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Trade: CRV/USDT/120/LINREG/HWMA/1513

Strategy
CRV/USDT/120/LINREG/HWMA/1513
Pair
CRV_USDT
Interval
2h
Score
342389
Daily Profit
0.185872
Profit Factor
1.222935
Profitability
42.176871
Streak
0.000000
Best Strategy
Training Data Length
1866.000000
Evaluation Time
2025-09-27 07:28
Expiration Time
2025-11-30 20:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 398195.4111 346837.0062 51358.4049 -10975.8269 292215.7832 -303191.61
Total P&L (%) 398.1954 346.837 51.3584 -10.9758 292.2158 -303.1916
Avg Daily Profit (%) 0.2134 0.1859 0.0275 -0.0062 0.0733 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181673 -122558 -177031 -292635 -172696 -383908
Profit Factor 1.1224 1.2229 1.0302 0.9972 1.1586 0.8584
Total Trades 1764 882 882 1764 882 882
Winning Trades 759 372 387 759 372 387
Losing Trades 1005 510 495 1005 510 495
Profitability (%) 43.0272 42.1769 43.8776 43.0272 42.1769 43.8776
Ratio Avg Win / Avg Loss 1.4861 1.6766 1.3177 1.3205 1.5884 1.098
Largest Winning Trade 81595 81595 55153 101879 101879 50702
Largest Losing Trade -42369 -42369 -23418 -59621 -59621 -45623
Avg Bars in Trades 12 13 12 12 13 12
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 22124 11474 10650 22124 11474 10650
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 -73494 342389 -342672 -574406 -138813 -577163
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758947329210,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.83386,
            "nc": 0.44064
        }
    }
}
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": [
        [
            398195.4110931121,
            346837.006196645,
            51358.4048964669,
            -10975.8268812006,
            292215.7831657375,
            -303191.610046938
        ],
        [
            398.195411,
            346.837006,
            51.358405,
            -10.975827,
            292.215783,
            -303.19161
        ],
        [
            0.213395,
            0.185872,
            0.027523,
            -0.00623,
            0.073266,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181673,
            -122558,
            -177031,
            -292635,
            -172696,
            -383908
        ],
        [
            1.122356,
            1.222935,
            1.030235,
            0.997245,
            1.158577,
            0.858408
        ],
        [
            1764,
            882,
            882,
            1764,
            882,
            882
        ],
        [
            759,
            372,
            387,
            759,
            372,
            387
        ],
        [
            1005,
            510,
            495,
            1005,
            510,
            495
        ],
        [
            43.027211,
            42.176871,
            43.877551,
            43.027211,
            42.176871,
            43.877551
        ],
        [
            1.486123,
            1.676604,
            1.317743,
            1.320463,
            1.588372,
            1.097964
        ],
        [
            81595,
            81595,
            55153,
            101879,
            101879,
            50702
        ],
        [
            -42369,
            -42369,
            -23418,
            -59621,
            -59621,
            -45623
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            22124,
            11474,
            10650,
            22124,
            11474,
            10650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73494,
            342389,
            -342672,
            -574406,
            -138813,
            -577163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22392,
    "evaluation_days": 1866,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599004800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758947329210,
    "expiration_time": 1764526406400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.83386,
            "nc": 0.44064
        }
    }
}

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)