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Trade: CRV/USDT/360/LINREG/ZLMA/3593

Strategy
CRV/USDT/360/LINREG/ZLMA/3593
Pair
CRV_USDT
Interval
6h
Score
553378
Daily Profit
0.317474
Profit Factor
2.427226
Profitability
52.500000
Streak
159.274120
Best Strategy
Training Data Length
1881.750000
Evaluation Time
2025-10-09 21:34
Expiration Time
2025-12-05 00:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574824.1718 597406.906 -22582.7342 -34372.3656 121016.4418 -155388.8074
Total P&L (%) 574.8242 597.4069 -22.5827 -34.3724 121.0164 -155.3888
Avg Daily Profit (%) 0.3055 0.3175 -0.012 -0.0224 0.0422 0
Buy And Hold Return (%) 40.8679 40.8679 40.8679 40.8679 40.8679 40.8679
Max Trade Drawdown -283435 -168252 -138851 -516709 -333202 -206379
Profit Factor 1.7475 2.4272 0.9356 0.9535 1.2669 0.4558
Total Trades 80 40 40 80 40 40
Winning Trades 41 21 20 41 21 20
Losing Trades 39 19 20 39 19 20
Profitability (%) 51.25 52.5 50 51.25 52.5 50
Ratio Avg Win / Avg Loss 1.6622 2.1961 0.9356 0.907 1.1463 0.4558
Largest Winning Trade 333690 333690 43281 333690 333690 32383
Largest Losing Trade -57164 -57164 -47690 -266790 -266790 -83248
Avg Bars in Trades 85 87 83 85 87 83
Avg Bars in Winners 98 99 97 98 99 97
Avg Bars in Losers 71 73 68 71 73 68
Bars Traded 6820 3490 3330 6820 3490 3330
Profit Streak 149.5241 159.2741 149.5241 149.5241 159.2741 149.5241
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9920 553378 -579398 -602950 -138159 -579398
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7527,
    "evaluation_days": 1881.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602007200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760034883935,
    "expiration_time": 1764888696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "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": [
        [
            574824.1718346187,
            597406.9060051343,
            -22582.7341705156,
            -34372.3655920919,
            121016.4417588416,
            -155388.8073509334
        ],
        [
            574.824172,
            597.406906,
            -22.582734,
            -34.372366,
            121.016442,
            -155.388807
        ],
        [
            0.305473,
            0.317474,
            -0.012001,
            -0.022379,
            0.042154,
            0
        ],
        [
            40.86785,
            40.86785,
            40.86785,
            40.86785,
            40.86785,
            40.86785
        ],
        [
            -283435,
            -168252,
            -138851,
            -516709,
            -333202,
            -206379
        ],
        [
            1.747485,
            2.427226,
            0.935557,
            0.953481,
            1.266949,
            0.455849
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            51.25,
            52.5,
            50,
            51.25,
            52.5,
            50
        ],
        [
            1.662242,
            2.196061,
            0.935557,
            0.90697,
            1.146287,
            0.455849
        ],
        [
            333690,
            333690,
            43281,
            333690,
            333690,
            32383
        ],
        [
            -57164,
            -57164,
            -47690,
            -266790,
            -266790,
            -83248
        ],
        [
            85,
            87,
            83,
            85,
            87,
            83
        ],
        [
            98,
            99,
            97,
            98,
            99,
            97
        ],
        [
            71,
            73,
            68,
            71,
            73,
            68
        ],
        [
            6820,
            3490,
            3330,
            6820,
            3490,
            3330
        ],
        [
            149.52412,
            159.27412,
            149.52412,
            149.52412,
            159.27412,
            149.52412
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9920,
            553378,
            -579398,
            -602950,
            -138159,
            -579398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7527,
    "evaluation_days": 1881.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602007200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760034883935,
    "expiration_time": 1764888696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 176,
            "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)