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Trade: CRV/USDT/480/RMA/MIDPRICE/5493

Strategy
CRV/USDT/480/RMA/MIDPRICE/5493
Pair
CRV_USDT
Interval
8h
Score
567979
Daily Profit
0.322685
Profit Factor
3.148848
Profitability
48.387097
Streak
390.681895
Best Strategy
Training Data Length
1869.670000
Evaluation Time
2025-09-27 19:21
Expiration Time
2025-11-22 12:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 675012.0444 603315.1065 71696.938 520299.8579 490635.5118 29664.346
Total P&L (%) 675.012 603.3151 71.6969 520.2999 490.6355 29.6643
Avg Daily Profit (%) 0.361 0.3227 0.0383 0.0977 0.095 0.0139
Buy And Hold Return (%) 66.8408 66.8408 66.8408 66.8408 66.8408 66.8408
Max Trade Drawdown -184722 -103640 -178872 -395518 -241792 -248438
Profit Factor 2.283 3.1488 1.2922 1.7473 2.4183 1.0847
Total Trades 63 31 32 63 31 32
Winning Trades 33 15 18 33 15 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 52.381 48.3871 56.25 52.381 48.3871 56.25
Ratio Avg Win / Avg Loss 2.0755 3.3588 1.0051 1.5884 2.5796 0.8436
Largest Winning Trade 289696 289696 48005 296159 296159 98316
Largest Losing Trade -54463 -54463 -47877 -165497 -165497 -74882
Avg Bars in Trades 81 111 53 81 111 53
Avg Bars in Winners 101 135 73 101 135 73
Avg Bars in Losers 60 89 27 60 89 27
Bars Traded 5165 3467 1698 5165 3467 1698
Profit Streak 390.6819 390.6819 687.3486 390.6819 390.6819 687.3486
Trades During Streak 7 3 8 7 3 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135513 567979 -282626 -208138 -60809 -466927
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758990115703,
    "expiration_time": 1763806176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 250,
            "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": [
        [
            675012.0444283182,
            603315.1064710664,
            71696.9379572518,
            520299.8578588716,
            490635.5118385291,
            29664.3460203426
        ],
        [
            675.012044,
            603.315106,
            71.696938,
            520.299858,
            490.635512,
            29.664346
        ],
        [
            0.361033,
            0.322685,
            0.038347,
            0.09766,
            0.095037,
            0.013895
        ],
        [
            66.840796,
            66.840796,
            66.840796,
            66.840796,
            66.840796,
            66.840796
        ],
        [
            -184722,
            -103640,
            -178872,
            -395518,
            -241792,
            -248438
        ],
        [
            2.283013,
            3.148848,
            1.29222,
            1.747254,
            2.418337,
            1.084668
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            52.380952,
            48.387097,
            56.25,
            52.380952,
            48.387097,
            56.25
        ],
        [
            2.075466,
            3.358771,
            1.00506,
            1.588413,
            2.57956,
            0.843631
        ],
        [
            289696,
            289696,
            48005,
            296159,
            296159,
            98316
        ],
        [
            -54463,
            -54463,
            -47877,
            -165497,
            -165497,
            -74882
        ],
        [
            81,
            111,
            53,
            81,
            111,
            53
        ],
        [
            101,
            135,
            73,
            101,
            135,
            73
        ],
        [
            60,
            89,
            27,
            60,
            89,
            27
        ],
        [
            5165,
            3467,
            1698,
            5165,
            3467,
            1698
        ],
        [
            390.681895,
            390.681895,
            687.348561,
            390.681895,
            390.681895,
            687.348561
        ],
        [
            7,
            3,
            8,
            7,
            3,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135513,
            567979,
            -282626,
            -208138,
            -60809,
            -466927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5609,
    "evaluation_days": 1869.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604620800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758990115703,
    "expiration_time": 1763806176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 250,
            "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)