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Trade: CRV/USDT/120/DCM/MIDPRICE/4490

Strategy
CRV/USDT/120/DCM/MIDPRICE/4490
Pair
CRV_USDT
Interval
2h
Score
429631
Daily Profit
0.280860
Profit Factor
1.452674
Profitability
47.709924
Streak
13.933796
Best Strategy
Training Data Length
1876.500000
Evaluation Time
2025-10-05 05:24
Expiration Time
2025-12-11 17:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527034.1065 373886.9069 153147.1996 300723.9732 156109.161 144614.8122
Total P&L (%) 527.0341 373.8869 153.1472 300.724 156.1092 144.6148
Avg Daily Profit (%) 0.2809 0.1992 0.0816 0.074 0.0501 0.0477
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104617 -95876 -213856 -147074 -126909 -120991
Profit Factor 1.4527 1.6318 1.2675 1.3508 1.3018 1.4254
Total Trades 262 131 131 262 131 131
Winning Trades 125 58 67 125 58 67
Losing Trades 137 73 64 137 73 64
Profitability (%) 47.7099 44.2748 51.145 47.7099 44.2748 51.145
Ratio Avg Win / Avg Loss 1.5921 2.0538 1.2108 1.4805 1.6385 1.3616
Largest Winning Trade 120983 120983 54242 197787 197787 60761
Largest Losing Trade -48447 -36490 -48447 -58428 -58428 -43427
Avg Bars in Trades 85 88 82 85 88 82
Avg Bars in Winners 96 104 90 96 104 90
Avg Bars in Losers 74 75 73 74 75 73
Bars Traded 22370 11570 10800 22370 11570 10800
Profit Streak 13.9338 0 23.3505 13.9338 0 23.3505
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429631 297761 -83615 -92667 -127194 -127893
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597744800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631079949,
    "expiration_time": 1765466265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 21,
            "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": [
        [
            527034.106478928,
            373886.9068763976,
            153147.1996025308,
            300723.9731731549,
            156109.1609766069,
            144614.812196548
        ],
        [
            527.034106,
            373.886907,
            153.1472,
            300.723973,
            156.109161,
            144.614812
        ],
        [
            0.28086,
            0.199247,
            0.081613,
            0.074,
            0.050129,
            0.047681
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104617,
            -95876,
            -213856,
            -147074,
            -126909,
            -120991
        ],
        [
            1.452674,
            1.631792,
            1.267515,
            1.350813,
            1.301804,
            1.425378
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            125,
            58,
            67,
            125,
            58,
            67
        ],
        [
            137,
            73,
            64,
            137,
            73,
            64
        ],
        [
            47.709924,
            44.274809,
            51.145038,
            47.709924,
            44.274809,
            51.145038
        ],
        [
            1.592131,
            2.053807,
            1.210761,
            1.480491,
            1.638478,
            1.361555
        ],
        [
            120983,
            120983,
            54242,
            197787,
            197787,
            60761
        ],
        [
            -48447,
            -36490,
            -48447,
            -58428,
            -58428,
            -43427
        ],
        [
            85,
            88,
            82,
            85,
            88,
            82
        ],
        [
            96,
            104,
            90,
            96,
            104,
            90
        ],
        [
            74,
            75,
            73,
            74,
            75,
            73
        ],
        [
            22370,
            11570,
            10800,
            22370,
            11570,
            10800
        ],
        [
            13.933796,
            0,
            23.350462,
            13.933796,
            0,
            23.350462
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429631,
            297761,
            -83615,
            -92667,
            -127194,
            -127893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22518,
    "evaluation_days": 1876.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597744800000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759631079949,
    "expiration_time": 1765466265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 21,
            "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)