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Trade: CRV/USDT/360/LINREG/DCM/3304

Strategy
CRV/USDT/360/LINREG/DCM/3304
Pair
CRV_USDT
Interval
6h
Score
474181
Daily Profit
0.267901
Profit Factor
3.015409
Profitability
45.454545
Streak
183.814969
Best Strategy
Training Data Length
1877.750000
Evaluation Time
2025-10-05 16:33
Expiration Time
2025-11-30 21:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611148.6442 503050.5112 108098.133 233910.365 660257.8709 -426347.5059
Total P&L (%) 611.1486 503.0505 108.0981 233.9104 660.2579 -426.3475
Avg Daily Profit (%) 0.3255 0.2679 0.0576 0.0642 0.1081 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113714 -70331 -115523 -1091837 -357888 -1087975
Profit Factor 2.1886 3.0154 1.4086 1.0805 1.5238 0.7408
Total Trades 67 33 34 67 33 34
Winning Trades 32 15 17 32 15 17
Losing Trades 35 18 17 35 18 17
Profitability (%) 47.7612 45.4545 50 47.7612 45.4545 50
Ratio Avg Win / Avg Loss 2.3938 3.6185 1.4086 1.1818 1.8286 0.7408
Largest Winning Trade 307127 307127 42176 429425 429425 250713
Largest Losing Trade -89830 -44072 -89830 -829898 -310628 -829898
Avg Bars in Trades 103 123 84 103 123 84
Avg Bars in Winners 119 122 116 119 122 116
Avg Bars in Losers 89 124 52 89 124 52
Bars Traded 6961 4079 2882 6961 4079 2882
Profit Streak 121.065 183.815 121.065 121.065 183.815 121.065
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107915 474181 -114753 -360322 -46918 -580230
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671213326,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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": [
        [
            611148.6442022991,
            503050.5112063419,
            108098.1329959575,
            233910.3649719949,
            660257.8709096904,
            -426347.5059376955
        ],
        [
            611.148644,
            503.050511,
            108.098133,
            233.910365,
            660.257871,
            -426.347506
        ],
        [
            0.325469,
            0.267901,
            0.057568,
            0.064231,
            0.108086,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113714,
            -70331,
            -115523,
            -1091837,
            -357888,
            -1087975
        ],
        [
            2.188603,
            3.015409,
            1.408578,
            1.080509,
            1.523831,
            0.740814
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            47.761194,
            45.454545,
            50,
            47.761194,
            45.454545,
            50
        ],
        [
            2.393784,
            3.618491,
            1.408578,
            1.181807,
            1.828597,
            0.740814
        ],
        [
            307127,
            307127,
            42176,
            429425,
            429425,
            250713
        ],
        [
            -89830,
            -44072,
            -89830,
            -829898,
            -310628,
            -829898
        ],
        [
            103,
            123,
            84,
            103,
            123,
            84
        ],
        [
            119,
            122,
            116,
            119,
            122,
            116
        ],
        [
            89,
            124,
            52,
            89,
            124,
            52
        ],
        [
            6961,
            4079,
            2882,
            6961,
            4079,
            2882
        ],
        [
            121.064969,
            183.814969,
            121.064969,
            121.064969,
            183.814969,
            121.064969
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107915,
            474181,
            -114753,
            -360322,
            -46918,
            -580230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7511,
    "evaluation_days": 1877.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601510400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759671213326,
    "expiration_time": 1764532728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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)