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Trade: CRV/USDT/720/ALMA/MIDPOINT/5582

Strategy
CRV/USDT/720/ALMA/MIDPOINT/5582
Pair
CRV_USDT
Interval
12h
Score
617732
Daily Profit
0.267661
Profit Factor
2.988664
Profitability
62.068966
Streak
216.692577
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 07:37
Expiration Time
2025-11-24 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 498326.9691 500928.1316 -2601.1624 -516041.2586 -328054.186 -187987.0726
Total P&L (%) 498.327 500.9281 -2.6012 -516.0413 -328.0542 -187.9871
Avg Daily Profit (%) 0.2663 0.2677 -0.0014 0 0 0
Buy And Hold Return (%) 72.0596 72.0596 72.0596 72.0596 72.0596 72.0596
Max Trade Drawdown -139708 -83158 -68213 -397324 -305504 -107319
Profit Factor 1.8552 2.9887 0.9921 0.3421 0.3339 0.356
Total Trades 58 29 29 58 29 29
Winning Trades 33 18 15 24 11 13
Losing Trades 25 11 14 34 18 16
Profitability (%) 56.8966 62.069 51.7241 41.3793 37.931 44.8276
Ratio Avg Win / Avg Loss 1.4055 1.8264 0.926 0.4847 0.5464 0.4382
Largest Winning Trade 188203 188203 68948 42111 42111 29956
Largest Losing Trade -128658 -53052 -128658 -150491 -150491 -128658
Avg Bars in Trades 58 72 44 58 72 44
Avg Bars in Winners 76 87 63 34 48 23
Avg Bars in Losers 35 48 25 75 87 62
Bars Traded 3411 2113 1298 3411 2113 1298
Profit Streak 216.6926 216.6926 320.1926 0 0 0
Trades During Streak 6 3 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166632 617732 -579243 -763630 -585526 -582844
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120638636,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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": [
        [
            498326.9691322891,
            500928.1315516594,
            -2601.1624193704,
            -516041.2586372205,
            -328054.186002042,
            -187987.0726351784
        ],
        [
            498.326969,
            500.928132,
            -2.601162,
            -516.041259,
            -328.054186,
            -187.987073
        ],
        [
            0.266271,
            0.267661,
            -0.00139,
            0,
            0,
            0
        ],
        [
            72.059553,
            72.059553,
            72.059553,
            72.059553,
            72.059553,
            72.059553
        ],
        [
            -139708,
            -83158,
            -68213,
            -397324,
            -305504,
            -107319
        ],
        [
            1.855248,
            2.988664,
            0.992136,
            0.342147,
            0.333921,
            0.356025
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            33,
            18,
            15,
            24,
            11,
            13
        ],
        [
            25,
            11,
            14,
            34,
            18,
            16
        ],
        [
            56.896552,
            62.068966,
            51.724138,
            41.37931,
            37.931034,
            44.827586
        ],
        [
            1.405491,
            1.826406,
            0.925994,
            0.484708,
            0.546416,
            0.438185
        ],
        [
            188203,
            188203,
            68948,
            42111,
            42111,
            29956
        ],
        [
            -128658,
            -53052,
            -128658,
            -150491,
            -150491,
            -128658
        ],
        [
            58,
            72,
            44,
            58,
            72,
            44
        ],
        [
            76,
            87,
            63,
            34,
            48,
            23
        ],
        [
            35,
            48,
            25,
            75,
            87,
            62
        ],
        [
            3411,
            2113,
            1298,
            3411,
            2113,
            1298
        ],
        [
            216.692577,
            216.692577,
            320.192577,
            0,
            0,
            0
        ],
        [
            6,
            3,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166632,
            617732,
            -579243,
            -763630,
            -585526,
            -582844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604188800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120638636,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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)