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Trade: CRV/USDT/360/SSF/KCB/4325

Strategy
CRV/USDT/360/SSF/KCB/4325
Pair
CRV_USDT
Interval
6h
Score
503020
Daily Profit
0.354975
Profit Factor
3.090939
Profitability
43.333333
Streak
325.868672
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 17:50
Expiration Time
2025-11-19 14:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 728411.3656 662649.8671 65761.4985 359727.182 506732.0697 -147004.8877
Total P&L (%) 728.4114 662.6499 65.7615 359.7272 506.7321 -147.0049
Avg Daily Profit (%) 0.3902 0.355 0.0352 0.0818 0.0966 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -288120 -152793 -168370 -544504 -214905 -343056
Profit Factor 2.2534 3.0909 1.2489 1.5536 2.8604 0.6105
Total Trades 61 30 31 61 30 31
Winning Trades 29 13 16 29 13 16
Losing Trades 32 17 15 32 17 15
Profitability (%) 47.541 43.3333 51.6129 47.541 43.3333 51.6129
Ratio Avg Win / Avg Loss 2.4865 4.042 1.1708 1.7144 3.7405 0.5723
Largest Winning Trade 347187 347187 50713 353523 353523 52209
Largest Losing Trade -56171 -45609 -56171 -229598 -86417 -229598
Avg Bars in Trades 114 124 104 114 124 104
Avg Bars in Winners 159 181 142 159 181 142
Avg Bars in Losers 72 81 63 72 81 63
Bars Traded 6966 3735 3231 6966 3735 3231
Profit Streak 324.3687 325.8687 324.3687 324.3687 325.8687 324.3687
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151596 503020 -144832 -246609 -59388 -579263

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600106400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898253270,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            728411.3656483724,
            662649.8671073888,
            65761.4985409836,
            359727.1820285246,
            506732.0697355873,
            -147004.8877070627
        ],
        [
            728.411366,
            662.649867,
            65.761499,
            359.727182,
            506.73207,
            -147.004888
        ],
        [
            0.390203,
            0.354975,
            0.035228,
            0.081751,
            0.096627,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -288120,
            -152793,
            -168370,
            -544504,
            -214905,
            -343056
        ],
        [
            2.253412,
            3.090939,
            1.248882,
            1.553629,
            2.860375,
            0.610459
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            47.540984,
            43.333333,
            51.612903,
            47.540984,
            43.333333,
            51.612903
        ],
        [
            2.486524,
            4.041997,
            1.170827,
            1.71435,
            3.74049,
            0.572306
        ],
        [
            347187,
            347187,
            50713,
            353523,
            353523,
            52209
        ],
        [
            -56171,
            -45609,
            -56171,
            -229598,
            -86417,
            -229598
        ],
        [
            114,
            124,
            104,
            114,
            124,
            104
        ],
        [
            159,
            181,
            142,
            159,
            181,
            142
        ],
        [
            72,
            81,
            63,
            72,
            81,
            63
        ],
        [
            6966,
            3735,
            3231,
            6966,
            3735,
            3231
        ],
        [
            324.368672,
            325.868672,
            324.368672,
            324.368672,
            325.868672,
            324.368672
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151596,
            503020,
            -144832,
            -246609,
            -59388,
            -579263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7467,
    "evaluation_days": 1866.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1600106400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898253270,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 243,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)