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Trade: CRV/USDT/360/LINREG/HILO/2123

Strategy
CRV/USDT/360/LINREG/HILO/2123
Pair
CRV_USDT
Interval
6h
Score
462734
Daily Profit
0.353988
Profit Factor
1.889017
Profitability
48.872180
Streak
0.000000
Best Strategy
Training Data Length
1882.250000
Evaluation Time
2025-10-10 07:06
Expiration Time
2025-12-05 13:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 666293.6549 610943.7432 55349.9117 259439.5713 326176.4699 -66736.8986
Total P&L (%) 666.2937 610.9437 55.3499 259.4396 326.1765 -66.7369
Avg Daily Profit (%) 0.354 0.3246 0.0294 0.068 0.077 -0.0585
Buy And Hold Return (%) 33.4312 33.4312 33.4312 33.4312 33.4312 33.4312
Max Trade Drawdown -204204 -141369 -138016 -478187 -292241 -250760
Profit Factor 1.889 2.5404 1.1569 1.1773 1.4052 0.8986
Total Trades 133 66 67 133 66 67
Winning Trades 65 28 37 65 28 37
Losing Trades 68 38 30 68 38 30
Profitability (%) 48.8722 42.4242 55.2239 48.8722 42.4242 55.2239
Ratio Avg Win / Avg Loss 1.9762 3.4477 0.938 1.2316 1.907 0.7286
Largest Winning Trade 372722 372722 37845 379858 379858 80471
Largest Losing Trade -40136 -40136 -39110 -182525 -121955 -182525
Avg Bars in Trades 53 54 52 53 54 52
Avg Bars in Winners 64 65 63 64 65 63
Avg Bars in Losers 42 45 39 42 45 39
Bars Traded 7072 3571 3501 7072 3571 3501
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 462734 -113458 -328431 -127724 -215642 -696781
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760069207300,
    "expiration_time": 1764933192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            666293.6549080835,
            610943.7431915123,
            55349.9117165716,
            259439.5713129185,
            326176.4699421139,
            -66736.8986291954
        ],
        [
            666.293655,
            610.943743,
            55.349912,
            259.439571,
            326.17647,
            -66.736899
        ],
        [
            0.353988,
            0.324582,
            0.029406,
            0.067994,
            0.077048,
            -0.058462
        ],
        [
            33.431193,
            33.431193,
            33.431193,
            33.431193,
            33.431193,
            33.431193
        ],
        [
            -204204,
            -141369,
            -138016,
            -478187,
            -292241,
            -250760
        ],
        [
            1.889017,
            2.540393,
            1.156862,
            1.177306,
            1.405157,
            0.898602
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            65,
            28,
            37,
            65,
            28,
            37
        ],
        [
            68,
            38,
            30,
            68,
            38,
            30
        ],
        [
            48.87218,
            42.424242,
            55.223881,
            48.87218,
            42.424242,
            55.223881
        ],
        [
            1.976202,
            3.447676,
            0.937996,
            1.231644,
            1.906999,
            0.728596
        ],
        [
            372722,
            372722,
            37845,
            379858,
            379858,
            80471
        ],
        [
            -40136,
            -40136,
            -39110,
            -182525,
            -121955,
            -182525
        ],
        [
            53,
            54,
            52,
            53,
            54,
            52
        ],
        [
            64,
            65,
            63,
            64,
            65,
            63
        ],
        [
            42,
            45,
            39,
            42,
            45,
            39
        ],
        [
            7072,
            3571,
            3501,
            7072,
            3571,
            3501
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            462734,
            -113458,
            -328431,
            -127724,
            -215642,
            -696781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7529,
    "evaluation_days": 1882.25,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1602612000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760069207300,
    "expiration_time": 1764933192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)