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Trade: CRV/USDT/360/EMA/MIDPRICE/2108

Strategy
CRV/USDT/360/EMA/MIDPRICE/2108
Pair
CRV_USDT
Interval
6h
Score
447250
Daily Profit
0.196138
Profit Factor
2.144246
Profitability
51.515152
Streak
181.368592
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 17:50
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 343352.6611 366139.8656 -22787.2045 -32478.2511 83209.5448 -115687.7959
Total P&L (%) 343.3527 366.1399 -22.7872 -32.4783 83.2095 -115.6878
Avg Daily Profit (%) 0.1839 0.1961 -0.0122 -0.021 0.0324 0
Buy And Hold Return (%) 26.2923 26.2923 26.2923 26.2923 26.2923 26.2923
Max Trade Drawdown -180483 -116563 -146805 -352786 -242125 -179598
Profit Factor 1.5242 2.1442 0.932 0.9497 1.2395 0.6122
Total Trades 67 33 34 67 33 34
Winning Trades 33 17 16 33 17 16
Losing Trades 34 16 18 34 16 18
Profitability (%) 49.2537 51.5152 47.0588 49.2537 51.5152 47.0588
Ratio Avg Win / Avg Loss 1.5703 2.0181 1.0485 0.9785 1.1666 0.6887
Largest Winning Trade 220261 220261 51032 136617 136617 42686
Largest Losing Trade -51095 -46672 -51095 -120673 -120673 -74682
Avg Bars in Trades 104 135 75 104 135 75
Avg Bars in Winners 116 150 81 116 150 81
Avg Bars in Losers 92 118 69 92 118 69
Bars Traded 7010 4460 2550 7010 4460 2550
Profit Streak 113.8686 181.3686 113.8686 113.8686 181.3686 113.8686
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110283 447250 -579709 -701110 -152047 -581375

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898246334,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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": [
        [
            343352.6610970119,
            366139.8655833374,
            -22787.2044863253,
            -32478.2510792959,
            83209.5448204227,
            -115687.7958997187
        ],
        [
            343.352661,
            366.139866,
            -22.787204,
            -32.478251,
            83.209545,
            -115.687796
        ],
        [
            0.183931,
            0.196138,
            -0.012207,
            -0.021035,
            0.032439,
            0
        ],
        [
            26.292335,
            26.292335,
            26.292335,
            26.292335,
            26.292335,
            26.292335
        ],
        [
            -180483,
            -116563,
            -146805,
            -352786,
            -242125,
            -179598
        ],
        [
            1.524152,
            2.144246,
            0.931995,
            0.949703,
            1.239517,
            0.612201
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            49.253731,
            51.515152,
            47.058824,
            49.253731,
            51.515152,
            47.058824
        ],
        [
            1.570338,
            2.018114,
            1.048494,
            0.978481,
            1.166604,
            0.688726
        ],
        [
            220261,
            220261,
            51032,
            136617,
            136617,
            42686
        ],
        [
            -51095,
            -46672,
            -51095,
            -120673,
            -120673,
            -74682
        ],
        [
            104,
            135,
            75,
            104,
            135,
            75
        ],
        [
            116,
            150,
            81,
            116,
            150,
            81
        ],
        [
            92,
            118,
            69,
            92,
            118,
            69
        ],
        [
            7010,
            4460,
            2550,
            7010,
            4460,
            2550
        ],
        [
            113.868592,
            181.368592,
            113.868592,
            113.868592,
            181.368592,
            113.868592
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110283,
            447250,
            -579709,
            -701110,
            -152047,
            -581375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602180000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898246334,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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)