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Trade: WAVES/USDT/240/MIDPOINT/LINREG/7210

Strategy
WAVES/USDT/240/MIDPOINT/LINREG/7210
Pair
WAVES_USDT
Interval
4h
Score
426591
Daily Profit
0.205599
Profit Factor
2.720791
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 12:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534025.7813 406263.1289 127762.6524 1400695.4988 861653.59 539041.9089
Total P&L (%) 534.0258 406.2631 127.7627 1400.6955 861.6536 539.0419
Avg Daily Profit (%) 0.2703 0.2056 0.0647 0.1372 0.1146 0.0939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79293 -67410 -130553 -838576 -874750 -1073424
Profit Factor 2.0738 2.7208 1.4891 1.3012 1.3574 1.2407
Total Trades 75 38 37 75 38 37
Winning Trades 38 18 20 38 18 20
Losing Trades 37 20 17 37 20 17
Profitability (%) 50.6667 47.3684 54.0541 50.6667 47.3684 54.0541
Ratio Avg Win / Avg Loss 2.0192 3.0231 1.2657 1.2669 1.5082 1.0546
Largest Winning Trade 132745 132745 77440 720802 575906 720802
Largest Losing Trade -52212 -29376 -52212 -433144 -358017 -433144
Avg Bars in Trades 152 117 188 152 117 188
Avg Bars in Winners 230 177 278 230 177 278
Avg Bars in Losers 72 62 83 72 62 83
Bars Traded 11442 4452 6989 11442 4452 6989
Profit Streak 0 0 584.5651 0 0 584.5651
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48610 426591 -103868 -70602 -39035 -65965

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792820685,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "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": [
        [
            534025.7812618505,
            406263.1289099274,
            127762.6523519231,
            1400695.4988326412,
            861653.5899819985,
            539041.9088506431
        ],
        [
            534.025781,
            406.263129,
            127.762652,
            1400.695499,
            861.65359,
            539.041909
        ],
        [
            0.270256,
            0.205599,
            0.064657,
            0.137165,
            0.114614,
            0.09391
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79293,
            -67410,
            -130553,
            -838576,
            -874750,
            -1073424
        ],
        [
            2.073792,
            2.720791,
            1.48907,
            1.301189,
            1.357392,
            1.240686
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            50.666667,
            47.368421,
            54.054054,
            50.666667,
            47.368421,
            54.054054
        ],
        [
            2.019218,
            3.023101,
            1.265709,
            1.266947,
            1.508213,
            1.054583
        ],
        [
            132745,
            132745,
            77440,
            720802,
            575906,
            720802
        ],
        [
            -52212,
            -29376,
            -52212,
            -433144,
            -358017,
            -433144
        ],
        [
            152,
            117,
            188,
            152,
            117,
            188
        ],
        [
            230,
            177,
            278,
            230,
            177,
            278
        ],
        [
            72,
            62,
            83,
            72,
            62,
            83
        ],
        [
            11442,
            4452,
            6989,
            11442,
            4452,
            6989
        ],
        [
            0,
            0,
            584.565054,
            0,
            0,
            584.565054
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48610,
            426591,
            -103868,
            -70602,
            -39035,
            -65965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792820685,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "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)