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Trade: CRV/USDT/15/MIDPRICE/DCU/2104

Strategy
CRV/USDT/15/MIDPRICE/DCU/2104
Pair
CRV_USDT
Interval
15m
Score
491091
Daily Profit
0.733081
Profit Factor
1.416457
Profitability
65.548780
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 14:04
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 190908.9667 106105.635 84803.3316 350941.1511 169580.3602 181360.7908
Total P&L (%) 190.909 106.1056 84.8033 350.9412 169.5804 181.3608
Avg Daily Profit (%) 0.7331 0.4074 0.3256 0.58 0.3815 0.398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53006 -33362 -42797 -116485 -97869 -134249
Profit Factor 1.4165 1.3876 1.4592 1.3103 1.2463 1.4099
Total Trades 328 164 164 328 164 164
Winning Trades 215 113 102 215 113 102
Losing Trades 113 51 62 113 51 62
Profitability (%) 65.5488 68.9024 62.1951 65.5488 68.9024 62.1951
Ratio Avg Win / Avg Loss 0.7445 0.6263 0.8869 0.6887 0.5625 0.857
Largest Winning Trade 13590 13590 10991 38786 38786 26040
Largest Losing Trade -27090 -27090 -22565 -70176 -70176 -69551
Avg Bars in Trades 75 107 43 75 107 43
Avg Bars in Winners 56 75 35 56 75 35
Avg Bars in Losers 110 176 55 110 176 55
Bars Traded 24632 17578 7055 24632 17578 7055
Profit Streak 0 0 8.1802 0 0 8.1802
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491091 349389 332898 420637 310312 344328
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736316900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971072240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 30,
            "offset": 70
        }
    }
}
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": [
        [
            190908.966655001,
            106105.6350050803,
            84803.331649921,
            350941.1510703035,
            169580.360232559,
            181360.7908377446
        ],
        [
            190.908967,
            106.105635,
            84.803332,
            350.941151,
            169.58036,
            181.360791
        ],
        [
            0.733081,
            0.40744,
            0.325641,
            0.580036,
            0.381533,
            0.39802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53006,
            -33362,
            -42797,
            -116485,
            -97869,
            -134249
        ],
        [
            1.416457,
            1.38764,
            1.459167,
            1.310262,
            1.246251,
            1.409889
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            215,
            113,
            102,
            215,
            113,
            102
        ],
        [
            113,
            51,
            62,
            113,
            51,
            62
        ],
        [
            65.54878,
            68.902439,
            62.195122,
            65.54878,
            68.902439,
            62.195122
        ],
        [
            0.744464,
            0.62628,
            0.886945,
            0.68865,
            0.562467,
            0.856992
        ],
        [
            13590,
            13590,
            10991,
            38786,
            38786,
            26040
        ],
        [
            -27090,
            -27090,
            -22565,
            -70176,
            -70176,
            -69551
        ],
        [
            75,
            107,
            43,
            75,
            107,
            43
        ],
        [
            56,
            75,
            35,
            56,
            75,
            35
        ],
        [
            110,
            176,
            55,
            110,
            176,
            55
        ],
        [
            24632,
            17578,
            7055,
            24632,
            17578,
            7055
        ],
        [
            0,
            0,
            8.180234,
            0,
            0,
            8.180234
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491091,
            349389,
            332898,
            420637,
            310312,
            344328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736316900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971072240,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 30,
            "offset": 70
        }
    }
}

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)