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Trade: CRV/USDT/720/T3/MIDPRICE/7902

Strategy
CRV/USDT/720/T3/MIDPRICE/7902
Pair
CRV_USDT
Interval
12h
Score
647510
Daily Profit
0.396470
Profit Factor
3.571995
Profitability
51.724138
Streak
246.602926
Best Strategy
Training Data Length
1879.500000
Evaluation Time
2025-10-07 05:28
Expiration Time
2025-12-02 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821212.4112 745165.5799 76046.8312 529563.3104 705910.2667 -176346.9563
Total P&L (%) 821.2124 745.1656 76.0468 529.5633 705.9103 -176.347
Avg Daily Profit (%) 0.4369 0.3965 0.0405 0.0979 0.1111 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254299 -153488 -151196 -1154971 -604398 -605728
Profit Factor 2.6352 3.572 1.3579 1.3652 1.9202 0.7418
Total Trades 59 29 30 59 29 30
Winning Trades 32 15 17 32 15 17
Losing Trades 27 14 13 27 14 13
Profitability (%) 54.2373 51.7241 56.6667 54.2373 51.7241 56.6667
Ratio Avg Win / Avg Loss 2.2235 3.3339 1.0384 1.1519 1.7921 0.5673
Largest Winning Trade 587226 587226 34258 684020 684020 147048
Largest Losing Trade -52950 -52950 -40638 -468507 -468507 -278221
Avg Bars in Trades 58 76 40 58 76 40
Avg Bars in Winners 70 95 49 70 95 49
Avg Bars in Losers 43 56 28 43 56 28
Bars Traded 3435 2220 1215 3435 2220 1215
Profit Streak 159.6029 246.6029 159.6029 159.6029 246.6029 159.6029
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162479 647510 -136638 -238890 -39100 -578996
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804092782,
    "expiration_time": 1764666864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.67089
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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": [
        [
            821212.4111502005,
            745165.5799097245,
            76046.8312404756,
            529563.3103576731,
            705910.2666916071,
            -176346.9563339345
        ],
        [
            821.212411,
            745.16558,
            76.046831,
            529.56331,
            705.910267,
            -176.346956
        ],
        [
            0.436931,
            0.39647,
            0.040461,
            0.097939,
            0.111091,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254299,
            -153488,
            -151196,
            -1154971,
            -604398,
            -605728
        ],
        [
            2.635235,
            3.571995,
            1.357908,
            1.365176,
            1.920156,
            0.741803
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            54.237288,
            51.724138,
            56.666667,
            54.237288,
            51.724138,
            56.666667
        ],
        [
            2.223479,
            3.333862,
            1.0384,
            1.151868,
            1.792146,
            0.567261
        ],
        [
            587226,
            587226,
            34258,
            684020,
            684020,
            147048
        ],
        [
            -52950,
            -52950,
            -40638,
            -468507,
            -468507,
            -278221
        ],
        [
            58,
            76,
            40,
            58,
            76,
            40
        ],
        [
            70,
            95,
            49,
            70,
            95,
            49
        ],
        [
            43,
            56,
            28,
            43,
            56,
            28
        ],
        [
            3435,
            2220,
            1215,
            3435,
            2220,
            1215
        ],
        [
            159.602926,
            246.602926,
            159.602926,
            159.602926,
            246.602926,
            159.602926
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162479,
            647510,
            -136638,
            -238890,
            -39100,
            -578996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3759,
    "evaluation_days": 1879.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601769600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759804092782,
    "expiration_time": 1764666864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 54,
            "offset": 0,
            "a": 0.67089
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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)