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Trade: CRV/USDT/120/T3/SSF/6261

Strategy
CRV/USDT/120/T3/SSF/6261
Pair
CRV_USDT
Interval
2h
Score
313883
Daily Profit
0.300656
Profit Factor
1.651279
Profitability
40.860215
Streak
0.000000
Best Strategy
Training Data Length
1871.750000
Evaluation Time
2025-09-30 12:59
Expiration Time
2025-12-06 19:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 562752.7565 513836.1381 48916.6184 -10083.0879 205726.5115 -215809.5994
Total P&L (%) 562.7528 513.8361 48.9166 -10.0831 205.7265 -215.8096
Avg Daily Profit (%) 0.3007 0.2745 0.0261 -0.0057 0.0597 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166079 -96744 -143831 -509838 -260378 -301487
Profit Factor 1.6513 2.0968 1.1237 0.9915 1.3377 0.6285
Total Trades 93 47 46 93 47 46
Winning Trades 38 17 21 38 17 21
Losing Trades 55 30 25 55 30 25
Profitability (%) 40.8602 36.1702 45.6522 40.8602 36.1702 45.6522
Ratio Avg Win / Avg Loss 2.39 3.7003 1.3377 1.4351 2.3606 0.7483
Largest Winning Trade 363428 363428 83608 342128 342128 55144
Largest Losing Trade -49294 -38021 -49294 -165698 -165698 -76884
Avg Bars in Trades 238 221 255 238 221 255
Avg Bars in Winners 406 403 409 406 403 409
Avg Bars in Losers 121 117 126 121 117 126
Bars Traded 22149 10388 11761 22149 10388 11761
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 313883 265126 -245516 -582417 -117048 -582395
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22461,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759226364439,
    "expiration_time": 1765041091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.60376
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 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": [
        [
            562752.756542507,
            513836.1381390176,
            48916.6184034894,
            -10083.0878869497,
            205726.5115028752,
            -215809.5993898248
        ],
        [
            562.752757,
            513.836138,
            48.916618,
            -10.083088,
            205.726512,
            -215.809599
        ],
        [
            0.300656,
            0.274522,
            0.026134,
            -0.005678,
            0.059722,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166079,
            -96744,
            -143831,
            -509838,
            -260378,
            -301487
        ],
        [
            1.651279,
            2.096819,
            1.123653,
            0.991528,
            1.337678,
            0.628548
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            40.860215,
            36.170213,
            45.652174,
            40.860215,
            36.170213,
            45.652174
        ],
        [
            2.390009,
            3.700269,
            1.337683,
            1.435107,
            2.360609,
            0.748272
        ],
        [
            363428,
            363428,
            83608,
            342128,
            342128,
            55144
        ],
        [
            -49294,
            -38021,
            -49294,
            -165698,
            -165698,
            -76884
        ],
        [
            238,
            221,
            255,
            238,
            221,
            255
        ],
        [
            406,
            403,
            409,
            406,
            403,
            409
        ],
        [
            121,
            117,
            126,
            121,
            117,
            126
        ],
        [
            22149,
            10388,
            11761,
            22149,
            10388,
            11761
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313883,
            265126,
            -245516,
            -582417,
            -117048,
            -582395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22461,
    "evaluation_days": 1871.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599048000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759226364439,
    "expiration_time": 1765041091200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.60376
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 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)