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Trade: CRV/USDT/720/LINREG/MIDPRICE/8968

Strategy
CRV/USDT/720/LINREG/MIDPRICE/8968
Pair
CRV_USDT
Interval
12h
Score
433522
Daily Profit
0.168074
Profit Factor
2.161266
Profitability
50.000000
Streak
179.692581
Best Strategy
Training Data Length
1871.500000
Evaluation Time
2025-09-29 07:37
Expiration Time
2025-11-24 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 324095.0496 314549.7387 9545.3109 -28893.4636 318473.2911 -347366.7547
Total P&L (%) 324.0951 314.5497 9.5453 -28.8935 318.4733 -347.3668
Avg Daily Profit (%) 0.1732 0.1681 0.0051 -0.0182 0.0765 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197206 -66738 -148840 -643539 -174227 -576133
Profit Factor 1.4982 2.1613 1.0251 0.9804 1.6636 0.6494
Total Trades 73 36 37 73 36 37
Winning Trades 37 18 19 37 18 19
Losing Trades 36 18 18 36 18 18
Profitability (%) 50.6849 50 51.3514 50.6849 50 51.3514
Ratio Avg Win / Avg Loss 1.4577 2.1613 0.9712 0.9539 1.6636 0.6153
Largest Winning Trade 114385 114385 52841 207362 111514 207362
Largest Losing Trade -81487 -42344 -81487 -260707 -64455 -260707
Avg Bars in Trades 47 56 38 47 56 38
Avg Bars in Winners 52 57 47 52 57 47
Avg Bars in Losers 42 56 28 42 56 28
Bars Traded 3467 2051 1416 3467 2051 1416
Profit Streak 119.1926 179.6926 119.1926 119.1926 179.6926 119.1926
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66543 433522 -545576 -656008 -87051 -580032
Evaluation Data
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120639008,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "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": [
        [
            324095.0496224148,
            314549.7386851346,
            9545.3109372801,
            -28893.4636387284,
            318473.2911095808,
            -347366.7547483091
        ],
        [
            324.09505,
            314.549739,
            9.545311,
            -28.893464,
            318.473291,
            -347.366755
        ],
        [
            0.173174,
            0.168074,
            0.0051,
            -0.018219,
            0.076516,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197206,
            -66738,
            -148840,
            -643539,
            -174227,
            -576133
        ],
        [
            1.498209,
            2.161266,
            1.025142,
            0.980356,
            1.66357,
            0.649436
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            50.684932,
            50,
            51.351351,
            50.684932,
            50,
            51.351351
        ],
        [
            1.457716,
            2.161266,
            0.971187,
            0.953859,
            1.66357,
            0.615255
        ],
        [
            114385,
            114385,
            52841,
            207362,
            111514,
            207362
        ],
        [
            -81487,
            -42344,
            -81487,
            -260707,
            -64455,
            -260707
        ],
        [
            47,
            56,
            38,
            47,
            56,
            38
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            42,
            56,
            28,
            42,
            56,
            28
        ],
        [
            3467,
            2051,
            1416,
            3467,
            2051,
            1416
        ],
        [
            119.192581,
            179.692581,
            119.192581,
            119.192581,
            179.692581,
            119.192581
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66543,
            433522,
            -545576,
            -656008,
            -87051,
            -580032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CRV_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3743,
    "evaluation_days": 1871.5,
    "actual_first_datapoint_time": 1597449600000,
    "first_datapoint_time": 1601078400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120639008,
    "expiration_time": 1763954928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "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)