← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CRV/USDT/120/MIDPRICE/SMA/2302

Strategy
CRV/USDT/120/MIDPRICE/SMA/2302
Pair
CRV_USDT
Interval
2h
Score
310010
Daily Profit
0.181408
Profit Factor
1.531496
Profitability
45.299145
Streak
12.839252
Best Strategy
Training Data Length
1876.170000
Evaluation Time
2025-10-04 23:08
Expiration Time
2025-12-11 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 382808.2707 340352.971 42455.2997 -27072.1562 34438.9232 -61511.0793
Total P&L (%) 382.8083 340.353 42.4553 -27.0722 34.4389 -61.5111
Avg Daily Profit (%) 0.204 0.1814 0.0226 -0.0168 0.0158 -0.0509
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155014 -74795 -243609 -120520 -26392 -118458
Profit Factor 1.2978 1.5315 1.0658 0.9449 1.157 0.774
Total Trades 234 117 117 234 117 117
Winning Trades 107 53 54 107 53 54
Losing Trades 127 64 63 127 64 63
Profitability (%) 45.7265 45.2991 46.1538 45.7265 45.2991 46.1538
Ratio Avg Win / Avg Loss 1.5404 1.8494 1.2435 1.1215 1.3971 0.903
Largest Winning Trade 170105 170105 82523 64146 64146 56947
Largest Losing Trade -52757 -38274 -52757 -62931 -30991 -62931
Avg Bars in Trades 95 85 105 95 85 105
Avg Bars in Winners 125 115 135 125 115 135
Avg Bars in Losers 69 60 79 69 60 79
Bars Traded 22284 9958 12326 22284 9958 12326
Profit Streak 0 12.8393 0 0 12.8393 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302399 310010 -314488 -579548 -223829 -582516
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22514,
    "evaluation_days": 1876.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608511397,
    "expiration_time": 1765436428800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "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": [
        [
            382808.2706762041,
            340352.970987869,
            42455.299688335,
            -27072.1561736342,
            34438.923166147,
            -61511.0793397813
        ],
        [
            382.808271,
            340.352971,
            42.4553,
            -27.072156,
            34.438923,
            -61.511079
        ],
        [
            0.204037,
            0.181408,
            0.022629,
            -0.016825,
            0.015775,
            -0.050878
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155014,
            -74795,
            -243609,
            -120520,
            -26392,
            -118458
        ],
        [
            1.297844,
            1.531496,
            1.065833,
            0.944925,
            1.156952,
            0.773962
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            45.726496,
            45.299145,
            46.153846,
            45.726496,
            45.299145,
            46.153846
        ],
        [
            1.540431,
            1.849354,
            1.243471,
            1.121546,
            1.397075,
            0.902956
        ],
        [
            170105,
            170105,
            82523,
            64146,
            64146,
            56947
        ],
        [
            -52757,
            -38274,
            -52757,
            -62931,
            -30991,
            -62931
        ],
        [
            95,
            85,
            105,
            95,
            85,
            105
        ],
        [
            125,
            115,
            135,
            125,
            115,
            135
        ],
        [
            69,
            60,
            79,
            69,
            60,
            79
        ],
        [
            22284,
            9958,
            12326,
            22284,
            9958,
            12326
        ],
        [
            0,
            12.839252,
            0,
            0,
            12.839252,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302399,
            310010,
            -314488,
            -579548,
            -223829,
            -582516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22514,
    "evaluation_days": 1876.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598832000000,
    "last_datapoint_time": 1759600800000,
    "evaluation_time": 1759608511397,
    "expiration_time": 1765436428800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "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)