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Trade: CRV/USDT/720/ALMA/SSF/8131

Strategy
CRV/USDT/720/ALMA/SSF/8131
Pair
CRV_USDT
Interval
12h
Score
327355
Daily Profit
0.219412
Profit Factor
2.091744
Profitability
41.666667
Streak
143.236343
Best Strategy
Training Data Length
1867.000000
Evaluation Time
2025-09-26 08:40
Expiration Time
2025-11-19 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431335.419 409643.0937 21692.3254 -13054.5098 47726.3646 -60780.8744
Total P&L (%) 431.3354 409.6431 21.6923 -13.0545 47.7264 -60.7809
Avg Daily Profit (%) 0.231 0.2194 0.0116 -0.0075 0.0209 -0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187380 -120311 -148598 -181169 -120063 -160695
Profit Factor 1.6036 2.0917 1.0639 0.9652 1.2723 0.6956
Total Trades 73 36 37 73 36 37
Winning Trades 36 15 21 36 15 21
Losing Trades 37 21 16 37 21 16
Profitability (%) 49.3151 41.6667 56.7568 49.3151 41.6667 56.7568
Ratio Avg Win / Avg Loss 1.6482 2.9284 0.8106 0.992 1.7813 0.53
Largest Winning Trade 282087 282087 47520 96100 96100 47520
Largest Losing Trade -55045 -45951 -55045 -86157 -67975 -86157
Avg Bars in Trades 49 54 45 49 54 45
Avg Bars in Winners 57 64 51 57 64 51
Avg Bars in Losers 42 46 37 42 46 37
Bars Traded 3648 1958 1690 3648 1958 1690
Profit Streak 143.2363 143.2363 149.7363 143.2363 143.2363 149.7363
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64270 327355 -333108 -655970 -168117 -578933

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865220064,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            431335.419042094,
            409643.0936870828,
            21692.3253550113,
            -13054.5097921301,
            47726.3646060546,
            -60780.8743981846
        ],
        [
            431.335419,
            409.643094,
            21.692325,
            -13.05451,
            47.726365,
            -60.780874
        ],
        [
            0.231031,
            0.219412,
            0.011619,
            -0.007492,
            0.020902,
            -0.050122
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187380,
            -120311,
            -148598,
            -181169,
            -120063,
            -160695
        ],
        [
            1.603636,
            2.091744,
            1.063924,
            0.965182,
            1.272348,
            0.695632
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            49.315068,
            41.666667,
            56.756757,
            49.315068,
            41.666667,
            56.756757
        ],
        [
            1.648181,
            2.928442,
            0.810609,
            0.991993,
            1.781287,
            0.530006
        ],
        [
            282087,
            282087,
            47520,
            96100,
            96100,
            47520
        ],
        [
            -55045,
            -45951,
            -55045,
            -86157,
            -67975,
            -86157
        ],
        [
            49,
            54,
            45,
            49,
            54,
            45
        ],
        [
            57,
            64,
            51,
            57,
            64,
            51
        ],
        [
            42,
            46,
            37,
            42,
            46,
            37
        ],
        [
            3648,
            1958,
            1690,
            3648,
            1958,
            1690
        ],
        [
            143.236343,
            143.236343,
            149.736343,
            143.236343,
            143.236343,
            149.736343
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64270,
            327355,
            -333108,
            -655970,
            -168117,
            -578933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3734,
    "evaluation_days": 1867,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600257600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865220064,
    "expiration_time": 1763554464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    }
}

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)