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Trade: CRV/USDT/720/HWMA/LINREG/6653

Strategy
CRV/USDT/720/HWMA/LINREG/6653
Pair
CRV_USDT
Interval
12h
Score
369138
Daily Profit
0.257059
Profit Factor
1.854357
Profitability
52.727273
Streak
0.000000
Best Strategy
Training Data Length
1874.500000
Evaluation Time
2025-10-02 15:36
Expiration Time
2025-11-27 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482938.3975 481857.9756 1080.4219 43726.0306 2782247.4742 -2738521.4437
Total P&L (%) 482.9384 481.858 1.0804 43.726 2782.2475 -2738.5214
Avg Daily Profit (%) 0.2576 0.2571 0.0006 0.0194 0.1795 0
Buy And Hold Return (%) 106.1798 106.1798 106.1798 106.1798 106.1798 106.1798
Max Trade Drawdown -230971 -99507 -185536 -8470358 -2403878 -6198495
Profit Factor 1.369 1.8544 1.0015 1.0018 1.3324 0.8301
Total Trades 220 110 110 220 110 110
Winning Trades 115 58 57 115 58 57
Losing Trades 105 52 53 105 52 53
Profitability (%) 52.2727 52.7273 51.8182 52.2727 52.7273 51.8182
Ratio Avg Win / Avg Loss 1.2499 1.6625 0.9312 0.9147 1.1946 0.7719
Largest Winning Trade 144263 144263 62518 1728786 1363659 1728786
Largest Losing Trade -69443 -29922 -69443 -3365049 -789494 -3365049
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3570 1784 1786 3570 1784 1786
Profit Streak 11.5256 0 19.5256 11.5256 0 19.5256
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332626 369138 -577604 -550655 306512 -579968
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408614098,
    "expiration_time": 1764221904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47238
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 162,
            "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": [
        [
            482938.3975396132,
            481857.9756391359,
            1080.4219004769,
            43726.0305856703,
            2782247.4742478235,
            -2738521.443662151
        ],
        [
            482.938398,
            481.857976,
            1.080422,
            43.726031,
            2782.247474,
            -2738.521444
        ],
        [
            0.257636,
            0.257059,
            0.000576,
            0.019353,
            0.17947,
            0
        ],
        [
            106.179775,
            106.179775,
            106.179775,
            106.179775,
            106.179775,
            106.179775
        ],
        [
            -230971,
            -99507,
            -185536,
            -8470358,
            -2403878,
            -6198495
        ],
        [
            1.368984,
            1.854357,
            1.001451,
            1.001785,
            1.332446,
            0.830143
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            52.272727,
            52.727273,
            51.818182,
            52.272727,
            52.727273,
            51.818182
        ],
        [
            1.249942,
            1.662527,
            0.931173,
            0.914674,
            1.194607,
            0.771887
        ],
        [
            144263,
            144263,
            62518,
            1728786,
            1363659,
            1728786
        ],
        [
            -69443,
            -29922,
            -69443,
            -3365049,
            -789494,
            -3365049
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3570,
            1784,
            1786,
            3570,
            1784,
            1786
        ],
        [
            11.525626,
            0,
            19.525626,
            11.525626,
            0,
            19.525626
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332626,
            369138,
            -577604,
            -550655,
            306512,
            -579968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3749,
    "evaluation_days": 1874.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1604404800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759408614098,
    "expiration_time": 1764221904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.47238
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 162,
            "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)