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Trade: CRV/USDT/5/LINREG/DEMA/7095

Strategy
CRV/USDT/5/LINREG/DEMA/7095
Pair
CRV_USDT
Interval
5m
Score
362227
Daily Profit
0.543927
Profit Factor
1.476122
Profitability
64.210526
Streak
4.121128
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 05:09
Expiration Time
2025-12-25 04:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67125.2646 22029.455 45095.8096 78192.1064 18048.0501 60144.0563
Total P&L (%) 67.1253 22.0295 45.0958 78.1921 18.0481 60.1441
Avg Daily Profit (%) 0.7732 0.2538 0.5195 0.6677 0.1913 0.5439
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35137 -23633 -16912 -60544 -40537 -28515
Profit Factor 1.3607 1.213 1.5454 1.2721 1.112 1.4761
Total Trades 190 95 95 190 95 95
Winning Trades 120 59 61 120 59 61
Losing Trades 70 36 34 70 36 34
Profitability (%) 63.1579 62.1053 64.2105 63.1579 62.1053 64.2105
Ratio Avg Win / Avg Loss 0.7937 0.7401 0.8614 0.742 0.6785 0.8228
Largest Winning Trade 7597 7597 6315 11572 11572 9059
Largest Losing Trade -14384 -14384 -5924 -24914 -24914 -10920
Avg Bars in Trades 128 124 133 128 124 133
Avg Bars in Winners 87 81 94 87 81 94
Avg Bars in Losers 198 195 202 198 195 202
Bars Traded 24477 11832 12645 24477 11832 12645
Profit Streak 1.5378 0 4.1211 1.5378 0 4.1211
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338004 -248 329912 292934 -100268 362227
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752648600000,
    "first_datapoint_time": 1752717300000,
    "last_datapoint_time": 1760148300000,
    "evaluation_time": 1760148565504,
    "expiration_time": 1766628300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "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": [
        [
            67125.2645919413,
            22029.4549783815,
            45095.8096135599,
            78192.1063811285,
            18048.0500974686,
            60144.0562836599
        ],
        [
            67.125265,
            22.029455,
            45.09581,
            78.192106,
            18.04805,
            60.144056
        ],
        [
            0.773243,
            0.253766,
            0.519477,
            0.667686,
            0.191315,
            0.543927
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35137,
            -23633,
            -16912,
            -60544,
            -40537,
            -28515
        ],
        [
            1.360656,
            1.212968,
            1.545426,
            1.272065,
            1.112043,
            1.476122
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            120,
            59,
            61,
            120,
            59,
            61
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            63.157895,
            62.105263,
            64.210526,
            63.157895,
            62.105263,
            64.210526
        ],
        [
            0.793716,
            0.740116,
            0.861385,
            0.742038,
            0.678535,
            0.822756
        ],
        [
            7597,
            7597,
            6315,
            11572,
            11572,
            9059
        ],
        [
            -14384,
            -14384,
            -5924,
            -24914,
            -24914,
            -10920
        ],
        [
            128,
            124,
            133,
            128,
            124,
            133
        ],
        [
            87,
            81,
            94,
            87,
            81,
            94
        ],
        [
            198,
            195,
            202,
            198,
            195,
            202
        ],
        [
            24477,
            11832,
            12645,
            24477,
            11832,
            12645
        ],
        [
            1.537795,
            0,
            4.121128,
            1.537795,
            0,
            4.121128
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338004,
            -248,
            329912,
            292934,
            -100268,
            362227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752648600000,
    "first_datapoint_time": 1752717300000,
    "last_datapoint_time": 1760148300000,
    "evaluation_time": 1760148565504,
    "expiration_time": 1766628300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "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)