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Trade: CRV/USDT/360/LINREG/SWMA/8882

Strategy
CRV/USDT/360/LINREG/SWMA/8882
Pair
CRV_USDT
Interval
6h
Score
323294
Daily Profit
0.234264
Profit Factor
1.313353
Profitability
46.889952
Streak
26.564982
Best Strategy
Training Data Length
1877.750000
Evaluation Time
2025-10-05 16:33
Expiration Time
2025-11-30 21:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439889.474 467191.5657 -27302.0917 -77826.8146 -76399.6037 -1427.2109
Total P&L (%) 439.8895 467.1916 -27.3021 -77.8268 -76.3996 -1.4272
Avg Daily Profit (%) 0.2343 0.2488 -0.0145 -0.0802 -0.0769 -0.0008
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -351447 -150982 -329787 -143016 -78371 -88175
Profit Factor 1.3134 1.6891 0.9624 0.6473 0.3571 0.986
Total Trades 209 104 105 209 104 105
Winning Trades 98 41 57 98 41 57
Losing Trades 111 63 48 111 63 48
Profitability (%) 46.89 39.4231 54.2857 46.89 39.4231 54.2857
Ratio Avg Win / Avg Loss 1.4876 2.5954 0.8104 0.7332 0.5487 0.8303
Largest Winning Trade 312831 312831 42755 37863 10241 37863
Largest Losing Trade -41924 -39375 -41924 -33950 -33950 -26912
Avg Bars in Trades 35 36 34 35 36 34
Avg Bars in Winners 44 49 40 44 49 40
Avg Bars in Losers 27 28 26 27 28 26
Bars Traded 7409 3818 3591 7409 3818 3591
Profit Streak 26.565 34.815 26.565 26.565 34.815 26.565
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323294 266044 -579955 -579876 -584626 -579955
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671214471,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 37,
            "offset": 37
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "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": [
        [
            439889.47401848,
            467191.5657024023,
            -27302.091683922,
            -77826.8145962695,
            -76399.6036730829,
            -1427.2109231867
        ],
        [
            439.889474,
            467.191566,
            -27.302092,
            -77.826815,
            -76.399604,
            -1.427211
        ],
        [
            0.234264,
            0.248804,
            -0.01454,
            -0.080185,
            -0.076866,
            -0.000766
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -351447,
            -150982,
            -329787,
            -143016,
            -78371,
            -88175
        ],
        [
            1.313353,
            1.689054,
            0.962383,
            0.647291,
            0.357083,
            0.985983
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            98,
            41,
            57,
            98,
            41,
            57
        ],
        [
            111,
            63,
            48,
            111,
            63,
            48
        ],
        [
            46.889952,
            39.423077,
            54.285714,
            46.889952,
            39.423077,
            54.285714
        ],
        [
            1.487573,
            2.595375,
            0.810428,
            0.733157,
            0.548689,
            0.830302
        ],
        [
            312831,
            312831,
            42755,
            37863,
            10241,
            37863
        ],
        [
            -41924,
            -39375,
            -41924,
            -33950,
            -33950,
            -26912
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            44,
            49,
            40,
            44,
            49,
            40
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            7409,
            3818,
            3591,
            7409,
            3818,
            3591
        ],
        [
            26.564982,
            34.814982,
            26.564982,
            26.564982,
            34.814982,
            26.564982
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323294,
            266044,
            -579955,
            -579876,
            -584626,
            -579955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599026400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671214471,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 37,
            "offset": 37
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "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)