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Trade: WAVES/USDT/120/SSF/LINREG/5521

Strategy
WAVES/USDT/120/SSF/LINREG/5521
Pair
WAVES_USDT
Interval
2h
Score
326919
Daily Profit
0.411394
Profit Factor
1.971633
Profitability
37.606838
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:20
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 665635.8863 605440.1525 60195.7337 786386.8908 -340736.4198 1127123.3106
Total P&L (%) 665.6359 605.4402 60.1957 786.3869 -340.7364 1127.1233
Avg Daily Profit (%) 0.4114 0.3742 0.0372 0.1349 0 0.1551
Buy And Hold Return (%) 23.8205 23.8205 23.8205 23.8205 23.8205 23.8205
Max Trade Drawdown -111191 -145661 -54021 -1699289 -2234931 -465201
Profit Factor 1.9716 2.6583 1.1881 1.1194 0.9179 1.4628
Total Trades 117 59 58 117 59 58
Winning Trades 44 20 24 44 20 24
Losing Trades 73 39 34 73 39 34
Profitability (%) 37.6068 33.8983 41.3793 37.6068 33.8983 41.3793
Ratio Avg Win / Avg Loss 3.2711 5.1837 1.6832 1.8572 1.7899 2.0723
Largest Winning Trade 229195 229195 55421 939655 939655 778982
Largest Losing Trade -41032 -41032 -40745 -827145 -827145 -348028
Avg Bars in Trades 161 161 162 161 161 162
Avg Bars in Winners 290 320 265 290 320 265
Avg Bars in Losers 84 79 89 84 79 89
Bars Traded 18935 9499 9436 18935 9499 9436
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 326919 -168622 -342614 -105028 -761220 -173564

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925233875,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "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": [
        [
            665635.8862800797,
            605440.1525492646,
            60195.7337308152,
            786386.8908384871,
            -340736.4197954073,
            1127123.310633894
        ],
        [
            665.635886,
            605.440153,
            60.195734,
            786.386891,
            -340.73642,
            1127.123311
        ],
        [
            0.411394,
            0.37419,
            0.037204,
            0.134948,
            0,
            0.15508
        ],
        [
            23.820483,
            23.820483,
            23.820483,
            23.820483,
            23.820483,
            23.820483
        ],
        [
            -111191,
            -145661,
            -54021,
            -1699289,
            -2234931,
            -465201
        ],
        [
            1.971633,
            2.658296,
            1.188129,
            1.119414,
            0.917891,
            1.462779
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            37.606838,
            33.898305,
            41.37931,
            37.606838,
            33.898305,
            41.37931
        ],
        [
            3.271119,
            5.183678,
            1.683182,
            1.85721,
            1.789888,
            2.072271
        ],
        [
            229195,
            229195,
            55421,
            939655,
            939655,
            778982
        ],
        [
            -41032,
            -41032,
            -40745,
            -827145,
            -827145,
            -348028
        ],
        [
            161,
            161,
            162,
            161,
            161,
            162
        ],
        [
            290,
            320,
            265,
            290,
            320,
            265
        ],
        [
            84,
            79,
            89,
            84,
            79,
            89
        ],
        [
            18935,
            9499,
            9436,
            18935,
            9499,
            9436
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326919,
            -168622,
            -342614,
            -105028,
            -761220,
            -173564
        ]
    ]
}
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": 1580371200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925233875,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "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)