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Trade: CRV/USDT/60/KCL/HILO/2040

Strategy
CRV/USDT/60/KCL/HILO/2040
Pair
CRV_USDT
Interval
1h
Score
314495
Daily Profit
0.262509
Profit Factor
1.434096
Profitability
43.231441
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-09 00:33
Expiration Time
2025-12-22 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273447.7486 288837.4713 -15389.7227 -13309.0931 -3072.4364 -10236.6567
Total P&L (%) 273.4477 288.8375 -15.3897 -13.3091 -3.0724 -10.2367
Avg Daily Profit (%) 0.2625 0.2773 -0.0148 -0.0137 -0.003 -0.0104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181870 -145967 -36161 -177950 -156289 -25848
Profit Factor 1.4341 1.5901 0.8904 0.9738 0.9924 0.9013
Total Trades 229 114 115 229 114 115
Winning Trades 99 41 58 99 41 58
Losing Trades 130 73 57 130 73 57
Profitability (%) 43.2314 35.9649 50.4348 43.2314 35.9649 50.4348
Ratio Avg Win / Avg Loss 1.8832 2.8312 0.8751 1.2787 1.767 0.8857
Largest Winning Trade 307952 307952 18970 76890 76890 12874
Largest Losing Trade -24207 -24207 -12730 -20408 -20408 -9528
Avg Bars in Trades 106 198 15 106 198 15
Avg Bars in Winners 142 321 16 142 321 16
Avg Bars in Losers 79 129 14 79 129 14
Bars Traded 24415 22626 1789 24415 22626 1789
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314495 199452 -580692 -580545 -583709 -580692
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669957200000,
    "first_datapoint_time": 1670238000000,
    "last_datapoint_time": 1759957200000,
    "evaluation_time": 1759959236064,
    "expiration_time": 1766437200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            273447.7486405087,
            288837.4712984799,
            -15389.7226579712,
            -13309.0930705606,
            -3072.4363940831,
            -10236.6566764776
        ],
        [
            273.447749,
            288.837471,
            -15.389723,
            -13.309093,
            -3.072436,
            -10.236657
        ],
        [
            0.262509,
            0.277283,
            -0.014774,
            -0.01371,
            -0.002996,
            -0.010367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181870,
            -145967,
            -36161,
            -177950,
            -156289,
            -25848
        ],
        [
            1.434096,
            1.590111,
            0.890435,
            0.973803,
            0.992402,
            0.90127
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            130,
            73,
            57,
            130,
            73,
            57
        ],
        [
            43.231441,
            35.964912,
            50.434783,
            43.231441,
            35.964912,
            50.434783
        ],
        [
            1.883156,
            2.831173,
            0.875082,
            1.278731,
            1.766959,
            0.885731
        ],
        [
            307952,
            307952,
            18970,
            76890,
            76890,
            12874
        ],
        [
            -24207,
            -24207,
            -12730,
            -20408,
            -20408,
            -9528
        ],
        [
            106,
            198,
            15,
            106,
            198,
            15
        ],
        [
            142,
            321,
            16,
            142,
            321,
            16
        ],
        [
            79,
            129,
            14,
            79,
            129,
            14
        ],
        [
            24415,
            22626,
            1789,
            24415,
            22626,
            1789
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314495,
            199452,
            -580692,
            -580545,
            -583709,
            -580692
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669957200000,
    "first_datapoint_time": 1670238000000,
    "last_datapoint_time": 1759957200000,
    "evaluation_time": 1759959236064,
    "expiration_time": 1766437200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)