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Trade: CRV/USDT/480/KCB/MIDPRICE/8287

Strategy
CRV/USDT/480/KCB/MIDPRICE/8287
Pair
CRV_USDT
Interval
8h
Score
468367
Daily Profit
0.280925
Profit Factor
2.404656
Profitability
47.619048
Streak
173.055239
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-04 04:19
Expiration Time
2025-11-29 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580640.1003 527015.8668 53624.2335 189202.3039 233590.5541 -44388.2502
Total P&L (%) 580.6401 527.0159 53.6242 189.2023 233.5906 -44.3883
Avg Daily Profit (%) 0.3095 0.2809 0.0286 0.0566 0.0642 -0.0313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146846 -109513 -116730 -441617 -323073 -249720
Profit Factor 1.8447 2.4047 1.1718 1.1287 1.2854 0.9319
Total Trades 85 42 43 85 42 43
Winning Trades 40 20 20 40 20 20
Losing Trades 45 22 23 45 22 23
Profitability (%) 47.0588 47.619 46.5116 47.0588 47.619 46.5116
Ratio Avg Win / Avg Loss 2.0753 2.6451 1.3475 1.2698 1.414 1.0717
Largest Winning Trade 300832 300832 42501 246656 246656 80943
Largest Losing Trade -44142 -44142 -37438 -161140 -161140 -154809
Avg Bars in Trades 61 80 42 61 80 42
Avg Bars in Winners 71 90 51 71 90 51
Avg Bars in Losers 52 71 34 52 71 34
Bars Traded 5231 3392 1839 5231 3392 1839
Profit Streak 130.3886 173.0552 130.3886 130.3886 173.0552 130.3886
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450615 468367 -188109 -196230 -107459 -579849
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5628,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759540772696,
    "expiration_time": 1764369792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
            580640.1003239736,
            527015.8668405769,
            53624.2334833966,
            189202.3039034657,
            233590.5540805639,
            -44388.2501770982
        ],
        [
            580.6401,
            527.015867,
            53.624233,
            189.202304,
            233.590554,
            -44.38825
        ],
        [
            0.30951,
            0.280925,
            0.028584,
            0.056624,
            0.064239,
            -0.031273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146846,
            -109513,
            -116730,
            -441617,
            -323073,
            -249720
        ],
        [
            1.844706,
            2.404656,
            1.171765,
            1.128692,
            1.285428,
            0.9319
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            47.058824,
            47.619048,
            46.511628,
            47.058824,
            47.619048,
            46.511628
        ],
        [
            2.075295,
            2.645121,
            1.34753,
            1.269778,
            1.413971,
            1.071685
        ],
        [
            300832,
            300832,
            42501,
            246656,
            246656,
            80943
        ],
        [
            -44142,
            -44142,
            -37438,
            -161140,
            -161140,
            -154809
        ],
        [
            61,
            80,
            42,
            61,
            80,
            42
        ],
        [
            71,
            90,
            51,
            71,
            90,
            51
        ],
        [
            52,
            71,
            34,
            52,
            71,
            34
        ],
        [
            5231,
            3392,
            1839,
            5231,
            3392,
            1839
        ],
        [
            130.388573,
            173.055239,
            130.388573,
            130.388573,
            173.05524,
            130.388573
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450615,
            468367,
            -188109,
            -196230,
            -107459,
            -579849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5628,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601395200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759540772696,
    "expiration_time": 1764369792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)