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Trade: CRV/USDT/120/ALMA/MIDPRICE/5048

Strategy
CRV/USDT/120/ALMA/MIDPRICE/5048
Pair
CRV_USDT
Interval
2h
Score
310137
Daily Profit
0.245397
Profit Factor
1.285212
Profitability
48.076923
Streak
0.000000
Best Strategy
Training Data Length
1883.170000
Evaluation Time
2025-10-11 21:46
Expiration Time
2025-12-18 15:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 462124.7171 502129.1535 -40004.4364 -89789.2558 -71483.3455 -18305.9103
Total P&L (%) 462.1247 502.1292 -40.0044 -89.7893 -71.4833 -18.3059
Avg Daily Profit (%) 0.2454 0.2666 -0.0212 -0.1211 -0.0666 -0.0107
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198368 -91086 -254343 -105147 -28831 -29336
Profit Factor 1.2852 1.5462 0.9429 0.5771 0.5362 0.6854
Total Trades 260 130 130 260 130 130
Winning Trades 125 54 71 125 54 71
Losing Trades 135 76 59 135 76 59
Profitability (%) 48.0769 41.5385 54.6154 48.0769 41.5385 54.6154
Ratio Avg Win / Avg Loss 1.388 2.1762 0.7836 0.6233 0.7547 0.5695
Largest Winning Trade 316741 316741 44652 16009 16009 5723
Largest Losing Trade -53604 -53604 -45335 -56672 -56672 -5855
Avg Bars in Trades 85 96 75 85 96 75
Avg Bars in Winners 118 140 101 118 140 101
Avg Bars in Losers 55 64 43 55 64 43
Bars Traded 22300 12535 9765 22300 12535 9765
Profit Streak 0 0 36.2823 0 0 36.2823
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310137 281059 -579845 -580165 -584277 -579845
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22598,
    "evaluation_days": 1883.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760208387478,
    "expiration_time": 1766063001600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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": [
        [
            462124.7170656947,
            502129.1535055315,
            -40004.4364398368,
            -89789.2557789449,
            -71483.3454993966,
            -18305.9102795483
        ],
        [
            462.124717,
            502.129154,
            -40.004436,
            -89.789256,
            -71.483345,
            -18.30591
        ],
        [
            0.245397,
            0.26664,
            -0.021243,
            -0.121091,
            -0.066604,
            -0.010736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198368,
            -91086,
            -254343,
            -105147,
            -28831,
            -29336
        ],
        [
            1.285212,
            1.546245,
            0.942936,
            0.577098,
            0.536219,
            0.685385
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            125,
            54,
            71,
            125,
            54,
            71
        ],
        [
            135,
            76,
            59,
            135,
            76,
            59
        ],
        [
            48.076923,
            41.538462,
            54.615385,
            48.076923,
            41.538462,
            54.615385
        ],
        [
            1.388029,
            2.176197,
            0.783567,
            0.623265,
            0.754678,
            0.569546
        ],
        [
            316741,
            316741,
            44652,
            16009,
            16009,
            5723
        ],
        [
            -53604,
            -53604,
            -45335,
            -56672,
            -56672,
            -5855
        ],
        [
            85,
            96,
            75,
            85,
            96,
            75
        ],
        [
            118,
            140,
            101,
            118,
            140,
            101
        ],
        [
            55,
            64,
            43,
            55,
            64,
            43
        ],
        [
            22300,
            12535,
            9765,
            22300,
            12535,
            9765
        ],
        [
            0,
            0,
            36.282262,
            0,
            0,
            36.282262
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310137,
            281059,
            -579845,
            -580165,
            -584277,
            -579845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22598,
    "evaluation_days": 1883.17,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599177600000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760208387478,
    "expiration_time": 1766063001600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "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)