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Trade: CRV/USDT/240/MIDPRICE/KCU/8398

Strategy
CRV/USDT/240/MIDPRICE/KCU/8398
Pair
CRV_USDT
Interval
4h
Score
483579
Daily Profit
0.268677
Profit Factor
1.886075
Profitability
53.571429
Streak
30.785601
Best Strategy
Training Data Length
1878.670000
Evaluation Time
2025-10-06 21:51
Expiration Time
2025-12-02 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 504755.0665 502797.7761 1957.2904 126980.7258 183627.4566 -56646.7308
Total P&L (%) 504.7551 502.7978 1.9573 126.9807 183.6275 -56.6467
Avg Daily Profit (%) 0.2687 0.2676 0.001 0.0436 0.0555 -0.0445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143737 -165580 -41638 -860269 -822552 -134098
Profit Factor 1.8861 2.4231 1.009 1.0649 1.1363 0.9072
Total Trades 84 42 42 84 42 42
Winning Trades 45 21 24 45 21 24
Losing Trades 39 21 18 39 21 18
Profitability (%) 53.5714 50 57.1429 53.5714 50 57.1429
Ratio Avg Win / Avg Loss 1.6346 2.4231 0.7568 0.9229 1.1363 0.6804
Largest Winning Trade 227347 227347 45869 620014 620014 99753
Largest Losing Trade -51847 -51847 -35525 -366811 -366811 -118033
Avg Bars in Trades 126 217 36 126 217 36
Avg Bars in Winners 118 210 38 118 210 38
Avg Bars in Losers 136 225 33 136 225 33
Bars Traded 10663 9143 1520 10663 9143 1520
Profit Streak 30.7856 0 37.6189 30.7856 0 37.6189
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483579 477931 -567922 -284237 -189388 -579263
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11272,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759776675905,
    "expiration_time": 1764635904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            504755.0665232341,
            502797.7761304707,
            1957.2903927637,
            126980.7258363295,
            183627.4566277571,
            -56646.7307914278
        ],
        [
            504.755067,
            502.797776,
            1.95729,
            126.980726,
            183.627457,
            -56.646731
        ],
        [
            0.268677,
            0.267635,
            0.001042,
            0.043641,
            0.055506,
            -0.044478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143737,
            -165580,
            -41638,
            -860269,
            -822552,
            -134098
        ],
        [
            1.886075,
            2.423124,
            1.009047,
            1.064861,
            1.136267,
            0.907165
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            53.571429,
            50,
            57.142857,
            53.571429,
            50,
            57.142857
        ],
        [
            1.634598,
            2.423124,
            0.756785,
            0.922879,
            1.136267,
            0.680374
        ],
        [
            227347,
            227347,
            45869,
            620014,
            620014,
            99753
        ],
        [
            -51847,
            -51847,
            -35525,
            -366811,
            -366811,
            -118033
        ],
        [
            126,
            217,
            36,
            126,
            217,
            36
        ],
        [
            118,
            210,
            38,
            118,
            210,
            38
        ],
        [
            136,
            225,
            33,
            136,
            225,
            33
        ],
        [
            10663,
            9143,
            1520,
            10663,
            9143,
            1520
        ],
        [
            30.785601,
            0,
            37.618934,
            30.785601,
            0,
            37.618934
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483579,
            477931,
            -567922,
            -284237,
            -189388,
            -579263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11272,
    "evaluation_days": 1878.67,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1600387200000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759776675905,
    "expiration_time": 1764635904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)