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Trade: CRV/USDT/60/KCL/HMA/1221

Strategy
CRV/USDT/60/KCL/HMA/1221
Pair
CRV_USDT
Interval
1h
Score
351799
Daily Profit
0.434862
Profit Factor
1.829572
Profitability
39.354839
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-08 22:01
Expiration Time
2025-12-22 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452982.5498 377436.6855 75545.8643 414001.3371 397257.1578 16744.1793
Total P&L (%) 452.9826 377.4367 75.5459 414.0013 397.2572 16.7442
Avg Daily Profit (%) 0.4349 0.3623 0.0725 0.1573 0.1541 0.0149
Buy And Hold Return (%) 13.8311 13.8311 13.8311 13.8311 13.8311 13.8311
Max Trade Drawdown -111279 -76711 -73687 -1945018 -1349715 -703148
Profit Factor 1.8296 1.9747 1.4757 1.0967 1.1316 1.0133
Total Trades 155 77 78 155 77 78
Winning Trades 61 21 40 61 21 40
Losing Trades 94 56 38 94 56 38
Profitability (%) 39.3548 27.2727 51.2821 39.3548 27.2727 51.2821
Ratio Avg Win / Avg Loss 2.8193 5.2658 1.402 1.69 3.0176 0.9626
Largest Winning Trade 299926 299926 23571 1576909 1576909 266489
Largest Losing Trade -15772 -15772 -11113 -258791 -258791 -245079
Avg Bars in Trades 157 252 64 157 252 64
Avg Bars in Winners 235 508 92 235 508 92
Avg Bars in Losers 107 156 35 107 156 35
Bars Traded 24488 19441 5047 24488 19441 5047
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 351799 -48996 -130266 -109106 -129178 -515134
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669946400000,
    "first_datapoint_time": 1670418000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759950089922,
    "expiration_time": 1766426400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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": [
        [
            452982.5497815786,
            377436.6854939463,
            75545.8642876325,
            414001.3371020159,
            397257.1577787621,
            16744.1793232543
        ],
        [
            452.98255,
            377.436685,
            75.545864,
            414.001337,
            397.257158,
            16.744179
        ],
        [
            0.434862,
            0.362338,
            0.072524,
            0.15728,
            0.154096,
            0.014863
        ],
        [
            13.831071,
            13.831071,
            13.831071,
            13.831071,
            13.831071,
            13.831071
        ],
        [
            -111279,
            -76711,
            -73687,
            -1945018,
            -1349715,
            -703148
        ],
        [
            1.829572,
            1.974658,
            1.475749,
            1.09671,
            1.131605,
            1.013265
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            61,
            21,
            40,
            61,
            21,
            40
        ],
        [
            94,
            56,
            38,
            94,
            56,
            38
        ],
        [
            39.354839,
            27.272727,
            51.282051,
            39.354839,
            27.272727,
            51.282051
        ],
        [
            2.81934,
            5.265754,
            1.401962,
            1.690013,
            3.017614,
            0.962602
        ],
        [
            299926,
            299926,
            23571,
            1576909,
            1576909,
            266489
        ],
        [
            -15772,
            -15772,
            -11113,
            -258791,
            -258791,
            -245079
        ],
        [
            157,
            252,
            64,
            157,
            252,
            64
        ],
        [
            235,
            508,
            92,
            235,
            508,
            92
        ],
        [
            107,
            156,
            35,
            107,
            156,
            35
        ],
        [
            24488,
            19441,
            5047,
            24488,
            19441,
            5047
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351799,
            -48996,
            -130266,
            -109106,
            -129178,
            -515134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669946400000,
    "first_datapoint_time": 1670418000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759950089922,
    "expiration_time": 1766426400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 132,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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)