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Trade: CRV/USDT/120/MIDPRICE/KCU/6728

Strategy
CRV/USDT/120/MIDPRICE/KCU/6728
Pair
CRV_USDT
Interval
2h
Score
314385
Daily Profit
0.297300
Profit Factor
1.401986
Profitability
41.328413
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 12:48
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554762.2224 523243.8932 31518.3292 -32426.1222 330086.8101 -362512.9323
Total P&L (%) 554.7622 523.2439 31.5183 -32.4261 330.0868 -362.5129
Avg Daily Profit (%) 0.2973 0.2804 0.0169 -0.021 0.0782 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227439 -152093 -140235 -1744482 -1238656 -801460
Profit Factor 1.402 1.6487 1.055 0.9941 1.1081 0.853
Total Trades 271 136 135 271 136 135
Winning Trades 112 49 63 112 49 63
Losing Trades 159 87 72 159 87 72
Profitability (%) 41.3284 36.0294 46.6667 41.3284 36.0294 46.6667
Ratio Avg Win / Avg Loss 1.9903 2.9273 1.2057 1.4113 1.9674 0.9748
Largest Winning Trade 311843 311843 78690 543868 543868 189138
Largest Losing Trade -49126 -49126 -25732 -379949 -307740 -379949
Avg Bars in Trades 81 110 53 81 110 53
Avg Bars in Winners 113 180 61 113 180 61
Avg Bars in Losers 59 71 46 59 71 46
Bars Traded 22207 15044 7163 22207 15044 7163
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314385 223944 -334826 -581065 -194708 -582270

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880108048,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            554762.2223616854,
            523243.8931752505,
            31518.3291864348,
            -32426.1221502005,
            330086.8101298842,
            -362512.9322800848
        ],
        [
            554.762222,
            523.243893,
            31.518329,
            -32.426122,
            330.08681,
            -362.512932
        ],
        [
            0.2973,
            0.280409,
            0.016891,
            -0.021003,
            0.078209,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227439,
            -152093,
            -140235,
            -1744482,
            -1238656,
            -801460
        ],
        [
            1.401986,
            1.648729,
            1.054959,
            0.994126,
            1.108056,
            0.852984
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            112,
            49,
            63,
            112,
            49,
            63
        ],
        [
            159,
            87,
            72,
            159,
            87,
            72
        ],
        [
            41.328413,
            36.029412,
            46.666667,
            41.328413,
            36.029412,
            46.666667
        ],
        [
            1.99032,
            2.927335,
            1.205668,
            1.411304,
            1.967365,
            0.974839
        ],
        [
            311843,
            311843,
            78690,
            543868,
            543868,
            189138
        ],
        [
            -49126,
            -49126,
            -25732,
            -379949,
            -307740,
            -379949
        ],
        [
            81,
            110,
            53,
            81,
            110,
            53
        ],
        [
            113,
            180,
            61,
            113,
            180,
            61
        ],
        [
            59,
            71,
            46,
            59,
            71,
            46
        ],
        [
            22207,
            15044,
            7163,
            22207,
            15044,
            7163
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314385,
            223944,
            -334826,
            -581065,
            -194708,
            -582270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758880108048,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)