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Trade: CRV/USDT/720/RMA/DCM/1192

Strategy
CRV/USDT/720/RMA/DCM/1192
Pair
CRV_USDT
Interval
12h
Score
348552
Daily Profit
0.196167
Profit Factor
2.564024
Profitability
39.393939
Streak
168.962750
Best Strategy
Training Data Length
1877.500000
Evaluation Time
2025-10-05 14:06
Expiration Time
2025-11-30 09:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495536.8204 368304.0762 127232.7441 729791.0105 621808.5565 107982.454
Total P&L (%) 495.5368 368.3041 127.2327 729.791 621.8086 107.9825
Avg Daily Profit (%) 0.2639 0.1962 0.0678 0.1128 0.1053 0.039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85025 -106558 -75934 -580946 -438976 -308153
Profit Factor 2.2296 2.564 1.7595 1.4959 1.7401 1.171
Total Trades 66 33 33 66 33 33
Winning Trades 33 13 20 33 13 20
Losing Trades 33 20 13 33 20 13
Profitability (%) 50 39.3939 60.6061 50 39.3939 60.6061
Ratio Avg Win / Avg Loss 2.2296 3.9447 1.1437 1.4959 2.6771 0.7611
Largest Winning Trade 197150 197150 39730 365760 365760 157176
Largest Losing Trade -46671 -46671 -43452 -310999 -310999 -199110
Avg Bars in Trades 55 47 62 55 47 62
Avg Bars in Winners 83 88 80 83 88 80
Avg Bars in Losers 26 21 35 26 21 35
Bars Traded 3633 1577 2056 3633 1577 2056
Profit Streak 83.4628 168.9628 83.4628 83.4628 168.9628 83.4628
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114723 348552 -98317 -167887 -51441 -173003
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3755,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759662381578,
    "expiration_time": 1764488880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "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": [
        [
            495536.8203876632,
            368304.0762428312,
            127232.744144832,
            729791.0104532727,
            621808.5564612764,
            107982.4539919966
        ],
        [
            495.53682,
            368.304076,
            127.232744,
            729.79101,
            621.808556,
            107.982454
        ],
        [
            0.263934,
            0.196167,
            0.067767,
            0.112767,
            0.105333,
            0.039011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85025,
            -106558,
            -75934,
            -580946,
            -438976,
            -308153
        ],
        [
            2.229631,
            2.564024,
            1.759547,
            1.49587,
            1.740095,
            1.170976
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            50,
            39.393939,
            60.606061,
            50,
            39.393939,
            60.606061
        ],
        [
            2.229631,
            3.944652,
            1.143706,
            1.49587,
            2.677069,
            0.761135
        ],
        [
            197150,
            197150,
            39730,
            365760,
            365760,
            157176
        ],
        [
            -46671,
            -46671,
            -43452,
            -310999,
            -310999,
            -199110
        ],
        [
            55,
            47,
            62,
            55,
            47,
            62
        ],
        [
            83,
            88,
            80,
            83,
            88,
            80
        ],
        [
            26,
            21,
            35,
            26,
            21,
            35
        ],
        [
            3633,
            1577,
            2056,
            3633,
            1577,
            2056
        ],
        [
            83.46275,
            168.96275,
            83.46275,
            83.46275,
            168.96275,
            83.46275
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114723,
            348552,
            -98317,
            -167887,
            -51441,
            -173003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3755,
    "evaluation_days": 1877.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599350400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759662381578,
    "expiration_time": 1764488880000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 27,
            "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)