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Trade: CRV/USDT/720/BBL/SSF/6218

Strategy
CRV/USDT/720/BBL/SSF/6218
Pair
CRV_USDT
Interval
12h
Score
425185
Daily Profit
0.157539
Profit Factor
1.800382
Profitability
60.000000
Streak
145.380747
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 12:08
Expiration Time
2025-12-02 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348604.1088 296094.4957 52509.6131 -24954.7279 137930.3244 -162885.0523
Total P&L (%) 348.6041 296.0945 52.5096 -24.9547 137.9303 -162.8851
Avg Daily Profit (%) 0.1855 0.1575 0.0279 -0.0153 0.0461 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114824 -130434 -72377 -501413 -420558 -340927
Profit Factor 1.5762 1.8004 1.2234 0.9822 1.1721 0.7286
Total Trades 71 35 36 71 35 36
Winning Trades 44 21 23 44 21 23
Losing Trades 27 14 13 27 14 13
Profitability (%) 61.9718 60 63.8889 61.9718 60 63.8889
Ratio Avg Win / Avg Loss 0.9672 1.2003 0.6915 0.6027 0.7814 0.4118
Largest Winning Trade 272015 272015 33458 396157 396157 63045
Largest Losing Trade -57998 -49883 -57998 -314231 -191242 -314231
Avg Bars in Trades 51 90 12 51 90 12
Avg Bars in Winners 30 48 13 30 48 13
Avg Bars in Losers 85 153 11 85 153 11
Bars Traded 3634 3167 467 3634 3167 467
Profit Streak 145.3807 145.3807 149.8807 145.3807 145.3807 149.8807
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80432 425185 -155344 -668812 -161977 -577350
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759828096515,
    "expiration_time": 1764666864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 4.09017
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "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": [
        [
            348604.1087721387,
            296094.4956735233,
            52509.6130986153,
            -24954.7278737029,
            137930.3243988827,
            -162885.0522725857
        ],
        [
            348.604109,
            296.094496,
            52.509613,
            -24.954728,
            137.930324,
            -162.885052
        ],
        [
            0.185477,
            0.157539,
            0.027938,
            -0.015273,
            0.04613,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114824,
            -130434,
            -72377,
            -501413,
            -420558,
            -340927
        ],
        [
            1.576173,
            1.800382,
            1.223358,
            0.982198,
            1.172061,
            0.728608
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            61.971831,
            60,
            63.888889,
            61.971831,
            60,
            63.888889
        ],
        [
            0.967197,
            1.200255,
            0.691463,
            0.602713,
            0.781374,
            0.411822
        ],
        [
            272015,
            272015,
            33458,
            396157,
            396157,
            63045
        ],
        [
            -57998,
            -49883,
            -57998,
            -314231,
            -191242,
            -314231
        ],
        [
            51,
            90,
            12,
            51,
            90,
            12
        ],
        [
            30,
            48,
            13,
            30,
            48,
            13
        ],
        [
            85,
            153,
            11,
            85,
            153,
            11
        ],
        [
            3634,
            3167,
            467,
            3634,
            3167,
            467
        ],
        [
            145.380747,
            145.380747,
            149.880747,
            145.380747,
            145.380747,
            149.880747
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80432,
            425185,
            -155344,
            -668812,
            -161977,
            -577350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598184000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759828096515,
    "expiration_time": 1764666864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 4.09017
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "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)