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Trade: WAVES/USDT/120/MIDPRICE/LINREG/7855

Strategy
WAVES/USDT/120/MIDPRICE/LINREG/7855
Pair
WAVES_USDT
Interval
2h
Score
374985
Daily Profit
0.173560
Profit Factor
1.279690
Profitability
54.436451
Streak
478.877258
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 08:03
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 128883.4371 280819.5903 -151936.1532 -100439.4268 669306.4254 -769745.8523
Total P&L (%) 128.8834 280.8196 -151.9362 -100.4394 669.3064 -769.7459
Avg Daily Profit (%) 0.0797 0.1736 -0.0939 0 0.1262 0
Buy And Hold Return (%) 22.5094 22.5094 22.5094 22.5094 22.5094 22.5094
Max Trade Drawdown -396022 -222485 -306139 -1043117 -491595 -785446
Profit Factor 1.0548 1.2797 0.8871 0.9798 1.3335 0.741
Total Trades 835 417 418 835 417 418
Winning Trades 440 227 213 422 224 198
Losing Trades 395 190 205 413 193 220
Profitability (%) 52.6946 54.4365 50.9569 50.5389 53.717 47.3684
Ratio Avg Win / Avg Loss 0.947 1.0711 0.8538 0.9589 1.149 0.8233
Largest Winning Trade 54223 52679 54223 287713 252261 287713
Largest Losing Trade -120455 -37654 -120455 -277834 -277834 -196122
Avg Bars in Trades 23 20 25 23 20 25
Avg Bars in Winners 21 18 24 21 19 24
Avg Bars in Losers 25 23 26 24 21 26
Bars Traded 19287 8549 10738 19287 8549 10738
Profit Streak 478.8773 478.8773 482.3773 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -242573 374985 -577410 -575652 -21475 -579894

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579384800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758862995120,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 92,
            "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": [
        [
            128883.4371041501,
            280819.590282117,
            -151936.1531779665,
            -100439.4268346787,
            669306.4254383849,
            -769745.8522730634
        ],
        [
            128.883437,
            280.81959,
            -151.936153,
            -100.439427,
            669.306425,
            -769.745852
        ],
        [
            0.079656,
            0.17356,
            -0.093904,
            0,
            0.126181,
            0
        ],
        [
            22.509393,
            22.509393,
            22.509393,
            22.509393,
            22.509393,
            22.509393
        ],
        [
            -396022,
            -222485,
            -306139,
            -1043117,
            -491595,
            -785446
        ],
        [
            1.054842,
            1.27969,
            0.887124,
            0.979827,
            1.333507,
            0.740993
        ],
        [
            835,
            417,
            418,
            835,
            417,
            418
        ],
        [
            440,
            227,
            213,
            422,
            224,
            198
        ],
        [
            395,
            190,
            205,
            413,
            193,
            220
        ],
        [
            52.694611,
            54.436451,
            50.956938,
            50.538922,
            53.717026,
            47.368421
        ],
        [
            0.94696,
            1.071106,
            0.853805,
            0.95893,
            1.148959,
            0.823326
        ],
        [
            54223,
            52679,
            54223,
            287713,
            252261,
            287713
        ],
        [
            -120455,
            -37654,
            -120455,
            -277834,
            -277834,
            -196122
        ],
        [
            23,
            20,
            25,
            23,
            20,
            25
        ],
        [
            21,
            18,
            24,
            21,
            19,
            24
        ],
        [
            25,
            23,
            26,
            24,
            21,
            26
        ],
        [
            19287,
            8549,
            10738,
            19287,
            8549,
            10738
        ],
        [
            478.877258,
            478.877258,
            482.377258,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -242573,
            374985,
            -577410,
            -575652,
            -21475,
            -579894
        ]
    ]
}
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": 1579384800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758862995120,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 92,
            "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)