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Trade: CRV/USDT/720/LINREG/WMA/4670

Strategy
CRV/USDT/720/LINREG/WMA/4670
Pair
CRV_USDT
Interval
12h
Score
312949
Daily Profit
0.309978
Profit Factor
2.199396
Profitability
38.297872
Streak
0.000000
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 09:40
Expiration Time
2025-12-04 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502117.2787 583223.4284 -81106.1497 -76115.1357 140070.8994 -216186.0351
Total P&L (%) 502.1173 583.2234 -81.1062 -76.1151 140.0709 -216.186
Avg Daily Profit (%) 0.2669 0.31 -0.0431 -0.0761 0.0466 0
Buy And Hold Return (%) 29.1087 29.1087 29.1087 29.1087 29.1087 29.1087
Max Trade Drawdown -398389 -225483 -203290 -452338 -203261 -255914
Profit Factor 1.5343 2.1994 0.8212 0.8718 1.513 0.3255
Total Trades 95 47 48 95 47 48
Winning Trades 38 18 20 38 18 20
Losing Trades 57 29 28 57 29 28
Profitability (%) 40 38.2979 41.6667 40 38.2979 41.6667
Ratio Avg Win / Avg Loss 2.3014 3.5435 1.1496 1.3076 2.4376 0.4557
Largest Winning Trade 374894 374894 51760 237748 237748 53671
Largest Losing Trade -46741 -46741 -37689 -135211 -68931 -135211
Avg Bars in Trades 37 39 34 37 39 34
Avg Bars in Winners 58 59 58 58 59 58
Avg Bars in Losers 22 27 17 22 27 17
Bars Traded 3536 1875 1661 3536 1875 1661
Profit Streak 14.7782 0 151.7782 14.7782 0 151.7782
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294800 312949 -580911 -582158 -134203 -582578
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759992032721,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "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": [
        [
            502117.2787044322,
            583223.4283877256,
            -81106.1496832936,
            -76115.1356652749,
            140070.8994309607,
            -216186.0350962357
        ],
        [
            502.117279,
            583.223428,
            -81.10615,
            -76.115136,
            140.070899,
            -216.186035
        ],
        [
            0.266871,
            0.309978,
            -0.043107,
            -0.076077,
            0.046557,
            0
        ],
        [
            29.108734,
            29.108734,
            29.108734,
            29.108734,
            29.108734,
            29.108734
        ],
        [
            -398389,
            -225483,
            -203290,
            -452338,
            -203261,
            -255914
        ],
        [
            1.534294,
            2.199396,
            0.82116,
            0.871761,
            1.513009,
            0.325478
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            40,
            38.297872,
            41.666667,
            40,
            38.297872,
            41.666667
        ],
        [
            2.30144,
            3.543471,
            1.149625,
            1.307641,
            2.437626,
            0.455669
        ],
        [
            374894,
            374894,
            51760,
            237748,
            237748,
            53671
        ],
        [
            -46741,
            -46741,
            -37689,
            -135211,
            -68931,
            -135211
        ],
        [
            37,
            39,
            34,
            37,
            39,
            34
        ],
        [
            58,
            59,
            58,
            58,
            59,
            58
        ],
        [
            22,
            27,
            17,
            22,
            27,
            17
        ],
        [
            3536,
            1875,
            1661,
            3536,
            1875,
            1661
        ],
        [
            14.778156,
            0,
            151.778156,
            14.778156,
            0,
            151.778156
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294800,
            312949,
            -580911,
            -582158,
            -134203,
            -582578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602158400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759992032721,
    "expiration_time": 1764844848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "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)