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Trade: WAVES/USDT/120/MIDPOINT/LINREG/4092

Strategy
WAVES/USDT/120/MIDPOINT/LINREG/4092
Pair
WAVES_USDT
Interval
2h
Score
446736
Daily Profit
0.293939
Profit Factor
1.872491
Profitability
55.263158
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 507344.4968 475592.5745 31751.9224 304050.5012 771218.088 -467167.5868
Total P&L (%) 507.3445 475.5926 31.7519 304.0505 771.2181 -467.1676
Avg Daily Profit (%) 0.3136 0.2939 0.0196 0.0863 0.1339 0
Buy And Hold Return (%) 25.848 25.848 25.848 25.848 25.848 25.848
Max Trade Drawdown -201791 -184532 -132283 -1468767 -813481 -1280610
Profit Factor 1.4565 1.8725 1.0561 1.0572 1.3212 0.8399
Total Trades 228 114 114 228 114 114
Winning Trades 123 63 60 123 63 60
Losing Trades 105 51 54 105 51 54
Profitability (%) 53.9474 55.2632 52.6316 53.9474 55.2632 52.6316
Ratio Avg Win / Avg Loss 1.2433 1.5158 0.9505 0.9025 1.0695 0.7559
Largest Winning Trade 125793 125793 67894 795144 795144 331826
Largest Losing Trade -51277 -46805 -51277 -508469 -430042 -508469
Avg Bars in Trades 83 75 92 83 75 92
Avg Bars in Winners 93 81 105 93 81 105
Avg Bars in Losers 72 66 78 72 66 78
Bars Traded 19110 8573 10537 19110 8573 10537
Profit Streak 0 0 507.1139 0 0 507.1139
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423115 446736 -421212 -235294 -13238 -580103
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579831200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754639540,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "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": [
        [
            507344.4968143932,
            475592.574450908,
            31751.9223634852,
            304050.5012179554,
            771218.0879729526,
            -467167.5867549972
        ],
        [
            507.344497,
            475.592574,
            31.751922,
            304.050501,
            771.218088,
            -467.167587
        ],
        [
            0.313563,
            0.293939,
            0.019624,
            0.086339,
            0.13388,
            0
        ],
        [
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953
        ],
        [
            -201791,
            -184532,
            -132283,
            -1468767,
            -813481,
            -1280610
        ],
        [
            1.45645,
            1.872491,
            1.056059,
            1.057166,
            1.321203,
            0.839884
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            53.947368,
            55.263158,
            52.631579,
            53.947368,
            55.263158,
            52.631579
        ],
        [
            1.243311,
            1.515826,
            0.950453,
            0.902459,
            1.069546,
            0.755896
        ],
        [
            125793,
            125793,
            67894,
            795144,
            795144,
            331826
        ],
        [
            -51277,
            -46805,
            -51277,
            -508469,
            -430042,
            -508469
        ],
        [
            83,
            75,
            92,
            83,
            75,
            92
        ],
        [
            93,
            81,
            105,
            93,
            81,
            105
        ],
        [
            72,
            66,
            78,
            72,
            66,
            78
        ],
        [
            19110,
            8573,
            10537,
            19110,
            8573,
            10537
        ],
        [
            0,
            0,
            507.113883,
            0,
            0,
            507.113884
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423115,
            446736,
            -421212,
            -235294,
            -13238,
            -580103
        ]
    ]
}
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": 1579831200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754639540,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "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)