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Trade: CRV/USDT/360/EMA/MIDPRICE/3224

Strategy
CRV/USDT/360/EMA/MIDPRICE/3224
Pair
CRV_USDT
Interval
6h
Score
592812
Daily Profit
0.408424
Profit Factor
3.150549
Profitability
50.000000
Streak
177.690503
Best Strategy
Training Data Length
1880.250000
Evaluation Time
2025-10-08 07:34
Expiration Time
2025-12-03 11:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 775967.9819 767939.9159 8028.066 643.48 484286.0307 -483642.5506
Total P&L (%) 775.968 767.9399 8.0281 0.6435 484.286 -483.6426
Avg Daily Profit (%) 0.4127 0.4084 0.0043 0.0003 0.0939 0
Buy And Hold Return (%) 41.8715 41.8715 41.8715 41.8715 41.8715 41.8715
Max Trade Drawdown -226704 -106538 -169042 -2020210 -1118174 -1044875
Profit Factor 2.0378 3.1505 1.0206 1.0002 1.3179 0.6725
Total Trades 85 42 43 85 42 43
Winning Trades 45 21 24 45 21 24
Losing Trades 40 21 19 40 21 19
Profitability (%) 52.9412 50 55.814 52.9412 50 55.814
Ratio Avg Win / Avg Loss 1.8114 3.1505 0.8079 0.8891 1.3179 0.5324
Largest Winning Trade 642076 642076 50042 920031 920031 403046
Largest Losing Trade -58370 -48602 -58370 -672444 -616062 -672444
Avg Bars in Trades 82 106 58 82 106 58
Avg Bars in Winners 101 141 66 101 141 66
Avg Bars in Losers 61 71 49 61 71 49
Bars Traded 7002 4471 2531 7002 4471 2531
Profit Streak 125.1905 177.6905 125.1905 125.1905 177.6905 125.1905
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 550655 592812 -551106 -578520 -66750 -579407
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898059490,
    "expiration_time": 1764755208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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": [
        [
            775967.9819224708,
            767939.9158921725,
            8028.0660302986,
            643.4800423351,
            484286.0306753838,
            -483642.5506330489
        ],
        [
            775.967982,
            767.939916,
            8.028066,
            0.64348,
            484.286031,
            -483.642551
        ],
        [
            0.412694,
            0.408424,
            0.00427,
            0.000341,
            0.093926,
            0
        ],
        [
            41.871456,
            41.871456,
            41.871456,
            41.871456,
            41.871456,
            41.871456
        ],
        [
            -226704,
            -106538,
            -169042,
            -2020210,
            -1118174,
            -1044875
        ],
        [
            2.037777,
            3.150549,
            1.020552,
            1.000214,
            1.317927,
            0.672529
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            52.941176,
            50,
            55.813953,
            52.941176,
            50,
            55.813953
        ],
        [
            1.811357,
            3.150549,
            0.807937,
            0.88908,
            1.317927,
            0.532419
        ],
        [
            642076,
            642076,
            50042,
            920031,
            920031,
            403046
        ],
        [
            -58370,
            -48602,
            -58370,
            -672444,
            -616062,
            -672444
        ],
        [
            82,
            106,
            58,
            82,
            106,
            58
        ],
        [
            101,
            141,
            66,
            101,
            141,
            66
        ],
        [
            61,
            71,
            49,
            61,
            71,
            49
        ],
        [
            7002,
            4471,
            2531,
            7002,
            4471,
            2531
        ],
        [
            125.190503,
            177.690503,
            125.190503,
            125.190503,
            177.690503,
            125.190503
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            550655,
            592812,
            -551106,
            -578520,
            -66750,
            -579407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7521,
    "evaluation_days": 1880.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602201600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898059490,
    "expiration_time": 1764755208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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)