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Trade: CRV/USDT/360/SSF/SMA/6670

Strategy
CRV/USDT/360/SSF/SMA/6670
Pair
CRV_USDT
Interval
6h
Score
302736
Daily Profit
0.342926
Profit Factor
2.275070
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
1873.500000
Evaluation Time
2025-10-01 12:15
Expiration Time
2025-11-26 12:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625255.2583 642471.297 -17216.0387 -67912.5662 -18414.6436 -49497.9226
Total P&L (%) 625.2553 642.4713 -17.216 -67.9126 -18.4146 -49.4979
Avg Daily Profit (%) 0.3337 0.3429 -0.0092 -0.0607 -0.0109 -0.0365
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -337409 -202718 -210727 -149060 -81472 -71428
Profit Factor 1.7489 2.2751 0.948 0.7542 0.9019 0.4415
Total Trades 81 41 40 81 41 40
Winning Trades 33 15 18 33 15 18
Losing Trades 48 26 22 48 26 22
Profitability (%) 40.7407 36.5854 45 40.7407 36.5854 45
Ratio Avg Win / Avg Loss 2.5438 3.9435 1.1587 1.097 1.5632 0.5396
Largest Winning Trade 395522 395522 41448 80601 80601 10279
Largest Losing Trade -73748 -73748 -46951 -73748 -73748 -29894
Avg Bars in Trades 90 100 79 90 100 79
Avg Bars in Winners 110 108 113 110 108 113
Avg Bars in Losers 76 96 52 76 96 52
Bars Traded 7331 4132 3199 7331 4132 3199
Profit Streak 0 0 167.3857 0 0 167.3857
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7382 302736 -580060 -598989 -583181 -581727
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759310120757,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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": [
        [
            625255.2583025453,
            642471.2969811701,
            -17216.0386786252,
            -67912.5661998766,
            -18414.6435600514,
            -49497.9226398252
        ],
        [
            625.255258,
            642.471297,
            -17.216039,
            -67.912566,
            -18.414644,
            -49.497923
        ],
        [
            0.333736,
            0.342926,
            -0.009189,
            -0.060654,
            -0.010863,
            -0.036457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -337409,
            -202718,
            -210727,
            -149060,
            -81472,
            -71428
        ],
        [
            1.748881,
            2.27507,
            0.947995,
            0.754165,
            0.901852,
            0.441529
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            40.740741,
            36.585366,
            45,
            40.740741,
            36.585366,
            45
        ],
        [
            2.543827,
            3.943454,
            1.158661,
            1.096968,
            1.563211,
            0.539647
        ],
        [
            395522,
            395522,
            41448,
            80601,
            80601,
            10279
        ],
        [
            -73748,
            -73748,
            -46951,
            -73748,
            -73748,
            -29894
        ],
        [
            90,
            100,
            79,
            90,
            100,
            79
        ],
        [
            110,
            108,
            113,
            110,
            108,
            113
        ],
        [
            76,
            96,
            52,
            76,
            96,
            52
        ],
        [
            7331,
            4132,
            3199,
            7331,
            4132,
            3199
        ],
        [
            0,
            0,
            167.385657,
            0,
            0,
            167.385657
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7382,
            302736,
            -580060,
            -598989,
            -583181,
            -581727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7494,
    "evaluation_days": 1873.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600300800000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759310120757,
    "expiration_time": 1764154512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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)