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Trade: CRV/USDT/5/LINREG/SSF/5055

Strategy
CRV/USDT/5/LINREG/SSF/5055
Pair
CRV_USDT
Interval
5m
Score
311127
Daily Profit
0.410076
Profit Factor
1.531943
Profitability
68.367347
Streak
4.618459
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 16:55
Expiration Time
2025-12-25 15:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 44681.5751 9082.8929 35598.6822 42757.4505 1063.6702 41693.7803
Total P&L (%) 44.6816 9.0829 35.5987 42.7575 1.0637 41.6938
Avg Daily Profit (%) 0.5147 0.1046 0.4101 0.4109 0.0122 0.4023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60184 -45131 -22960 -106956 -75762 -41169
Profit Factor 1.2655 1.0896 1.5319 1.1585 1.0066 1.3875
Total Trades 196 98 98 196 98 98
Winning Trades 133 66 67 133 66 67
Losing Trades 63 32 31 63 32 31
Profitability (%) 67.8571 67.3469 68.3673 67.8571 67.3469 68.3673
Ratio Avg Win / Avg Loss 0.5995 0.5283 0.7088 0.5487 0.488 0.642
Largest Winning Trade 7872 7872 4841 11756 11756 6192
Largest Losing Trade -15599 -15599 -10117 -28733 -28733 -20735
Avg Bars in Trades 123 126 120 123 126 120
Avg Bars in Winners 67 67 67 67 67 67
Avg Bars in Losers 242 246 237 242 246 237
Bars Traded 24230 12379 11851 24230 12379 11851
Profit Streak 1.7712 0 4.6185 1.7712 0 4.6185
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 209773 -342413 311127 -41335 -557027 286443
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752690900000,
    "first_datapoint_time": 1752754200000,
    "last_datapoint_time": 1760190600000,
    "evaluation_time": 1760190934878,
    "expiration_time": 1766670600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            44681.5751476591,
            9082.8929084368,
            35598.6822392223,
            42757.4505309579,
            1063.6701858729,
            41693.7803450849
        ],
        [
            44.681575,
            9.082893,
            35.598682,
            42.757451,
            1.06367,
            41.69378
        ],
        [
            0.514705,
            0.10463,
            0.410076,
            0.410906,
            0.012189,
            0.402256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60184,
            -45131,
            -22960,
            -106956,
            -75762,
            -41169
        ],
        [
            1.265516,
            1.08961,
            1.531943,
            1.158451,
            1.006556,
            1.387475
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            67.857143,
            67.346939,
            68.367347,
            67.857143,
            67.346939,
            68.367347
        ],
        [
            0.599455,
            0.528296,
            0.708809,
            0.54874,
            0.488027,
            0.641966
        ],
        [
            7872,
            7872,
            4841,
            11756,
            11756,
            6192
        ],
        [
            -15599,
            -15599,
            -10117,
            -28733,
            -28733,
            -20735
        ],
        [
            123,
            126,
            120,
            123,
            126,
            120
        ],
        [
            67,
            67,
            67,
            67,
            67,
            67
        ],
        [
            242,
            246,
            237,
            242,
            246,
            237
        ],
        [
            24230,
            12379,
            11851,
            24230,
            12379,
            11851
        ],
        [
            1.771237,
            0,
            4.618459,
            1.771237,
            0,
            4.618459
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            209773,
            -342413,
            311127,
            -41335,
            -557027,
            286443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752690900000,
    "first_datapoint_time": 1752754200000,
    "last_datapoint_time": 1760190600000,
    "evaluation_time": 1760190934878,
    "expiration_time": 1766670600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 167,
            "offset": 0,
            "poles": 3
        }
    }
}

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)