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Trade: CRV/USDT/360/SMA/MIDPRICE/1042

Strategy
CRV/USDT/360/SMA/MIDPRICE/1042
Pair
CRV_USDT
Interval
6h
Score
494246
Daily Profit
0.375205
Profit Factor
1.869827
Profitability
52.678571
Streak
0.000000
Best Strategy
Training Data Length
1876.750000
Evaluation Time
2025-10-04 20:40
Expiration Time
2025-11-29 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704165.0552 650175.3598 53989.6954 -12588.6455 426574.0138 -439162.6593
Total P&L (%) 704.1651 650.1754 53.9897 -12.5886 426.574 -439.1627
Avg Daily Profit (%) 0.3752 0.3464 0.0288 -0.0072 0.0886 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -264954 -148494 -162206 -1823445 -904682 -932449
Profit Factor 1.8698 2.3939 1.1574 0.9945 1.4067 0.6399
Total Trades 112 56 56 112 56 56
Winning Trades 59 26 33 59 26 33
Losing Trades 53 30 23 53 30 23
Profitability (%) 52.6786 46.4286 58.9286 52.6786 46.4286 58.9286
Ratio Avg Win / Avg Loss 1.6797 2.7622 0.8066 0.8933 1.6231 0.446
Largest Winning Trade 387127 387127 45325 525931 525931 238385
Largest Losing Trade -92278 -47342 -92278 -736322 -584170 -736322
Avg Bars in Trades 62 89 35 62 89 35
Avg Bars in Winners 66 100 39 66 100 39
Avg Bars in Losers 58 80 30 58 80 30
Bars Traded 7039 5027 2012 7039 5027 2012
Profit Streak 0 0 113.2366 0 0 113.2366
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494246 -167594 -382960 -580133 -254330 -759112
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7507,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759599639865,
    "expiration_time": 1764443736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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": [
        [
            704165.0551841734,
            650175.3597860779,
            53989.6953980955,
            -12588.6455170054,
            426574.0137774979,
            -439162.6592945035
        ],
        [
            704.165055,
            650.17536,
            53.989695,
            -12.588646,
            426.574014,
            -439.162659
        ],
        [
            0.375205,
            0.346437,
            0.028768,
            -0.007169,
            0.088555,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -264954,
            -148494,
            -162206,
            -1823445,
            -904682,
            -932449
        ],
        [
            1.869827,
            2.393944,
            1.15735,
            0.99445,
            1.406706,
            0.639853
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            52.678571,
            46.428571,
            58.928571,
            52.678571,
            46.428571,
            58.928571
        ],
        [
            1.679675,
            2.762243,
            0.806638,
            0.89332,
            1.623123,
            0.445958
        ],
        [
            387127,
            387127,
            45325,
            525931,
            525931,
            238385
        ],
        [
            -92278,
            -47342,
            -92278,
            -736322,
            -584170,
            -736322
        ],
        [
            62,
            89,
            35,
            62,
            89,
            35
        ],
        [
            66,
            100,
            39,
            66,
            100,
            39
        ],
        [
            58,
            80,
            30,
            58,
            80,
            30
        ],
        [
            7039,
            5027,
            2012,
            7039,
            5027,
            2012
        ],
        [
            0,
            0,
            113.236572,
            0,
            0,
            113.236572
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494246,
            -167594,
            -382960,
            -580133,
            -254330,
            -759112
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7507,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600689600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759599639865,
    "expiration_time": 1764443736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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)