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Trade: CRV/USDT/120/LINREG/WMA/9464

Strategy
CRV/USDT/120/LINREG/WMA/9464
Pair
CRV_USDT
Interval
2h
Score
477714
Daily Profit
0.382289
Profit Factor
1.677053
Profitability
46.621622
Streak
45.425396
Best Strategy
Training Data Length
1875.000000
Evaluation Time
2025-10-03 19:12
Expiration Time
2025-12-10 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716791.623 619045.1577 97746.4653 214794.8864 106027.4419 108767.4444
Total P&L (%) 716.7916 619.0452 97.7465 214.7949 106.0274 108.7674
Avg Daily Profit (%) 0.3823 0.3302 0.0521 0.0612 0.0386 0.0393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107002 -80645 -128385 -238175 -178759 -129714
Profit Factor 1.6771 2.0826 1.2008 1.1784 1.1393 1.2457
Total Trades 148 74 74 148 74 74
Winning Trades 69 30 39 69 30 39
Losing Trades 79 44 35 79 44 35
Profitability (%) 46.6216 40.5405 52.7027 46.6216 40.5405 52.7027
Ratio Avg Win / Avg Loss 1.9201 3.0545 1.0776 1.3492 1.671 1.1179
Largest Winning Trade 335224 335224 53996 246529 246529 55686
Largest Losing Trade -64914 -59316 -64914 -59316 -59316 -53535
Avg Bars in Trades 149 158 139 149 158 139
Avg Bars in Winners 201 238 172 201 238 172
Avg Bars in Losers 103 104 102 103 104 102
Bars Traded 22052 11740 10313 22052 11740 10313
Profit Streak 45.4254 45.4254 104.8421 45.4254 45.4254 104.8421
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477714 -54470 -186535 -134988 -275138 -203416
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22500,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759507954226,
    "expiration_time": 1765332000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 69
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "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": [
        [
            716791.6230294134,
            619045.1577487299,
            97746.4652806834,
            214794.886354243,
            106027.4419228472,
            108767.4444313958
        ],
        [
            716.791623,
            619.045158,
            97.746465,
            214.794886,
            106.027442,
            108.767444
        ],
        [
            0.382289,
            0.330157,
            0.052131,
            0.061179,
            0.038559,
            0.039264
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107002,
            -80645,
            -128385,
            -238175,
            -178759,
            -129714
        ],
        [
            1.677053,
            2.082595,
            1.200762,
            1.178433,
            1.13932,
            1.245667
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            69,
            30,
            39,
            69,
            30,
            39
        ],
        [
            79,
            44,
            35,
            79,
            44,
            35
        ],
        [
            46.621622,
            40.540541,
            52.702703,
            46.621622,
            40.540541,
            52.702703
        ],
        [
            1.920105,
            3.054472,
            1.077607,
            1.349221,
            1.671002,
            1.117906
        ],
        [
            335224,
            335224,
            53996,
            246529,
            246529,
            55686
        ],
        [
            -64914,
            -59316,
            -64914,
            -59316,
            -59316,
            -53535
        ],
        [
            149,
            158,
            139,
            149,
            158,
            139
        ],
        [
            201,
            238,
            172,
            201,
            238,
            172
        ],
        [
            103,
            104,
            102,
            103,
            104,
            102
        ],
        [
            22052,
            11740,
            10313,
            22052,
            11740,
            10313
        ],
        [
            45.425396,
            45.425396,
            104.842063,
            45.425396,
            45.425396,
            104.842063
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477714,
            -54470,
            -186535,
            -134988,
            -275138,
            -203416
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22500,
    "evaluation_days": 1875,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1599696000000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759507954226,
    "expiration_time": 1765332000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 242,
            "offset": 69
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "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)