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Trade: CRV/USDT/720/SMA/MIDPRICE/2876

Strategy
CRV/USDT/720/SMA/MIDPRICE/2876
Pair
CRV_USDT
Interval
12h
Score
539691
Daily Profit
0.475393
Profit Factor
3.651156
Profitability
42.857143
Streak
171.040278
Best Strategy
Training Data Length
1874.000000
Evaluation Time
2025-10-01 15:58
Expiration Time
2025-11-26 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024949.6842 890886.3728 134063.3114 1721522.6341 1439263.6752 282258.9589
Total P&L (%) 1024.9497 890.8864 134.0633 1721.5226 1439.2637 282.259
Avg Daily Profit (%) 0.5469 0.4754 0.0715 0.155 0.146 0.0716
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170379 -128044 -123174 -1228774 -877800 -667718
Profit Factor 2.6796 3.6512 1.4889 1.4876 1.7442 1.1768
Total Trades 71 35 36 71 35 36
Winning Trades 34 15 19 34 15 19
Losing Trades 37 20 17 37 20 17
Profitability (%) 47.8873 42.8571 52.7778 47.8873 42.8571 52.7778
Ratio Avg Win / Avg Loss 2.916 4.8682 1.3322 1.6188 2.3257 1.0529
Largest Winning Trade 484672 484672 53209 1194104 1194104 513959
Largest Losing Trade -47628 -40355 -47628 -841172 -841172 -392084
Avg Bars in Trades 48 62 35 48 62 35
Avg Bars in Winners 64 83 48 64 83 48
Avg Bars in Losers 35 47 20 35 47 20
Bars Traded 3470 2203 1268 3470 2203 1268
Profit Streak 118.0403 171.0403 118.0403 118.0403 171.0403 118.0403
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75026 539691 -95260 -81146 121216 -122535
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323479989,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            1024949.6841814152,
            890886.3727599313,
            134063.3114214843,
            1721522.63414394,
            1439263.6752346028,
            282258.9589093368
        ],
        [
            1024.949684,
            890.886373,
            134.063311,
            1721.522634,
            1439.263675,
            282.258959
        ],
        [
            0.546932,
            0.475393,
            0.071539,
            0.15499,
            0.145992,
            0.07158
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170379,
            -128044,
            -123174,
            -1228774,
            -877800,
            -667718
        ],
        [
            2.6796,
            3.651156,
            1.48893,
            1.487586,
            1.744245,
            1.17676
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            47.887324,
            42.857143,
            52.777778,
            47.887324,
            42.857143,
            52.777778
        ],
        [
            2.916035,
            4.868208,
            1.3322,
            1.618843,
            2.32566,
            1.05289
        ],
        [
            484672,
            484672,
            53209,
            1194104,
            1194104,
            513959
        ],
        [
            -47628,
            -40355,
            -47628,
            -841172,
            -841172,
            -392084
        ],
        [
            48,
            62,
            35,
            48,
            62,
            35
        ],
        [
            64,
            83,
            48,
            64,
            83,
            48
        ],
        [
            35,
            47,
            20,
            35,
            47,
            20
        ],
        [
            3470,
            2203,
            1268,
            3470,
            2203,
            1268
        ],
        [
            118.040278,
            171.040278,
            118.040278,
            118.040278,
            171.040278,
            118.040278
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75026,
            539691,
            -95260,
            -81146,
            121216,
            -122535
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3748,
    "evaluation_days": 1874,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323479989,
    "expiration_time": 1764177408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)