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Trade: CRV/USDT/120/RMA/MIDPRICE/8222

Strategy
CRV/USDT/120/RMA/MIDPRICE/8222
Pair
CRV_USDT
Interval
2h
Score
312518
Daily Profit
0.195468
Profit Factor
1.492911
Profitability
45.774648
Streak
23.303861
Best Strategy
Training Data Length
1878.250000
Evaluation Time
2025-10-07 00:17
Expiration Time
2025-12-13 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316782.5242 367137.569 -50355.0448 -105994.692 -72285.9482 -33708.7438
Total P&L (%) 316.7825 367.1376 -50.355 -105.9947 -72.2859 -33.7087
Avg Daily Profit (%) 0.1687 0.1955 -0.0268 0 -0.0683 -0.0219
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159850 -73452 -280866 -104286 -29299 -43021
Profit Factor 1.1999 1.4929 0.94 0.4144 0.3577 0.5076
Total Trades 284 142 142 284 142 142
Winning Trades 133 65 68 138 70 68
Losing Trades 151 77 74 146 72 74
Profitability (%) 46.831 45.7746 47.8873 48.5915 49.2958 47.8873
Ratio Avg Win / Avg Loss 1.3623 1.7685 1.023 0.4384 0.3679 0.5524
Largest Winning Trade 112117 112117 44784 23889 23889 13443
Largest Losing Trade -111025 -47863 -111025 -45741 -45741 -41404
Avg Bars in Trades 78 89 67 78 89 67
Avg Bars in Winners 97 113 83 65 75 55
Avg Bars in Losers 61 69 52 90 103 78
Bars Traded 22252 12736 9516 22252 12736 9516
Profit Streak 23.3039 23.3039 115.7205 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 288208 312518 -579152 -579840 -581229 -581777
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22539,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759785453558,
    "expiration_time": 1765622908800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "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": [
        [
            316782.5242166539,
            367137.5690494151,
            -50355.0448327612,
            -105994.6920185616,
            -72285.9481812349,
            -33708.7438373268
        ],
        [
            316.782524,
            367.137569,
            -50.355045,
            -105.994692,
            -72.285948,
            -33.708744
        ],
        [
            0.168658,
            0.195468,
            -0.02681,
            0,
            -0.068297,
            -0.021886
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159850,
            -73452,
            -280866,
            -104286,
            -29299,
            -43021
        ],
        [
            1.199901,
            1.492911,
            0.940044,
            0.414381,
            0.357656,
            0.507623
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            133,
            65,
            68,
            138,
            70,
            68
        ],
        [
            151,
            77,
            74,
            146,
            72,
            74
        ],
        [
            46.830986,
            45.774648,
            47.887324,
            48.591549,
            49.295775,
            47.887324
        ],
        [
            1.362294,
            1.768525,
            1.022989,
            0.438403,
            0.367875,
            0.552414
        ],
        [
            112117,
            112117,
            44784,
            23889,
            23889,
            13443
        ],
        [
            -111025,
            -47863,
            -111025,
            -45741,
            -45741,
            -41404
        ],
        [
            78,
            89,
            67,
            78,
            89,
            67
        ],
        [
            97,
            113,
            83,
            65,
            75,
            55
        ],
        [
            61,
            69,
            52,
            90,
            103,
            78
        ],
        [
            22252,
            12736,
            9516,
            22252,
            12736,
            9516
        ],
        [
            23.30386,
            23.303861,
            115.720527,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            288208,
            312518,
            -579152,
            -579840,
            -581229,
            -581777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22539,
    "evaluation_days": 1878.25,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599134400000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759785453558,
    "expiration_time": 1765622908800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 233,
            "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)