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Trade: CRV/USDT/720/SSF/SMA/9488

Strategy
CRV/USDT/720/SSF/SMA/9488
Pair
CRV_USDT
Interval
12h
Score
304578
Daily Profit
0.303267
Profit Factor
1.497851
Profitability
39.644970
Streak
0.000000
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 09:40
Expiration Time
2025-12-04 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570597.1243 536700.6768 33896.4475 -34221.9958 505874.6196 -540096.6154
Total P&L (%) 570.5971 536.7007 33.8964 -34.222 505.8746 -540.0966
Avg Daily Profit (%) 0.3033 0.2853 0.018 -0.0223 0.0958 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -316149 -168144 -185538 -1371699 -636934 -797565
Profit Factor 1.4979 1.8628 1.0647 0.9873 1.3906 0.6121
Total Trades 169 84 85 169 84 85
Winning Trades 67 30 37 67 30 37
Losing Trades 102 54 48 102 54 48
Profitability (%) 39.645 35.7143 43.5294 39.645 35.7143 43.5294
Ratio Avg Win / Avg Loss 2.2803 3.353 1.3812 1.503 2.5031 0.7941
Largest Winning Trade 302869 302869 71131 608268 608268 175116
Largest Losing Trade -49950 -49950 -44076 -433153 -218118 -433153
Avg Bars in Trades 22 22 21 22 22 21
Avg Bars in Winners 34 37 31 34 37 31
Avg Bars in Losers 14 14 13 14 14 13
Bars Traded 3727 1915 1812 3727 1915 1812
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304578 241006 -323490 -580864 -68522 -583343
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598529600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759992033198,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            570597.124273672,
            536700.6768043801,
            33896.4474692919,
            -34221.995802603,
            505874.6196327404,
            -540096.6154353432
        ],
        [
            570.597124,
            536.700677,
            33.896447,
            -34.221996,
            505.87462,
            -540.096615
        ],
        [
            0.303267,
            0.285251,
            0.018016,
            -0.022261,
            0.095794,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -316149,
            -168144,
            -185538,
            -1371699,
            -636934,
            -797565
        ],
        [
            1.497851,
            1.862754,
            1.064683,
            0.987267,
            1.390584,
            0.612126
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            102,
            54,
            48,
            102,
            54,
            48
        ],
        [
            39.64497,
            35.714286,
            43.529412,
            39.64497,
            35.714286,
            43.529412
        ],
        [
            2.28031,
            3.352957,
            1.38121,
            1.503003,
            2.503052,
            0.794109
        ],
        [
            302869,
            302869,
            71131,
            608268,
            608268,
            175116
        ],
        [
            -49950,
            -49950,
            -44076,
            -433153,
            -218118,
            -433153
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            3727,
            1915,
            1812,
            3727,
            1915,
            1812
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304578,
            241006,
            -323490,
            -580864,
            -68522,
            -583343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1598529600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759992033198,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)