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Trade: CRV/USDT/120/SSF/BBU/8411

Strategy
CRV/USDT/120/SSF/BBU/8411
Pair
CRV_USDT
Interval
2h
Score
437573
Daily Profit
0.383595
Profit Factor
1.563705
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-26 19:52
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 715787.602 565879.7415 149907.8605 367819.3745 -117257.6708 485077.0453
Total P&L (%) 715.7876 565.8797 149.9079 367.8194 -117.2577 485.077
Avg Daily Profit (%) 0.3836 0.3033 0.0803 0.0827 0 0.0947
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148442 -156139 -47241 -1009377 -1014257 -296172
Profit Factor 1.5637 1.5904 1.4815 1.056 0.9768 1.3211
Total Trades 342 171 171 342 171 171
Winning Trades 153 65 88 153 65 88
Losing Trades 189 106 83 189 106 83
Profitability (%) 44.7368 38.0117 51.462 44.7368 38.0117 51.462
Ratio Avg Win / Avg Loss 1.9316 2.5936 1.3973 1.3045 1.593 1.246
Largest Winning Trade 297998 297998 24921 704867 704867 124196
Largest Losing Trade -35839 -35839 -15259 -306066 -306066 -106053
Avg Bars in Trades 65 120 9 65 120 9
Avg Bars in Winners 77 168 10 77 168 10
Avg Bars in Losers 55 91 8 55 91 8
Bars Traded 22285 20654 1630 22285 20654 1630
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 437573 272447 -83691 -241712 -582322 -65498

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597586400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905553166,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 4.25258
        }
    }
}
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": [
        [
            715787.6020385377,
            565879.7415338105,
            149907.8605047269,
            367819.3744818347,
            -117257.670840683,
            485077.0453225174
        ],
        [
            715.787602,
            565.879742,
            149.907861,
            367.819374,
            -117.257671,
            485.077045
        ],
        [
            0.383595,
            0.303258,
            0.080336,
            0.08272,
            0,
            0.094716
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148442,
            -156139,
            -47241,
            -1009377,
            -1014257,
            -296172
        ],
        [
            1.563705,
            1.590405,
            1.481509,
            1.055988,
            0.976821,
            1.321088
        ],
        [
            342,
            171,
            171,
            342,
            171,
            171
        ],
        [
            153,
            65,
            88,
            153,
            65,
            88
        ],
        [
            189,
            106,
            83,
            189,
            106,
            83
        ],
        [
            44.736842,
            38.011696,
            51.461988,
            44.736842,
            38.011696,
            51.461988
        ],
        [
            1.931636,
            2.593583,
            1.397332,
            1.304456,
            1.59297,
            1.246026
        ],
        [
            297998,
            297998,
            24921,
            704867,
            704867,
            124196
        ],
        [
            -35839,
            -35839,
            -15259,
            -306066,
            -306066,
            -106053
        ],
        [
            65,
            120,
            9,
            65,
            120,
            9
        ],
        [
            77,
            168,
            10,
            77,
            168,
            10
        ],
        [
            55,
            91,
            8,
            55,
            91,
            8
        ],
        [
            22285,
            20654,
            1630,
            22285,
            20654,
            1630
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437573,
            272447,
            -83691,
            -241712,
            -582322,
            -65498
        ]
    ]
}
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": 1597586400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905553166,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 146,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 4.25258
        }
    }
}

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)