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Trade: CRV/USDT/240/DCM/MIDPRICE/6878

Strategy
CRV/USDT/240/DCM/MIDPRICE/6878
Pair
CRV_USDT
Interval
4h
Score
398798
Daily Profit
0.314444
Profit Factor
3.009727
Profitability
38.775510
Streak
171.885782
Best Strategy
Training Data Length
1866.500000
Evaluation Time
2025-09-25 16:15
Expiration Time
2025-11-19 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629075.7463 586909.3182 42166.4281 456463.6042 796858.9533 -340395.3491
Total P&L (%) 629.0757 586.9093 42.1664 456.4636 796.859 -340.3953
Avg Daily Profit (%) 0.337 0.3144 0.0226 0.092 0.1176 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99174 -44509 -78628 -1100822 -372748 -901874
Profit Factor 1.9683 3.0097 1.1179 1.1389 1.5503 0.8147
Total Trades 98 49 49 98 49 49
Winning Trades 41 19 22 41 19 22
Losing Trades 57 30 27 57 30 27
Profitability (%) 41.8367 38.7755 44.898 41.8367 38.7755 44.898
Ratio Avg Win / Avg Loss 2.7365 4.7522 1.372 1.5834 2.4478 0.9999
Largest Winning Trade 317236 317236 53097 948435 948435 246943
Largest Losing Trade -53354 -26681 -53354 -490216 -206160 -490216
Avg Bars in Trades 106 94 118 106 94 118
Avg Bars in Winners 172 166 178 172 166 178
Avg Bars in Losers 58 49 69 58 49 69
Bars Traded 10427 4643 5784 10427 4643 5784
Profit Streak 76.3858 171.8858 0 76.3858 171.8858 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381325 398798 -257426 -139080 -36550 -582665

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806131574,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            629075.7463371023,
            586909.3181897914,
            42166.4281473112,
            456463.6042280593,
            796858.9533356987,
            -340395.3491076396
        ],
        [
            629.075746,
            586.909318,
            42.166428,
            456.463604,
            796.858953,
            -340.395349
        ],
        [
            0.337035,
            0.314444,
            0.022591,
            0.092002,
            0.117601,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99174,
            -44509,
            -78628,
            -1100822,
            -372748,
            -901874
        ],
        [
            1.968338,
            3.009727,
            1.117912,
            1.138935,
            1.550274,
            0.814734
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            41.836735,
            38.77551,
            44.897959,
            41.836735,
            38.77551,
            44.897959
        ],
        [
            2.73647,
            4.7522,
            1.371983,
            1.583398,
            2.447801,
            0.999901
        ],
        [
            317236,
            317236,
            53097,
            948435,
            948435,
            246943
        ],
        [
            -53354,
            -26681,
            -53354,
            -490216,
            -206160,
            -490216
        ],
        [
            106,
            94,
            118,
            106,
            94,
            118
        ],
        [
            172,
            166,
            178,
            172,
            166,
            178
        ],
        [
            58,
            49,
            69,
            58,
            49,
            69
        ],
        [
            10427,
            4643,
            5784,
            10427,
            4643,
            5784
        ],
        [
            76.385782,
            171.885782,
            0,
            76.385782,
            171.885782,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381325,
            398798,
            -257426,
            -139080,
            -36550,
            -582665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11199,
    "evaluation_days": 1866.5,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599408000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758806131574,
    "expiration_time": 1763553168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)