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Trade: CRV/USDT/60/MIDPRICE/HILO/5392

Strategy
CRV/USDT/60/MIDPRICE/HILO/5392
Pair
CRV_USDT
Interval
1h
Score
425135
Daily Profit
0.400251
Profit Factor
1.558906
Profitability
44.817073
Streak
0.000000
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 01:53
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416909.0221 326571.6564 90337.3657 612828.005 687478.3624 -74650.3574
Total P&L (%) 416.909 326.5717 90.3374 612.828 687.4784 -74.6504
Avg Daily Profit (%) 0.4003 0.3135 0.0867 0.1887 0.1983 -0.1317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84447 -79803 -55789 -873154 -768243 -457105
Profit Factor 1.5589 1.8765 1.242 1.156 1.336 0.9604
Total Trades 328 164 164 328 164 164
Winning Trades 147 71 76 147 71 76
Losing Trades 181 93 88 181 93 88
Profitability (%) 44.8171 43.2927 46.3415 44.8171 43.2927 46.3415
Ratio Avg Win / Avg Loss 1.9195 2.458 1.4381 1.4233 1.75 1.112
Largest Winning Trade 221527 221527 41138 932188 932188 202076
Largest Losing Trade -29344 -13090 -29344 -180662 -111447 -180662
Avg Bars in Trades 74 69 80 74 69 80
Avg Bars in Winners 109 101 117 109 101 117
Avg Bars in Losers 46 46 47 46 46 47
Bars Traded 24598 11455 13143 24598 11455 13143
Profit Streak 0 0 4.7038 0 0 4.7038
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425135 354546 -78120 -41326 256812 -579792

Evaluation Data

{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669579200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758840812092,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "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": [
        [
            416909.0221043815,
            326571.6564354372,
            90337.3656689447,
            612828.004972214,
            687478.3623547821,
            -74650.3573825673
        ],
        [
            416.909022,
            326.571656,
            90.337366,
            612.828005,
            687.478362,
            -74.650357
        ],
        [
            0.400251,
            0.313523,
            0.086728,
            0.188737,
            0.198317,
            -0.13167
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84447,
            -79803,
            -55789,
            -873154,
            -768243,
            -457105
        ],
        [
            1.558906,
            1.876513,
            1.24196,
            1.155963,
            1.33602,
            0.960364
        ],
        [
            328,
            164,
            164,
            328,
            164,
            164
        ],
        [
            147,
            71,
            76,
            147,
            71,
            76
        ],
        [
            181,
            93,
            88,
            181,
            93,
            88
        ],
        [
            44.817073,
            43.292683,
            46.341463,
            44.817073,
            43.292683,
            46.341463
        ],
        [
            1.919469,
            2.457967,
            1.438059,
            1.423328,
            1.749998,
            1.112
        ],
        [
            221527,
            221527,
            41138,
            932188,
            932188,
            202076
        ],
        [
            -29344,
            -13090,
            -29344,
            -180662,
            -111447,
            -180662
        ],
        [
            74,
            69,
            80,
            74,
            69,
            80
        ],
        [
            109,
            101,
            117,
            109,
            101,
            117
        ],
        [
            46,
            46,
            47,
            46,
            46,
            47
        ],
        [
            24598,
            11455,
            13143,
            24598,
            11455,
            13143
        ],
        [
            0,
            0,
            4.703844,
            0,
            0,
            4.703844
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425135,
            354546,
            -78120,
            -41326,
            256812,
            -579792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669579200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758840812092,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "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)