1541 -1.588
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88678 -8428 -88678 -207194 -17610 -207194
Profit Factor 1.393 1.8556 1.1672 0.8561 1.6129 0.6224
Total Trades 80 40 40 80 40 40
Winning Trades 55 24 31 55 24 31
Losing Trades 25 16 9 25 16 9
Profitability (%) 68.75 60 77.5 68.75 60 77.5
Ratio Avg Win / Avg Loss 0.6332 1.2371 0.3389 0.3891 1.0753 0.1807
Largest Winning Trade 17076 12326 17076 17266 14545 17266
Largest Losing Trade -88678 -23784 -88678 -207194 -26674 -207194
Avg Bars in Trades 292 319 265 292 319 265
Avg Bars in Winners 185 190 181 185 190 181
Avg Bars in Losers 527 512 553 527 512 553
Bars Traded 23390 12777 10613 23390 12777 10613
Profit Streak 6.0248 6.0248 20.4519 6.0248 6.0248 20.4519
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13835 353839 -118920 -602073 302569 -577520
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737152100000,
    "first_datapoint_time": 1737356400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759651543610,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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": [
        [
            78074.9188573006,
            55759.4304603639,
            22315.4883969368,
            -49116.9417566962,
            49335.8505425162,
            -98452.7922992124
        ],
        [
            78.074919,
            55.75943,
            22.315488,
            -49.116942,
            49.335851,
            -98.452792
        ],
        [
            0.299804,
            0.214113,
            0.08569,
            -0.259106,
            0.154111,
            -1.588023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88678,
            -8428,
            -88678,
            -207194,
            -17610,
            -207194
        ],
        [
            1.393047,
            1.855588,
            1.167195,
            0.856055,
            1.612914,
            0.62239
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            25,
            16,
            9,
            25,
            16,
            9
        ],
        [
            68.75,
            60,
            77.5,
            68.75,
            60,
            77.5
        ],
        [
            0.633203,
            1.237059,
            0.338863,
            0.389116,
            1.075276,
            0.180694
        ],
        [
            17076,
            12326,
            17076,
            17266,
            14545,
            17266
        ],
        [
            -88678,
            -23784,
            -88678,
            -207194,
            -26674,
            -207194
        ],
        [
            292,
            319,
            265,
            292,
            319,
            265
        ],
        [
            185,
            190,
            181,
            185,
            190,
            181
        ],
        [
            527,
            512,
            553,
            527,
            512,
            553
        ],
        [
            23390,
            12777,
            10613,
            23390,
            12777,
            10613
        ],
        [
            6.02481,
            6.02481,
            20.451894,
            6.02481,
            6.02481,
            20.451894
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13835,
            353839,
            -118920,
            -602073,
            302569,
            -577520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737152100000,
    "first_datapoint_time": 1737356400000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759651543610,
    "expiration_time": 1766131200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 228,
            "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)