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Trade: CRV/USDT/480/SSF/MIDPRICE/4594

Strategy
CRV/USDT/480/SSF/MIDPRICE/4594
Pair
CRV_USDT
Interval
8h
Score
650097
Daily Profit
0.505458
Profit Factor
4.245057
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1883.670000
Evaluation Time
2025-10-11 15:19
Expiration Time
2025-12-06 22:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1180009.488 952115.452 227894.036 7214165.9629 2851145.7171 4363020.2458
Total P&L (%) 1180.0095 952.1155 227.894 7214.166 2851.1457 4363.0202
Avg Daily Profit (%) 0.6264 0.5055 0.121 0.2281 0.1799 0.2019
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121033 -61145 -94430 -4228340 -4228340 -981005
Profit Factor 3.5972 4.2451 2.4161 1.644 1.311 3.1454
Total Trades 58 29 29 58 29 29
Winning Trades 34 15 19 34 15 19
Losing Trades 24 14 10 24 14 10
Profitability (%) 58.6207 51.7241 65.5172 58.6207 51.7241 65.5172
Ratio Avg Win / Avg Loss 2.5392 3.9621 1.2716 1.1605 1.2236 1.6555
Largest Winning Trade 569906 569906 51484 5920770 5920770 2751853
Largest Losing Trade -48821 -37678 -48821 -4228340 -4228340 -621641
Avg Bars in Trades 91 115 67 91 115 67
Avg Bars in Winners 103 135 78 103 135 78
Avg Bars in Losers 75 95 47 75 95 47
Bars Traded 5321 3360 1961 5321 3360 1961
Profit Streak 0 0 119.8467 0 0 119.8467
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159933 650097 -25481 -168101 294659 597075
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760185150935,
    "expiration_time": 1765052064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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": [
        [
            1180009.4880490121,
            952115.452014761,
            227894.036034251,
            7214165.962896097,
            2851145.7170504304,
            4363020.245845668
        ],
        [
            1180.009488,
            952.115452,
            227.894036,
            7214.165963,
            2851.145717,
            4363.020246
        ],
        [
            0.626442,
            0.505458,
            0.120984,
            0.228134,
            0.179852,
            0.201853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121033,
            -61145,
            -94430,
            -4228340,
            -4228340,
            -981005
        ],
        [
            3.597218,
            4.245057,
            2.416097,
            1.644041,
            1.310996,
            3.145424
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            58.62069,
            51.724138,
            65.517241,
            58.62069,
            51.724138,
            65.517241
        ],
        [
            2.539213,
            3.962053,
            1.27163,
            1.160499,
            1.223597,
            1.655486
        ],
        [
            569906,
            569906,
            51484,
            5920770,
            5920770,
            2751853
        ],
        [
            -48821,
            -37678,
            -48821,
            -4228340,
            -4228340,
            -621641
        ],
        [
            91,
            115,
            67,
            91,
            115,
            67
        ],
        [
            103,
            135,
            78,
            103,
            135,
            78
        ],
        [
            75,
            95,
            47,
            75,
            95,
            47
        ],
        [
            5321,
            3360,
            1961,
            5321,
            3360,
            1961
        ],
        [
            0,
            0,
            119.846654,
            0,
            0,
            119.846654
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159933,
            650097,
            -25481,
            -168101,
            294659,
            597075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5651,
    "evaluation_days": 1883.67,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602748800000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760185150935,
    "expiration_time": 1765052064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 185,
            "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)