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Trade: CRV/USDT/360/SINWMA/LINREG/8517

Strategy
CRV/USDT/360/SINWMA/LINREG/8517
Pair
CRV_USDT
Interval
6h
Score
458639
Daily Profit
0.350774
Profit Factor
1.666194
Profitability
48.466258
Streak
0.000000
Best Strategy
Training Data Length
1883.750000
Evaluation Time
2025-10-11 18:25
Expiration Time
2025-12-07 02:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 660770.9711 549674.8742 111096.0968 532770.2397 1079511.6144 -546741.3746
Total P&L (%) 660.771 549.6749 111.0961 532.7702 1079.5116 -546.7414
Avg Daily Profit (%) 0.3508 0.2918 0.059 0.098 0.1311 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -240015 -87638 -238495 -1070834 -377897 -1155486
Profit Factor 1.6662 2.1583 1.2148 1.1357 1.623 0.7508
Total Trades 163 82 81 163 82 81
Winning Trades 79 39 40 79 39 40
Losing Trades 84 43 41 84 43 41
Profitability (%) 48.4663 47.561 49.3827 48.4663 47.561 49.3827
Ratio Avg Win / Avg Loss 1.7716 2.3796 1.2451 1.2076 1.7894 0.7696
Largest Winning Trade 208145 208145 82414 747100 747100 148044
Largest Losing Trade -51619 -33479 -51619 -382966 -122583 -382966
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 61 56 65 61 56 65
Avg Bars in Losers 30 30 29 30 30 29
Bars Traded 7361 3536 3825 7361 3536 3825
Profit Streak 0 0 176.8928 0 0 176.8928
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458639 270770 -125368 -132765 -19944 -591537
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7535,
    "evaluation_days": 1883.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760196342078,
    "expiration_time": 1765066680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "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": [
        [
            660770.9710530072,
            549674.8742349516,
            111096.0968180559,
            532770.2397260583,
            1079511.6143688736,
            -546741.374642815
        ],
        [
            660.770971,
            549.674874,
            111.096097,
            532.77024,
            1079.511614,
            -546.741375
        ],
        [
            0.350774,
            0.291798,
            0.058976,
            0.097988,
            0.131084,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -240015,
            -87638,
            -238495,
            -1070834,
            -377897,
            -1155486
        ],
        [
            1.666194,
            2.158285,
            1.214761,
            1.135676,
            1.622969,
            0.750795
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            48.466258,
            47.560976,
            49.382716,
            48.466258,
            47.560976,
            49.382716
        ],
        [
            1.771649,
            2.379648,
            1.24513,
            1.207554,
            1.789428,
            0.769565
        ],
        [
            208145,
            208145,
            82414,
            747100,
            747100,
            148044
        ],
        [
            -51619,
            -33479,
            -51619,
            -382966,
            -122583,
            -382966
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            61,
            56,
            65,
            61,
            56,
            65
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            7361,
            3536,
            3825,
            7361,
            3536,
            3825
        ],
        [
            0,
            0,
            176.892848,
            0,
            0,
            176.892848
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458639,
            270770,
            -125368,
            -132765,
            -19944,
            -591537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7535,
    "evaluation_days": 1883.75,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1599112800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760196342078,
    "expiration_time": 1765066680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 78,
            "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)