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Trade: CRV/USDT/720/HL2/MIDPOINT/2523

Strategy
CRV/USDT/720/HL2/MIDPOINT/2523
Pair
CRV_USDT
Interval
12h
Score
439230
Daily Profit
0.188306
Profit Factor
1.524273
Profitability
73.228346
Streak
38.247534
Best Strategy
Training Data Length
1875.500000
Evaluation Time
2025-10-03 08:56
Expiration Time
2025-11-28 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353168.5157 351145.5623 2022.9534 -1082942.7976 -1591180.261 508237.4633
Total P&L (%) 353.1685 351.1456 2.023 -1082.9428 -1591.1803 508.2375
Avg Daily Profit (%) 0.1883 0.1872 0.0011 0 0 0.0963
Buy And Hold Return (%) 33.5957 33.5957 33.5957 33.5957 33.5957 33.5957
Max Trade Drawdown -276235 -144392 -199175 -6697623 -5751019 -2970060
Profit Factor 1.5243 2.1855 1.0054 0.9291 0.8231 1.0809
Total Trades 127 63 64 127 63 64
Winning Trades 93 48 45 91 47 44
Losing Trades 34 15 19 36 16 20
Profitability (%) 73.2283 76.1905 70.3125 71.6535 74.6032 68.75
Ratio Avg Win / Avg Loss 0.5573 0.683 0.4245 0.3676 0.2802 0.4913
Largest Winning Trade 248099 248099 36813 1004080 1004080 644355
Largest Losing Trade -182320 -55332 -182320 -2990467 -2990467 -2838932
Avg Bars in Trades 27 33 21 27 33 21
Avg Bars in Winners 11 12 9 15 17 13
Avg Bars in Losers 72 98 51 57 80 39
Bars Traded 3492 2096 1396 3492 2096 1396
Profit Streak 38.2475 81.7475 38.2475 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439230 -133835 -709167 -577356 -724269 -333661
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759470986938,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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": [
        [
            353168.5157371921,
            351145.5623341065,
            2022.953403086,
            -1082942.79760976,
            -1591180.2609573337,
            508237.4633475736
        ],
        [
            353.168516,
            351.145562,
            2.022953,
            -1082.942798,
            -1591.180261,
            508.237463
        ],
        [
            0.188306,
            0.187228,
            0.001079,
            0,
            0,
            0.096308
        ],
        [
            33.595707,
            33.595707,
            33.595707,
            33.595707,
            33.595707,
            33.595707
        ],
        [
            -276235,
            -144392,
            -199175,
            -6697623,
            -5751019,
            -2970060
        ],
        [
            1.524273,
            2.185496,
            1.00536,
            0.929118,
            0.823109,
            1.080894
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            93,
            48,
            45,
            91,
            47,
            44
        ],
        [
            34,
            15,
            19,
            36,
            16,
            20
        ],
        [
            73.228346,
            76.190476,
            70.3125,
            71.653543,
            74.603175,
            68.75
        ],
        [
            0.557261,
            0.682967,
            0.424485,
            0.367563,
            0.280207,
            0.491315
        ],
        [
            248099,
            248099,
            36813,
            1004080,
            1004080,
            644355
        ],
        [
            -182320,
            -55332,
            -182320,
            -2990467,
            -2990467,
            -2838932
        ],
        [
            27,
            33,
            21,
            27,
            33,
            21
        ],
        [
            11,
            12,
            9,
            15,
            17,
            13
        ],
        [
            72,
            98,
            51,
            57,
            80,
            39
        ],
        [
            3492,
            2096,
            1396,
            3492,
            2096,
            1396
        ],
        [
            38.247534,
            81.747534,
            38.247534,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439230,
            -133835,
            -709167,
            -577356,
            -724269,
            -333661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3751,
    "evaluation_days": 1875.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602417600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759470986938,
    "expiration_time": 1764310896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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)