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Trade: WAVES/USDT/120/MIDPOINT/LINREG/2128

Strategy
WAVES/USDT/120/MIDPOINT/LINREG/2128
Pair
WAVES_USDT
Interval
2h
Score
432627
Daily Profit
0.285545
Profit Factor
1.677456
Profitability
51.176471
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 460596.9681 462011.433 -1414.4649 82239.4892 388187.7288 -305948.2396
Total P&L (%) 460.597 462.0114 -1.4145 82.2395 388.1877 -305.9482
Avg Daily Profit (%) 0.2847 0.2855 -0.0009 0.0371 0.098 0
Buy And Hold Return (%) 24.971 24.971 24.971 24.971 24.971 24.971
Max Trade Drawdown -149334 -172769 -152322 -732025 -399867 -752837
Profit Factor 1.3296 1.6775 0.998 1.0235 1.2381 0.8359
Total Trades 340 170 170 340 170 170
Winning Trades 176 87 89 176 87 89
Losing Trades 164 83 81 164 83 81
Profitability (%) 51.7647 51.1765 52.3529 51.7647 51.1765 52.3529
Ratio Avg Win / Avg Loss 1.239 1.6003 0.9083 0.9537 1.1811 0.7608
Largest Winning Trade 94618 94618 67515 390152 390152 145354
Largest Losing Trade -50230 -47428 -50230 -392972 -194231 -392972
Avg Bars in Trades 56 50 61 56 50 61
Avg Bars in Winners 60 56 65 60 56 65
Avg Bars in Losers 51 44 58 51 44 58
Bars Traded 19129 8602 10527 19129 8602 10527
Profit Streak 0 0 499.7129 0 0 499.7129
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382187 432627 -579553 -340498 -61892 -579553
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107992100,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 135,
            "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": [
        [
            460596.9681425754,
            462011.4330342743,
            -1414.4648916992,
            82239.4891589431,
            388187.7287734448,
            -305948.2396145012
        ],
        [
            460.596968,
            462.011433,
            -1.414465,
            82.239489,
            388.187729,
            -305.94824
        ],
        [
            0.284671,
            0.285545,
            -0.000874,
            0.037099,
            0.098041,
            0
        ],
        [
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964
        ],
        [
            -149334,
            -172769,
            -152322,
            -732025,
            -399867,
            -752837
        ],
        [
            1.329648,
            1.677456,
            0.998022,
            1.023527,
            1.238055,
            0.835941
        ],
        [
            340,
            170,
            170,
            340,
            170,
            170
        ],
        [
            176,
            87,
            89,
            176,
            87,
            89
        ],
        [
            164,
            83,
            81,
            164,
            83,
            81
        ],
        [
            51.764706,
            51.176471,
            52.352941,
            51.764706,
            51.176471,
            52.352941
        ],
        [
            1.23899,
            1.600332,
            0.908313,
            0.953741,
            1.181133,
            0.760801
        ],
        [
            94618,
            94618,
            67515,
            390152,
            390152,
            145354
        ],
        [
            -50230,
            -47428,
            -50230,
            -392972,
            -194231,
            -392972
        ],
        [
            56,
            50,
            61,
            56,
            50,
            61
        ],
        [
            60,
            56,
            65,
            60,
            56,
            65
        ],
        [
            51,
            44,
            58,
            51,
            44,
            58
        ],
        [
            19129,
            8602,
            10527,
            19129,
            8602,
            10527
        ],
        [
            0,
            0,
            499.712871,
            0,
            0,
            499.712871
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382187,
            432627,
            -579553,
            -340498,
            -61892,
            -579553
        ]
    ]
}
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": 1579694400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107992100,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 135,
            "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)