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Trade: WAVES/USDT/360/PWMA/LINREG/4898

Strategy
WAVES/USDT/360/PWMA/LINREG/4898
Pair
WAVES_USDT
Interval
6h
Score
303873
Daily Profit
0.186991
Profit Factor
1.693112
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-08 01:19
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368529.792 369634.1789 -1104.3869 -44155.7719 135631.5494 -179787.3213
Total P&L (%) 368.5298 369.6342 -1.1044 -44.1558 135.6315 -179.7873
Avg Daily Profit (%) 0.1864 0.187 -0.0006 -0.0295 0.0434 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183946 -74380 -217909 -279132 -161582 -337017
Profit Factor 1.3157 1.6931 0.9983 0.9744 1.1782 0.8128
Total Trades 195 98 97 195 98 97
Winning Trades 83 44 39 83 44 39
Losing Trades 112 54 58 112 54 58
Profitability (%) 42.5641 44.898 40.2062 42.5641 44.898 40.2062
Ratio Avg Win / Avg Loss 1.7753 2.0779 1.4846 1.3148 1.4459 1.2087
Largest Winning Trade 160661 160661 72527 181226 181226 87777
Largest Losing Trade -54456 -51925 -54456 -161582 -161582 -150060
Avg Bars in Trades 39 36 42 39 36 42
Avg Bars in Winners 50 41 60 50 41 60
Avg Bars in Losers 31 32 30 31 32 30
Bars Traded 7725 3574 4151 7725 3574 4151
Profit Streak 0 0 535.9305 0 0 535.9305
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 249297 303873 -582255 -580982 -161813 -582255
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551204000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759875599382,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "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": [
        [
            368529.7919623458,
            369634.1789060222,
            -1104.3869436766,
            -44155.7718704713,
            135631.5493880388,
            -179787.3212585104
        ],
        [
            368.529792,
            369.634179,
            -1.104387,
            -44.155772,
            135.631549,
            -179.787321
        ],
        [
            0.186432,
            0.186991,
            -0.000559,
            -0.029468,
            0.043368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183946,
            -74380,
            -217909,
            -279132,
            -161582,
            -337017
        ],
        [
            1.31565,
            1.693112,
            0.998259,
            0.97435,
            1.178157,
            0.812756
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            112,
            54,
            58,
            112,
            54,
            58
        ],
        [
            42.564103,
            44.897959,
            40.206186,
            42.564103,
            44.897959,
            40.206186
        ],
        [
            1.775334,
            2.07791,
            1.48459,
            1.314786,
            1.44592,
            1.208715
        ],
        [
            160661,
            160661,
            72527,
            181226,
            181226,
            87777
        ],
        [
            -54456,
            -51925,
            -54456,
            -161582,
            -161582,
            -150060
        ],
        [
            39,
            36,
            42,
            39,
            36,
            42
        ],
        [
            50,
            41,
            60,
            50,
            41,
            60
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            7725,
            3574,
            4151,
            7725,
            3574,
            4151
        ],
        [
            0,
            0,
            535.930548,
            0,
            0,
            535.930548
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            249297,
            303873,
            -582255,
            -580982,
            -161813,
            -582255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551204000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759875599382,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "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)