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Trade: WAVES/USDT/240/WMA/LINREG/4213

Strategy
WAVES/USDT/240/WMA/LINREG/4213
Pair
WAVES_USDT
Interval
4h
Score
305245
Daily Profit
0.180724
Profit Factor
2.057509
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 06:28
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 342120.8318 357109.9929 -14989.1611 -75380.5843 1585238.7818 -1660619.366
Total P&L (%) 342.1208 357.11 -14.9892 -75.3806 1585.2388 -1660.6194
Avg Daily Profit (%) 0.1731 0.1807 -0.0076 -0.0709 0.143 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -273109 -172333 -127637 -2845994 -808782 -2139344
Profit Factor 1.4929 2.0575 0.9579 0.9852 1.9666 0.5184
Total Trades 80 40 40 80 40 40
Winning Trades 33 17 16 33 17 16
Losing Trades 47 23 24 47 23 24
Profitability (%) 41.25 42.5 40 41.25 42.5 40
Ratio Avg Win / Avg Loss 2.1263 2.7837 1.4369 1.4031 2.6606 0.7776
Largest Winning Trade 152436 152436 59364 1066364 1023625 1066364
Largest Losing Trade -89632 -54864 -89632 -2139344 -533214 -2139344
Avg Bars in Trades 145 136 153 145 136 153
Avg Bars in Winners 239 220 261 239 220 261
Avg Bars in Losers 79 75 82 79 75 82
Bars Traded 11636 5478 6158 11636 5478 6158
Profit Streak 0 0 590.3114 0 0 590.3114
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17415 305245 -582388 -606291 -819 -584055
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549641600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030106334,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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": [
        [
            342120.8317892827,
            357109.9928530556,
            -14989.1610637725,
            -75380.5842760647,
            1585238.7817581617,
            -1660619.3660342258
        ],
        [
            342.120832,
            357.109993,
            -14.989161,
            -75.380584,
            1585.238782,
            -1660.619366
        ],
        [
            0.173138,
            0.180724,
            -0.007586,
            -0.070908,
            0.143042,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -273109,
            -172333,
            -127637,
            -2845994,
            -808782,
            -2139344
        ],
        [
            1.492905,
            2.057509,
            0.957943,
            0.985185,
            1.966565,
            0.518397
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            41.25,
            42.5,
            40,
            41.25,
            42.5,
            40
        ],
        [
            2.126258,
            2.783689,
            1.436915,
            1.403143,
            2.660646,
            0.777596
        ],
        [
            152436,
            152436,
            59364,
            1066364,
            1023625,
            1066364
        ],
        [
            -89632,
            -54864,
            -89632,
            -2139344,
            -533214,
            -2139344
        ],
        [
            145,
            136,
            153,
            145,
            136,
            153
        ],
        [
            239,
            220,
            261,
            239,
            220,
            261
        ],
        [
            79,
            75,
            82,
            79,
            75,
            82
        ],
        [
            11636,
            5478,
            6158,
            11636,
            5478,
            6158
        ],
        [
            0,
            0,
            590.311416,
            0,
            0,
            590.311416
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17415,
            305245,
            -582388,
            -606291,
            -819,
            -584055
        ]
    ]
}
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": 1549641600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030106334,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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)