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Trade: CRV/USDT/120/BBL/MIDPRICE/9404

Strategy
CRV/USDT/120/BBL/MIDPRICE/9404
Pair
CRV_USDT
Interval
2h
Score
307508
Daily Profit
0.214711
Profit Factor
1.400074
Profitability
57.383966
Streak
2.579229
Best Strategy
Training Data Length
1876.750000
Evaluation Time
2025-10-05 12:54
Expiration Time
2025-12-11 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402077.8011 402958.0781 -880.277 28435.8454 -82908.9698 111344.8152
Total P&L (%) 402.0778 402.9581 -0.8803 28.4358 -82.909 111.3448
Avg Daily Profit (%) 0.2142 0.2147 -0.0005 0.0133 -0.0941 0.0399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163762 -166985 -99401 -834414 -839195 -198344
Profit Factor 1.2446 1.4001 0.9986 1.0084 0.9628 1.0979
Total Trades 474 237 237 474 237 237
Winning Trades 273 136 137 273 136 137
Losing Trades 201 101 100 201 101 100
Profitability (%) 57.5949 57.384 57.8059 57.5949 57.384 57.8059
Ratio Avg Win / Avg Loss 0.9164 1.0398 0.7289 0.7425 0.715 0.8014
Largest Winning Trade 118641 118641 15419 177101 177101 87730
Largest Losing Trade -55726 -55726 -28812 -257602 -257602 -170304
Avg Bars in Trades 45 76 14 45 76 14
Avg Bars in Winners 30 45 14 30 45 14
Avg Bars in Losers 65 117 13 65 117 13
Bars Traded 21441 18091 3350 21441 18091 3350
Profit Streak 1.7459 2.5792 0 1.7459 2.5792 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 251359 307508 -578803 -390016 -580678 -252143
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22521,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598112000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658045405,
    "expiration_time": 1765488643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 2.61073
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            402077.801102138,
            402958.0781036909,
            -880.2770015525,
            28435.8453516931,
            -82908.9698475487,
            111344.8151992417
        ],
        [
            402.077801,
            402.958078,
            -0.880277,
            28.435845,
            -82.90897,
            111.344815
        ],
        [
            0.214242,
            0.214711,
            -0.000469,
            0.013336,
            -0.094087,
            0.039881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163762,
            -166985,
            -99401,
            -834414,
            -839195,
            -198344
        ],
        [
            1.244603,
            1.400074,
            0.998617,
            1.008447,
            0.962806,
            1.097916
        ],
        [
            474,
            237,
            237,
            474,
            237,
            237
        ],
        [
            273,
            136,
            137,
            273,
            136,
            137
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            57.594937,
            57.383966,
            57.805907,
            57.594937,
            57.383966,
            57.805907
        ],
        [
            0.916356,
            1.039761,
            0.728918,
            0.742483,
            0.715025,
            0.801399
        ],
        [
            118641,
            118641,
            15419,
            177101,
            177101,
            87730
        ],
        [
            -55726,
            -55726,
            -28812,
            -257602,
            -257602,
            -170304
        ],
        [
            45,
            76,
            14,
            45,
            76,
            14
        ],
        [
            30,
            45,
            14,
            30,
            45,
            14
        ],
        [
            65,
            117,
            13,
            65,
            117,
            13
        ],
        [
            21441,
            18091,
            3350,
            21441,
            18091,
            3350
        ],
        [
            1.745896,
            2.579229,
            0,
            1.745896,
            2.579229,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            251359,
            307508,
            -578803,
            -390016,
            -580678,
            -252143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22521,
    "evaluation_days": 1876.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598112000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759658045405,
    "expiration_time": 1765488643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 2.61073
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)