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Trade: WAVES/USDT/120/EMA/LINREG/2217

Strategy
WAVES/USDT/120/EMA/LINREG/2217
Pair
WAVES_USDT
Interval
2h
Score
434999
Daily Profit
0.410351
Profit Factor
2.038059
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 15:44
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663948.4995 567679.9804 96268.5192 2680347.3935 1799693.2624 880654.1311
Total P&L (%) 663.9485 567.68 96.2685 2680.3474 1799.6933 880.6541
Avg Daily Profit (%) 0.4104 0.3509 0.0595 0.2057 0.1821 0.1412
Buy And Hold Return (%) 24.465 24.465 24.465 24.465 24.465 24.465
Max Trade Drawdown -102736 -92489 -86796 -2006323 -1451413 -796726
Profit Factor 2.0381 2.7085 1.3132 1.3553 1.428 1.2637
Total Trades 120 60 60 120 60 60
Winning Trades 54 27 27 54 27 27
Losing Trades 66 33 33 66 33 33
Profitability (%) 45 45 45 45 45 45
Ratio Avg Win / Avg Loss 2.491 3.3104 1.6051 1.6564 1.7453 1.5445
Largest Winning Trade 135289 135289 70783 1728470 1728470 792383
Largest Losing Trade -47480 -30369 -47480 -938532 -938532 -751931
Avg Bars in Trades 158 156 160 158 156 160
Avg Bars in Winners 259 258 260 259 258 260
Avg Bars in Losers 75 73 78 75 73 78
Bars Traded 19013 9392 9621 19013 9392 9621
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 434999 -156630 -285604 287761 -161262 -174270
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754647416,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "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": [
        [
            663948.4995480191,
            567679.980362448,
            96268.5191855711,
            2680347.3934909613,
            1799693.2623713235,
            880654.1311196376
        ],
        [
            663.9485,
            567.67998,
            96.268519,
            2680.347393,
            1799.693262,
            880.654131
        ],
        [
            0.410351,
            0.350853,
            0.059498,
            0.205722,
            0.182136,
            0.141203
        ],
        [
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009
        ],
        [
            -102736,
            -92489,
            -86796,
            -2006323,
            -1451413,
            -796726
        ],
        [
            2.038059,
            2.708502,
            1.313233,
            1.355266,
            1.428001,
            1.263689
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            45,
            45,
            45,
            45,
            45,
            45
        ],
        [
            2.490961,
            3.310391,
            1.605063,
            1.656436,
            1.745334,
            1.544509
        ],
        [
            135289,
            135289,
            70783,
            1728470,
            1728470,
            792383
        ],
        [
            -47480,
            -30369,
            -47480,
            -938532,
            -938532,
            -751931
        ],
        [
            158,
            156,
            160,
            158,
            156,
            160
        ],
        [
            259,
            258,
            260,
            259,
            258,
            260
        ],
        [
            75,
            73,
            78,
            75,
            73,
            78
        ],
        [
            19013,
            9392,
            9621,
            19013,
            9392,
            9621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434999,
            -156630,
            -285604,
            287761,
            -161262,
            -174270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579658400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754647416,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "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)