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Trade: CRV/USDT/720/ALMA/SSF/6687

Strategy
CRV/USDT/720/ALMA/SSF/6687
Pair
CRV_USDT
Interval
12h
Score
430070
Daily Profit
0.271324
Profit Factor
2.688163
Profitability
42.857143
Streak
118.653184
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-27 18:40
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 627753.5183 506562.4175 121191.1007 671916.1615 720837.1929 -48921.0314
Total P&L (%) 627.7535 506.5624 121.1911 671.9162 720.8372 -48.921
Avg Daily Profit (%) 0.3362 0.2713 0.0649 0.1095 0.1128 -0.036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175557 -110773 -175270 -563845 -199281 -466180
Profit Factor 2.0925 2.6882 1.4415 1.6923 2.7426 0.9122
Total Trades 70 35 35 70 35 35
Winning Trades 31 15 16 31 15 16
Losing Trades 39 20 19 39 20 19
Profitability (%) 44.2857 42.8571 45.7143 44.2857 42.8571 45.7143
Ratio Avg Win / Avg Loss 2.6326 3.5842 1.7118 2.129 3.6568 1.0832
Largest Winning Trade 232609 232609 73588 414093 414093 173056
Largest Losing Trade -42298 -41624 -42298 -165253 -127937 -165253
Avg Bars in Trades 52 45 59 52 45 59
Avg Bars in Winners 82 74 90 82 74 90
Avg Bars in Losers 28 23 34 28 23 34
Bars Traded 3671 1575 2096 3671 1575 2096
Profit Streak 118.6532 118.6532 129.1532 118.6532 118.6532 129.1532
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86431 430070 -104914 -142762 -38558 -579828
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987635068,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            627753.5182776225,
            506562.4175336472,
            121191.1007439755,
            671916.161539233,
            720837.1929411308,
            -48921.0314018977
        ],
        [
            627.753518,
            506.562418,
            121.191101,
            671.916162,
            720.837193,
            -48.921031
        ],
        [
            0.336236,
            0.271324,
            0.064912,
            0.109525,
            0.11282,
            -0.035976
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175557,
            -110773,
            -175270,
            -563845,
            -199281,
            -466180
        ],
        [
            2.092543,
            2.688163,
            1.441477,
            1.692263,
            2.74263,
            0.912164
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            44.285714,
            42.857143,
            45.714286,
            44.285714,
            42.857143,
            45.714286
        ],
        [
            2.632555,
            3.584218,
            1.711754,
            2.128976,
            3.65684,
            1.083195
        ],
        [
            232609,
            232609,
            73588,
            414093,
            414093,
            173056
        ],
        [
            -42298,
            -41624,
            -42298,
            -165253,
            -127937,
            -165253
        ],
        [
            52,
            45,
            59,
            52,
            45,
            59
        ],
        [
            82,
            74,
            90,
            82,
            74,
            90
        ],
        [
            28,
            23,
            34,
            28,
            23,
            34
        ],
        [
            3671,
            1575,
            2096,
            3671,
            1575,
            2096
        ],
        [
            118.653184,
            118.653184,
            129.153184,
            118.653184,
            118.653184,
            129.153184
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86431,
            430070,
            -104914,
            -142762,
            -38558,
            -579828
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758987635068,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}

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)