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Trade: CRV/USDT/720/MIDPOINT/DCM/9893

Strategy
CRV/USDT/720/MIDPOINT/DCM/9893
Pair
CRV_USDT
Interval
12h
Score
533981
Daily Profit
0.238987
Profit Factor
2.339510
Profitability
57.777778
Streak
282.930595
Best Strategy
Training Data Length
1872.000000
Evaluation Time
2025-09-30 01:20
Expiration Time
2025-11-24 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478422.8704 447383.9348 31038.9356 -652117.1767 21640.0034 -673757.1801
Total P&L (%) 478.4229 447.3839 31.0389 -652.1172 21.64 -673.7572
Avg Daily Profit (%) 0.2556 0.239 0.0166 0 0.0105 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -343700 -176517 -181055 -1203953 -555302 -683178
Profit Factor 1.678 2.3395 1.0835 0.6267 1.0275 0.2974
Total Trades 91 45 46 91 45 46
Winning Trades 49 26 23 41 23 18
Losing Trades 42 19 23 50 22 28
Profitability (%) 53.8462 57.7778 50 45.0549 51.1111 39.1304
Ratio Avg Win / Avg Loss 1.4382 1.7096 1.0835 0.7643 0.9828 0.4626
Largest Winning Trade 120417 120417 47503 229928 229928 96628
Largest Losing Trade -129513 -57015 -129513 -319823 -177163 -319823
Avg Bars in Trades 37 42 33 37 42 33
Avg Bars in Winners 42 37 47 31 41 18
Avg Bars in Losers 33 50 18 43 44 42
Bars Traded 3450 1923 1528 3450 1923 1528
Profit Streak 143.9306 282.9306 143.9306 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442354 533981 -301352 -582458 -376430 -584931
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184403421,
    "expiration_time": 1763999424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "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": [
        [
            478422.8704158927,
            447383.9348305522,
            31038.9355853408,
            -652117.1766780433,
            21640.0034129481,
            -673757.1800909915
        ],
        [
            478.42287,
            447.383935,
            31.038936,
            -652.117177,
            21.640003,
            -673.75718
        ],
        [
            0.255568,
            0.238987,
            0.016581,
            0,
            0.010465,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -343700,
            -176517,
            -181055,
            -1203953,
            -555302,
            -683178
        ],
        [
            1.677952,
            2.33951,
            1.083506,
            0.626742,
            1.027456,
            0.297375
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            49,
            26,
            23,
            41,
            23,
            18
        ],
        [
            42,
            19,
            23,
            50,
            22,
            28
        ],
        [
            53.846154,
            57.777778,
            50,
            45.054945,
            51.111111,
            39.130435
        ],
        [
            1.438244,
            1.709642,
            1.083506,
            0.76432,
            0.982784,
            0.462584
        ],
        [
            120417,
            120417,
            47503,
            229928,
            229928,
            96628
        ],
        [
            -129513,
            -57015,
            -129513,
            -319823,
            -177163,
            -319823
        ],
        [
            37,
            42,
            33,
            37,
            42,
            33
        ],
        [
            42,
            37,
            47,
            31,
            41,
            18
        ],
        [
            33,
            50,
            18,
            43,
            44,
            42
        ],
        [
            3450,
            1923,
            1528,
            3450,
            1923,
            1528
        ],
        [
            143.930595,
            282.930595,
            143.930595,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442354,
            533981,
            -301352,
            -582458,
            -376430,
            -584931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3744,
    "evaluation_days": 1872,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184403421,
    "expiration_time": 1763999424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "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)