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Trade: CRV/USDT/480/DEMA/MIDPRICE/3680

Strategy
CRV/USDT/480/DEMA/MIDPRICE/3680
Pair
CRV_USDT
Interval
8h
Score
402071
Daily Profit
0.293990
Profit Factor
2.321654
Profitability
40.909091
Streak
344.739159
Best Strategy
Training Data Length
1877.670000
Evaluation Time
2025-10-05 12:44
Expiration Time
2025-11-30 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 501921.7947 552016.9227 -50095.128 -66412.2612 252682.4279 -319094.689
Total P&L (%) 501.9218 552.0169 -50.0951 -66.4123 252.6824 -319.0947
Avg Daily Profit (%) 0.2673 0.294 -0.0267 -0.0581 0.0671 0
Buy And Hold Return (%) 60.4049 60.4049 60.4049 60.4049 60.4049 60.4049
Max Trade Drawdown -351940 -196686 -180173 -391717 -104639 -153905
Profit Factor 1.6462 2.3217 0.8605 0.8712 2.6824 0.1272
Total Trades 87 44 43 87 44 43
Winning Trades 40 18 22 40 18 22
Losing Trades 47 26 21 47 26 21
Profitability (%) 45.977 40.9091 51.1628 45.977 40.9091 51.1628
Ratio Avg Win / Avg Loss 1.9343 3.3535 0.8213 1.0237 3.8746 0.1214
Largest Winning Trade 301315 301315 54005 293184 293184 23331
Largest Losing Trade -76876 -40604 -76876 -175788 -52350 -175788
Avg Bars in Trades 60 77 42 60 77 42
Avg Bars in Winners 78 111 51 78 111 51
Avg Bars in Losers 43 53 32 43 53 32
Bars Traded 5223 3404 1819 5223 3404 1819
Profit Streak 86.4058 344.7392 0 86.4058 344.7392 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394441 402071 -580576 -579885 -102311 -580576
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5633,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657463322,
    "expiration_time": 1764518112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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": [
        [
            501921.7947365424,
            552016.9227212962,
            -50095.127984754,
            -66412.2611755116,
            252682.4278538913,
            -319094.6890294029
        ],
        [
            501.921795,
            552.016923,
            -50.095128,
            -66.412261,
            252.682428,
            -319.094689
        ],
        [
            0.267311,
            0.29399,
            -0.026679,
            -0.058088,
            0.067148,
            0
        ],
        [
            60.404858,
            60.404858,
            60.404858,
            60.404858,
            60.404858,
            60.404858
        ],
        [
            -351940,
            -196686,
            -180173,
            -391717,
            -104639,
            -153905
        ],
        [
            1.646243,
            2.321654,
            0.860461,
            0.871241,
            2.682425,
            0.127198
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            45.977011,
            40.909091,
            51.162791,
            45.977011,
            40.909091,
            51.162791
        ],
        [
            1.934336,
            3.3535,
            0.821349,
            1.023708,
            3.874614,
            0.121417
        ],
        [
            301315,
            301315,
            54005,
            293184,
            293184,
            23331
        ],
        [
            -76876,
            -40604,
            -76876,
            -175788,
            -52350,
            -175788
        ],
        [
            60,
            77,
            42,
            60,
            77,
            42
        ],
        [
            78,
            111,
            51,
            78,
            111,
            51
        ],
        [
            43,
            53,
            32,
            43,
            53,
            32
        ],
        [
            5223,
            3404,
            1819,
            5223,
            3404,
            1819
        ],
        [
            86.405825,
            344.739159,
            0,
            86.405825,
            344.739159,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394441,
            402071,
            -580576,
            -579885,
            -102311,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5633,
    "evaluation_days": 1877.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759657463322,
    "expiration_time": 1764518112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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)