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Trade: CRV/USDT/360/MIDPRICE/SMA/3299

Strategy
CRV/USDT/360/MIDPRICE/SMA/3299
Pair
CRV_USDT
Interval
6h
Score
466635
Daily Profit
0.214781
Profit Factor
2.387761
Profitability
54.166667
Streak
171.056524
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 379661.0748 400941.9336 -21280.8588 -86751.7245 36838.4507 -123590.1753
Total P&L (%) 379.6611 400.9419 -21.2809 -86.7517 36.8385 -123.5902
Avg Daily Profit (%) 0.2034 0.2148 -0.0114 -0.1082 0.0168 0
Buy And Hold Return (%) 71.5496 71.5496 71.5496 71.5496 71.5496 71.5496
Max Trade Drawdown -104128 -73351 -61579 -122511 -7597 -7798
Profit Factor 1.6132 2.3878 0.9356 0.4712 2.681 0.1305
Total Trades 95 48 47 95 48 47
Winning Trades 49 26 23 49 26 23
Losing Trades 46 22 24 46 22 24
Profitability (%) 51.5789 54.1667 48.9362 51.5789 54.1667 48.9362
Ratio Avg Win / Avg Loss 1.5144 2.0204 0.9762 0.4424 2.2685 0.1362
Largest Winning Trade 200504 200504 57977 24953 24953 2839
Largest Losing Trade -97916 -41151 -97916 -122349 -3183 -122349
Avg Bars in Trades 72 59 86 72 59 86
Avg Bars in Winners 54 44 65 54 44 65
Avg Bars in Losers 92 76 106 92 76 106
Bars Traded 6892 2832 4059 6892 2832 4059
Profit Streak 93.5565 171.0565 93.5565 93.5565 171.0565 93.5565
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410102 466635 -580551 -578960 -329192 -580273
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": 1603130400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914483664,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 49
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "offset": 99
        }
    }
}
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": [
        [
            379661.0747936738,
            400941.9335508057,
            -21280.8587571321,
            -86751.7245330614,
            36838.4507169641,
            -123590.1752500254
        ],
        [
            379.661075,
            400.941934,
            -21.280859,
            -86.751725,
            36.838451,
            -123.590175
        ],
        [
            0.203381,
            0.214781,
            -0.0114,
            -0.108221,
            0.016802,
            0
        ],
        [
            71.549637,
            71.549637,
            71.549637,
            71.549637,
            71.549637,
            71.549637
        ],
        [
            -104128,
            -73351,
            -61579,
            -122511,
            -7597,
            -7798
        ],
        [
            1.613196,
            2.387761,
            0.935559,
            0.471218,
            2.681012,
            0.130535
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            51.578947,
            54.166667,
            48.93617,
            51.578947,
            54.166667,
            48.93617
        ],
        [
            1.514429,
            2.020413,
            0.976236,
            0.442368,
            2.268548,
            0.136211
        ],
        [
            200504,
            200504,
            57977,
            24953,
            24953,
            2839
        ],
        [
            -97916,
            -41151,
            -97916,
            -122349,
            -3183,
            -122349
        ],
        [
            72,
            59,
            86,
            72,
            59,
            86
        ],
        [
            54,
            44,
            65,
            54,
            44,
            65
        ],
        [
            92,
            76,
            106,
            92,
            76,
            106
        ],
        [
            6892,
            2832,
            4059,
            6892,
            2832,
            4059
        ],
        [
            93.556524,
            171.056524,
            93.556524,
            93.556524,
            171.056524,
            93.556524
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410102,
            466635,
            -580551,
            -578960,
            -329192,
            -580273
        ]
    ]
}
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": 1603130400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914483664,
    "expiration_time": 1763553816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 49
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "offset": 99
        }
    }
}

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)