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Trade: WAVES/USDT/240/MIDPRICE/LINREG/4781

Strategy
WAVES/USDT/240/MIDPRICE/LINREG/4781
Pair
WAVES_USDT
Interval
4h
Score
500728
Daily Profit
0.330848
Profit Factor
1.890971
Profitability
57.758621
Streak
485.138874
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 18:19
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 653755.6419 539567.3525 114188.2894 1220761.1527 782906.1902 437854.9625
Total P&L (%) 653.7556 539.5674 114.1883 1220.7612 782.9062 437.855
Avg Daily Profit (%) 0.3308 0.2731 0.0578 0.1307 0.1103 0.0852
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117223 -66231 -215528 -794079 -869409 -740756
Profit Factor 1.891 2.9926 1.2466 1.3284 1.4814 1.2094
Total Trades 116 58 58 116 58 58
Winning Trades 67 35 32 67 35 32
Losing Trades 49 23 26 49 23 26
Profitability (%) 57.7586 60.3448 55.1724 57.7586 60.3448 55.1724
Ratio Avg Win / Avg Loss 1.3829 1.9666 1.0129 0.9715 0.9735 0.9826
Largest Winning Trade 128187 128187 77691 364030 350715 364030
Largest Losing Trade -51748 -50670 -51748 -794079 -794079 -661776
Avg Bars in Trades 100 71 128 100 71 128
Avg Bars in Winners 106 62 154 106 62 154
Avg Bars in Losers 90 83 96 90 83 96
Bars Traded 11600 4133 7467 11600 4133 7467
Profit Streak 485.1389 485.1389 701.4722 485.1389 485.1389 701.4722
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500728 -163751 -294019 -17268 -223945 -259392
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550721600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759677598691,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 195,
            "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": [
        [
            653755.6419152821,
            539567.3524879413,
            114188.289427341,
            1220761.1527348526,
            782906.190248498,
            437854.9624863549
        ],
        [
            653.755642,
            539.567352,
            114.188289,
            1220.761153,
            782.90619,
            437.854962
        ],
        [
            0.330848,
            0.27306,
            0.057788,
            0.130692,
            0.110286,
            0.085179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117223,
            -66231,
            -215528,
            -794079,
            -869409,
            -740756
        ],
        [
            1.890971,
            2.992641,
            1.246639,
            1.328395,
            1.481422,
            1.209388
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            57.758621,
            60.344828,
            55.172414,
            57.758621,
            60.344828,
            55.172414
        ],
        [
            1.382949,
            1.966592,
            1.012895,
            0.971513,
            0.973506,
            0.982628
        ],
        [
            128187,
            128187,
            77691,
            364030,
            350715,
            364030
        ],
        [
            -51748,
            -50670,
            -51748,
            -794079,
            -794079,
            -661776
        ],
        [
            100,
            71,
            128,
            100,
            71,
            128
        ],
        [
            106,
            62,
            154,
            106,
            62,
            154
        ],
        [
            90,
            83,
            96,
            90,
            83,
            96
        ],
        [
            11600,
            4133,
            7467,
            11600,
            4133,
            7467
        ],
        [
            485.138874,
            485.138874,
            701.472207,
            485.138874,
            485.138874,
            701.472207
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500728,
            -163751,
            -294019,
            -17268,
            -223945,
            -259392
        ]
    ]
}
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": 1550721600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759677598691,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 195,
            "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)