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Trade: CRV/USDT/120/MIDPRICE/KCU/8808

Strategy
CRV/USDT/120/MIDPRICE/KCU/8808
Pair
CRV_USDT
Interval
2h
Score
501472
Daily Profit
0.250119
Profit Factor
2.378310
Profitability
60.606061
Streak
0.000000
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-08 07:03
Expiration Time
2025-12-14 19:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506438.4265 470098.8096 36339.6169 174309.3456 139082.0997 35227.2459
Total P&L (%) 506.4384 470.0988 36.3396 174.3093 139.0821 35.2272
Avg Daily Profit (%) 0.2695 0.2501 0.0193 0.0537 0.0464 0.0161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179324 -171691 -10567 -1286912 -1217775 -78311
Profit Factor 2.3402 2.3783 1.987 1.0991 1.0875 1.2078
Total Trades 67 33 34 67 33 34
Winning Trades 40 20 20 40 20 20
Losing Trades 27 13 14 27 13 14
Profitability (%) 59.7015 60.6061 58.8235 59.7015 60.6061 58.8235
Ratio Avg Win / Avg Loss 1.5796 1.5459 1.3909 0.7419 0.7069 0.8454
Largest Winning Trade 275604 275604 10800 719533 719533 101853
Largest Losing Trade -72586 -72586 -6393 -904614 -904614 -78311
Avg Bars in Trades 314 633 4 314 633 4
Avg Bars in Winners 219 434 4 219 434 4
Avg Bars in Losers 454 938 4 454 938 4
Bars Traded 21044 20889 155 21044 20889 155
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 -106654 501472 -165505 -354153 -255567 -174784
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22554,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597809600000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759896224224,
    "expiration_time": 1765734796800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 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": [
        [
            506438.4264973763,
            470098.8095987806,
            36339.6168985959,
            174309.3455728523,
            139082.099713681,
            35227.2458591709
        ],
        [
            506.438426,
            470.09881,
            36.339617,
            174.309346,
            139.0821,
            35.227246
        ],
        [
            0.269454,
            0.250119,
            0.019335,
            0.053703,
            0.046387,
            0.016058
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179324,
            -171691,
            -10567,
            -1286912,
            -1217775,
            -78311
        ],
        [
            2.340184,
            2.37831,
            1.986998,
            1.099077,
            1.087485,
            1.207753
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            59.701493,
            60.606061,
            58.823529,
            59.701493,
            60.606061,
            58.823529
        ],
        [
            1.579624,
            1.545902,
            1.390899,
            0.741877,
            0.706866,
            0.845427
        ],
        [
            275604,
            275604,
            10800,
            719533,
            719533,
            101853
        ],
        [
            -72586,
            -72586,
            -6393,
            -904614,
            -904614,
            -78311
        ],
        [
            314,
            633,
            4,
            314,
            633,
            4
        ],
        [
            219,
            434,
            4,
            219,
            434,
            4
        ],
        [
            454,
            938,
            4,
            454,
            938,
            4
        ],
        [
            21044,
            20889,
            155,
            21044,
            20889,
            155
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106654,
            501472,
            -165505,
            -354153,
            -255567,
            -174784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22554,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1597809600000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759896224224,
    "expiration_time": 1765734796800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 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)