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Trade: CRV/USDT/720/HL2/MIDPOINT/3504

Strategy
CRV/USDT/720/HL2/MIDPOINT/3504
Pair
CRV_USDT
Interval
12h
Score
514088
Daily Profit
0.152458
Profit Factor
2.324241
Profitability
79.545455
Streak
159.349069
Best Strategy
Training Data Length
1876.000000
Evaluation Time
2025-10-03 23:22
Expiration Time
2025-11-28 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 268164.2219 286010.4236 -17846.2018 -193797.965 186986.3717 -380784.3367
Total P&L (%) 268.1642 286.0104 -17.8462 -193.798 186.9864 -380.7843
Avg Daily Profit (%) 0.1429 0.1525 -0.0095 0 0.0562 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161986 -126218 -125953 -1021241 -520722 -609092
Profit Factor 1.5924 2.3242 0.9246 0.8883 1.2237 0.5764
Total Trades 89 44 45 89 44 45
Winning Trades 70 35 35 52 26 26
Losing Trades 19 9 10 37 18 19
Profitability (%) 78.6517 79.5455 77.7778 58.427 59.0909 57.7778
Ratio Avg Win / Avg Loss 0.4322 0.5977 0.2642 0.632 0.8472 0.4212
Largest Winning Trade 221987 221987 29538 242537 242537 163299
Largest Losing Trade -125953 -76962 -125953 -537008 -406824 -537008
Avg Bars in Trades 38 49 27 38 49 27
Avg Bars in Winners 12 13 12 17 20 15
Avg Bars in Losers 134 192 81 67 92 44
Bars Traded 3440 2199 1241 3440 2199 1241
Profit Streak 38.8491 159.3491 38.8491 0 0 0
Trades During Streak 10 9 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 140638 514088 -575296 -579448 -118667 -579426
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759522959535,
    "expiration_time": 1764355392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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": [
        [
            268164.2218695626,
            286010.423637022,
            -17846.2017674595,
            -193797.9649525604,
            186986.3717296256,
            -380784.3366821861
        ],
        [
            268.164222,
            286.010424,
            -17.846202,
            -193.797965,
            186.986372,
            -380.784337
        ],
        [
            0.142945,
            0.152458,
            -0.009513,
            0,
            0.056213,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161986,
            -126218,
            -125953,
            -1021241,
            -520722,
            -609092
        ],
        [
            1.592403,
            2.324241,
            0.924601,
            0.888275,
            1.223731,
            0.576356
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            70,
            35,
            35,
            52,
            26,
            26
        ],
        [
            19,
            9,
            10,
            37,
            18,
            19
        ],
        [
            78.651685,
            79.545455,
            77.777778,
            58.426966,
            59.090909,
            57.777778
        ],
        [
            0.432224,
            0.597662,
            0.264172,
            0.632042,
            0.847198,
            0.421183
        ],
        [
            221987,
            221987,
            29538,
            242537,
            242537,
            163299
        ],
        [
            -125953,
            -76962,
            -125953,
            -537008,
            -406824,
            -537008
        ],
        [
            38,
            49,
            27,
            38,
            49,
            27
        ],
        [
            12,
            13,
            12,
            17,
            20,
            15
        ],
        [
            134,
            192,
            81,
            67,
            92,
            44
        ],
        [
            3440,
            2199,
            1241,
            3440,
            2199,
            1241
        ],
        [
            38.849069,
            159.349069,
            38.849069,
            0,
            0,
            0
        ],
        [
            10,
            9,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            140638,
            514088,
            -575296,
            -579448,
            -118667,
            -579426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3752,
    "evaluation_days": 1876,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759522959535,
    "expiration_time": 1764355392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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)