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Trade: CRV/USDT/120/SSF/LINREG/4242

Strategy
CRV/USDT/120/SSF/LINREG/4242
Pair
CRV_USDT
Interval
2h
Score
345156
Daily Profit
0.346650
Profit Factor
1.627744
Profitability
40.789474
Streak
0.000000
Best Strategy
Training Data Length
1878.750000
Evaluation Time
2025-10-07 13:39
Expiration Time
2025-12-14 01:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 651269.004 556014.0171 95254.9869 123151.0357 148545.9301 -25394.8944
Total P&L (%) 651.269 556.014 95.255 123.151 148.5459 -25.3949
Avg Daily Profit (%) 0.3467 0.2959 0.0507 0.0427 0.0485 -0.0156
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117811 -85763 -117068 -301769 -163302 -169806
Profit Factor 1.6277 1.9936 1.1993 1.0979 1.2153 0.9553
Total Trades 152 76 76 152 76 76
Winning Trades 62 26 36 62 26 36
Losing Trades 90 50 40 90 50 40
Profitability (%) 40.7895 34.2105 47.3684 40.7895 34.2105 47.3684
Ratio Avg Win / Avg Loss 2.3629 3.8339 1.3326 1.5937 2.3372 1.0615
Largest Winning Trade 323541 323541 70217 310226 310226 72546
Largest Losing Trade -47722 -47722 -30473 -83398 -83398 -79835
Avg Bars in Trades 146 138 155 146 138 155
Avg Bars in Winners 242 256 233 242 256 233
Avg Bars in Losers 80 76 85 80 76 85
Bars Traded 22304 10507 11797 22304 10507 11797
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345156 -42952 -176955 -250350 -183096 -629592
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22545,
    "evaluation_days": 1878.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598680800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759833551353,
    "expiration_time": 1765667664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "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": [
        [
            651269.0040316841,
            556014.0171425483,
            95254.9868891356,
            123151.0356833797,
            148545.9301105448,
            -25394.894427165
        ],
        [
            651.269004,
            556.014017,
            95.254987,
            123.151036,
            148.54593,
            -25.394894
        ],
        [
            0.34665,
            0.295949,
            0.050701,
            0.042733,
            0.048473,
            -0.015592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117811,
            -85763,
            -117068,
            -301769,
            -163302,
            -169806
        ],
        [
            1.627744,
            1.993607,
            1.199326,
            1.097891,
            1.215344,
            0.955309
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            62,
            26,
            36,
            62,
            26,
            36
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            40.789474,
            34.210526,
            47.368421,
            40.789474,
            34.210526,
            47.368421
        ],
        [
            2.362854,
            3.833859,
            1.332585,
            1.593713,
            2.337201,
            1.061455
        ],
        [
            323541,
            323541,
            70217,
            310226,
            310226,
            72546
        ],
        [
            -47722,
            -47722,
            -30473,
            -83398,
            -83398,
            -79835
        ],
        [
            146,
            138,
            155,
            146,
            138,
            155
        ],
        [
            242,
            256,
            233,
            242,
            256,
            233
        ],
        [
            80,
            76,
            85,
            80,
            76,
            85
        ],
        [
            22304,
            10507,
            11797,
            22304,
            10507,
            11797
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345156,
            -42952,
            -176955,
            -250350,
            -183096,
            -629592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 22545,
    "evaluation_days": 1878.75,
    "actual_first_datapoint_time": 1597464000000,
    "first_datapoint_time": 1598680800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759833551353,
    "expiration_time": 1765667664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 193,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "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)