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Trade: CRV/USDT/360/JMA/MIDPOINT/3826

Strategy
CRV/USDT/360/JMA/MIDPOINT/3826
Pair
CRV_USDT
Interval
6h
Score
401208
Daily Profit
0.215896
Profit Factor
2.477461
Profitability
45.161290
Streak
187.665378
Best Strategy
Training Data Length
1879.250000
Evaluation Time
2025-10-07 06:58
Expiration Time
2025-12-02 11:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435484.6786 405723.2732 29761.4054 57369.7018 249140.2786 -191770.5768
Total P&L (%) 435.4847 405.7233 29.7614 57.3697 249.1403 -191.7706
Avg Daily Profit (%) 0.2317 0.2159 0.0158 0.0241 0.0666 0
Buy And Hold Return (%) 41.9633 41.9633 41.9633 41.9633 41.9633 41.9633
Max Trade Drawdown -113505 -106604 -128614 -374203 -264249 -309693
Profit Factor 1.7365 2.4775 1.094 1.0513 1.4656 0.6714
Total Trades 63 31 32 63 31 32
Winning Trades 28 14 14 28 14 14
Losing Trades 35 17 18 35 17 18
Profitability (%) 44.4444 45.1613 43.75 44.4444 45.1613 43.75
Ratio Avg Win / Avg Loss 2.1706 3.0083 1.4065 1.3141 1.7796 0.8633
Largest Winning Trade 225463 225463 51432 299492 299492 84412
Largest Losing Trade -68162 -46882 -68162 -150121 -150121 -124438
Avg Bars in Trades 110 125 95 110 125 95
Avg Bars in Winners 131 126 135 131 126 135
Avg Bars in Losers 93 125 63 93 125 63
Bars Traded 6946 3897 3049 6946 3897 3049
Profit Streak 114.6654 187.6654 114.6654 114.6654 187.6654 114.6654
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141296 401208 -456513 -528787 -103903 -582677
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7517,
    "evaluation_days": 1879.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809488633,
    "expiration_time": 1764666216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "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": [
        [
            435484.6786020224,
            405723.2732316995,
            29761.4053703228,
            57369.7017665327,
            249140.2785564804,
            -191770.5767899477
        ],
        [
            435.484679,
            405.723273,
            29.761405,
            57.369702,
            249.140279,
            -191.770577
        ],
        [
            0.231733,
            0.215896,
            0.015837,
            0.024131,
            0.066554,
            0
        ],
        [
            41.963303,
            41.963303,
            41.963303,
            41.963303,
            41.963303,
            41.963303
        ],
        [
            -113505,
            -106604,
            -128614,
            -374203,
            -264249,
            -309693
        ],
        [
            1.736515,
            2.477461,
            1.093983,
            1.05128,
            1.465577,
            0.671422
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            44.444444,
            45.16129,
            43.75,
            44.444444,
            45.16129,
            43.75
        ],
        [
            2.170643,
            3.008345,
            1.406549,
            1.3141,
            1.779629,
            0.863257
        ],
        [
            225463,
            225463,
            51432,
            299492,
            299492,
            84412
        ],
        [
            -68162,
            -46882,
            -68162,
            -150121,
            -150121,
            -124438
        ],
        [
            110,
            125,
            95,
            110,
            125,
            95
        ],
        [
            131,
            126,
            135,
            131,
            126,
            135
        ],
        [
            93,
            125,
            63,
            93,
            125,
            63
        ],
        [
            6946,
            3897,
            3049,
            6946,
            3897,
            3049
        ],
        [
            114.665378,
            187.665378,
            114.665378,
            114.665378,
            187.665378,
            114.665378
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141296,
            401208,
            -456513,
            -528787,
            -103903,
            -582677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7517,
    "evaluation_days": 1879.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759809488633,
    "expiration_time": 1764666216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 233,
            "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)