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Trade: CRV/USDT/360/HILO/MIDPOINT/2661

Strategy
CRV/USDT/360/HILO/MIDPOINT/2661
Pair
CRV_USDT
Interval
6h
Score
485390
Daily Profit
0.454665
Profit Factor
1.935615
Profitability
44.525547
Streak
94.306440
Best Strategy
Training Data Length
1866.750000
Evaluation Time
2025-09-26 22:21
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 848745.5771 808448.275 40297.3021 179934.783 447889.8314 -267955.0484
Total P&L (%) 848.7456 808.4483 40.2973 179.9348 447.8898 -267.955
Avg Daily Profit (%) 0.4547 0.4331 0.0216 0.0552 0.0912 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272579 -140906 -163716 -1417394 -771616 -736575
Profit Factor 1.9356 2.4579 1.1143 1.0753 1.3443 0.754
Total Trades 137 68 69 137 68 69
Winning Trades 61 25 36 61 25 36
Losing Trades 76 43 33 76 43 33
Profitability (%) 44.5255 36.7647 52.1739 44.5255 36.7647 52.1739
Ratio Avg Win / Avg Loss 2.4116 4.2276 1.0214 1.3397 2.3121 0.6912
Largest Winning Trade 470338 470338 41341 676574 676574 174371
Largest Losing Trade -41612 -41612 -38178 -309340 -309340 -165966
Avg Bars in Trades 50 68 33 50 68 33
Avg Bars in Winners 59 87 39 59 87 39
Avg Bars in Losers 43 57 25 43 57 25
Bars Traded 6936 4644 2292 6936 4644 2292
Profit Streak 94.3064 94.3064 119.5564 94.3064 94.3064 119.5564
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485390 -99332 -361089 -257389 -183844 -680824

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": 1601251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914476426,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 50
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "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": [
        [
            848745.5770870697,
            808448.2749809687,
            40297.3021061009,
            179934.7829872863,
            447889.8313742424,
            -267955.0483869562
        ],
        [
            848.745577,
            808.448275,
            40.297302,
            179.934783,
            447.889831,
            -267.955048
        ],
        [
            0.454665,
            0.433078,
            0.021587,
            0.055158,
            0.091157,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272579,
            -140906,
            -163716,
            -1417394,
            -771616,
            -736575
        ],
        [
            1.935615,
            2.457921,
            1.114276,
            1.075279,
            1.344271,
            0.754003
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            61,
            25,
            36,
            61,
            25,
            36
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            44.525547,
            36.764706,
            52.173913,
            44.525547,
            36.764706,
            52.173913
        ],
        [
            2.411586,
            4.227623,
            1.02142,
            1.339692,
            2.312147,
            0.691169
        ],
        [
            470338,
            470338,
            41341,
            676574,
            676574,
            174371
        ],
        [
            -41612,
            -41612,
            -38178,
            -309340,
            -309340,
            -165966
        ],
        [
            50,
            68,
            33,
            50,
            68,
            33
        ],
        [
            59,
            87,
            39,
            59,
            87,
            39
        ],
        [
            43,
            57,
            25,
            43,
            57,
            25
        ],
        [
            6936,
            4644,
            2292,
            6936,
            4644,
            2292
        ],
        [
            94.30644,
            94.30644,
            119.55644,
            94.30644,
            94.30644,
            119.55644
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485390,
            -99332,
            -361089,
            -257389,
            -183844,
            -680824
        ]
    ]
}
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": 1601251200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914476426,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 50
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 177,
            "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)