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Trade: CRV/USDT/480/SSF/HILO/9617

Strategy
CRV/USDT/480/SSF/HILO/9617
Pair
CRV_USDT
Interval
8h
Score
333929
Daily Profit
0.231519
Profit Factor
1.569770
Profitability
44.117647
Streak
80.275180
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-10-01 17:36
Expiration Time
2025-11-26 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433790.8111 408233.7574 25557.0536 23356.663 430719.6197 -407362.9567
Total P&L (%) 433.7908 408.2338 25.5571 23.3567 430.7196 -407.363
Avg Daily Profit (%) 0.2315 0.2179 0.0136 0.0112 0.0891 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208221 -119391 -195142 -492061 -151749 -533423
Profit Factor 1.5698 2.1852 1.0613 1.0193 2.0204 0.4844
Total Trades 102 51 51 102 51 51
Winning Trades 45 21 24 45 21 24
Losing Trades 57 30 27 57 30 27
Profitability (%) 44.1176 41.1765 47.0588 44.1176 41.1765 47.0588
Ratio Avg Win / Avg Loss 1.9884 3.1217 1.194 1.2911 2.8862 0.5449
Largest Winning Trade 203174 203174 81973 275572 275572 81973
Largest Losing Trade -55970 -38372 -55970 -239032 -151749 -239032
Avg Bars in Trades 53 43 62 53 43 62
Avg Bars in Winners 80 70 90 80 70 90
Avg Bars in Losers 31 24 38 31 24 38
Bars Traded 5418 2217 3201 5418 2217 3201
Profit Streak 80.2752 122.6085 0 80.2752 122.6085 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333929 -170989 -512417 -383309 -253061 -761977
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759329375545,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            433790.8110540699,
            408233.7574430701,
            25557.0536109998,
            23356.6629530301,
            430719.6196516323,
            -407362.9566986025
        ],
        [
            433.790811,
            408.233757,
            25.557054,
            23.356663,
            430.71962,
            -407.362957
        ],
        [
            0.231519,
            0.217879,
            0.01364,
            0.011204,
            0.08912,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208221,
            -119391,
            -195142,
            -492061,
            -151749,
            -533423
        ],
        [
            1.56977,
            2.185177,
            1.061304,
            1.019268,
            2.020352,
            0.48438
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            44.117647,
            41.176471,
            47.058824,
            44.117647,
            41.176471,
            47.058824
        ],
        [
            1.988376,
            3.121681,
            1.193966,
            1.291073,
            2.886217,
            0.544927
        ],
        [
            203174,
            203174,
            81973,
            275572,
            275572,
            81973
        ],
        [
            -55970,
            -38372,
            -55970,
            -239032,
            -151749,
            -239032
        ],
        [
            53,
            43,
            62,
            53,
            43,
            62
        ],
        [
            80,
            70,
            90,
            80,
            70,
            90
        ],
        [
            31,
            24,
            38,
            31,
            24,
            38
        ],
        [
            5418,
            2217,
            3201,
            5418,
            2217,
            3201
        ],
        [
            80.27518,
            122.608513,
            0,
            80.27518,
            122.608513,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333929,
            -170989,
            -512417,
            -383309,
            -253061,
            -761977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598054400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759329375545,
    "expiration_time": 1764162144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)