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Trade: CRV/USDT/720/DEMA/HILO/9717

Strategy
CRV/USDT/720/DEMA/HILO/9717
Pair
CRV_USDT
Interval
12h
Score
590378
Daily Profit
0.545468
Profit Factor
2.217183
Profitability
50.000000
Streak
55.084777
Best Strategy
Training Data Length
1884.000000
Evaluation Time
2025-10-11 17:02
Expiration Time
2025-12-07 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1027662.2071 977494.5799 50167.6272 385046.308 749554.9872 -364508.6792
Total P&L (%) 1027.6622 977.4946 50.1676 385.0463 749.555 -364.5087
Avg Daily Profit (%) 0.5455 0.5188 0.0266 0.0839 0.1136 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233837 -158416 -117881 -3261664 -2041263 -1615154
Profit Factor 2.2172 3.0085 1.1403 1.0571 1.1958 0.875
Total Trades 132 66 66 132 66 66
Winning Trades 66 32 34 66 32 34
Losing Trades 66 34 32 66 34 32
Profitability (%) 50 48.4848 51.5152 50 48.4848 51.5152
Ratio Avg Win / Avg Loss 2.2172 3.1965 1.0732 1.0571 1.2705 0.8235
Largest Winning Trade 693463 693463 49837 693463 693463 386256
Largest Losing Trade -58129 -43756 -58129 -1173308 -1173308 -1061308
Avg Bars in Trades 27 27 27 27 27 27
Avg Bars in Winners 33 36 31 33 36 31
Avg Bars in Losers 21 19 22 21 19 22
Bars Traded 3604 1814 1790 3604 1814 1790
Profit Streak 55.0848 0 78.5848 55.0848 0 78.5848
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 590378 -107982 -347577 -237548 -170548 -703520
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191324723,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "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": [
        [
            1027662.2071411519,
            977494.5798942873,
            50167.6272468643,
            385046.3080053071,
            749554.9872489079,
            -364508.6792436016
        ],
        [
            1027.662207,
            977.49458,
            50.167627,
            385.046308,
            749.554987,
            -364.508679
        ],
        [
            0.545468,
            0.51884,
            0.026628,
            0.08385,
            0.113628,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233837,
            -158416,
            -117881,
            -3261664,
            -2041263,
            -1615154
        ],
        [
            2.217183,
            3.00845,
            1.140288,
            1.057087,
            1.195778,
            0.875011
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            50,
            48.484848,
            51.515152,
            50,
            48.484848,
            51.515152
        ],
        [
            2.217183,
            3.196478,
            1.073212,
            1.057087,
            1.270514,
            0.823539
        ],
        [
            693463,
            693463,
            49837,
            693463,
            693463,
            386256
        ],
        [
            -58129,
            -43756,
            -58129,
            -1173308,
            -1173308,
            -1061308
        ],
        [
            27,
            27,
            27,
            27,
            27,
            27
        ],
        [
            33,
            36,
            31,
            33,
            36,
            31
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            3604,
            1814,
            1790,
            3604,
            1814,
            1790
        ],
        [
            55.084777,
            0,
            78.584777,
            55.084777,
            0,
            78.584777
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            590378,
            -107982,
            -347577,
            -237548,
            -170548,
            -703520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3768,
    "evaluation_days": 1884,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601856000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191324723,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "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)