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Trade: CRV/USDT/360/SSF/DCM/6957

Strategy
CRV/USDT/360/SSF/DCM/6957
Pair
CRV_USDT
Interval
6h
Score
586493
Daily Profit
0.296826
Profit Factor
2.720406
Profitability
56.756757
Streak
238.922351
Best Strategy
Training Data Length
1872.000000
Evaluation Time
2025-09-30 01:08
Expiration Time
2025-11-24 23:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634909.0206 555658.3839 79250.6367 435247.0882 397393.2208 37853.8674
Total P&L (%) 634.909 555.6584 79.2506 435.2471 397.3932 37.8539
Avg Daily Profit (%) 0.3392 0.2968 0.0423 0.0897 0.0857 0.0172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167297 -55969 -165954 -374873 -321516 -218749
Profit Factor 1.9952 2.7204 1.2516 1.3782 1.596 1.0782
Total Trades 75 37 38 75 37 38
Winning Trades 42 21 21 42 21 21
Losing Trades 33 16 17 33 16 17
Profitability (%) 56 56.7568 55.2632 56 56.7568 55.2632
Ratio Avg Win / Avg Loss 1.5677 2.0727 1.0132 1.0829 1.216 0.8728
Largest Winning Trade 327389 327389 47066 416395 416395 123459
Largest Losing Trade -50541 -50541 -41967 -321516 -321516 -91278
Avg Bars in Trades 92 115 70 92 115 70
Avg Bars in Winners 96 110 81 96 110 81
Avg Bars in Losers 88 121 56 88 121 56
Bars Traded 6956 4277 2679 6956 4277 2679
Profit Streak 65.1724 238.9224 65.1724 65.1724 238.9224 65.1724
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46231 586493 -135317 -131957 -74368 -307263
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7488,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759183691171,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 189,
            "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": [
        [
            634909.0205920612,
            555658.3839278936,
            79250.6366641677,
            435247.0882393483,
            397393.2207937011,
            37853.8674456472
        ],
        [
            634.909021,
            555.658384,
            79.250637,
            435.247088,
            397.393221,
            37.853867
        ],
        [
            0.339161,
            0.296826,
            0.042335,
            0.089653,
            0.085732,
            0.01715
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167297,
            -55969,
            -165954,
            -374873,
            -321516,
            -218749
        ],
        [
            1.995246,
            2.720406,
            1.25162,
            1.378203,
            1.595961,
            1.078208
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            56,
            56.756757,
            55.263158,
            56,
            56.756757,
            55.263158
        ],
        [
            1.567693,
            2.072691,
            1.013217,
            1.082874,
            1.21597,
            0.872835
        ],
        [
            327389,
            327389,
            47066,
            416395,
            416395,
            123459
        ],
        [
            -50541,
            -50541,
            -41967,
            -321516,
            -321516,
            -91278
        ],
        [
            92,
            115,
            70,
            92,
            115,
            70
        ],
        [
            96,
            110,
            81,
            96,
            110,
            81
        ],
        [
            88,
            121,
            56,
            88,
            121,
            56
        ],
        [
            6956,
            4277,
            2679,
            6956,
            4277,
            2679
        ],
        [
            65.172351,
            238.922351,
            65.172351,
            65.172351,
            238.922352,
            65.172352
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46231,
            586493,
            -135317,
            -131957,
            -74368,
            -307263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7488,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759183691171,
    "expiration_time": 1764021024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 125,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 189,
            "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)