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Trade: WAVES/USDT/480/SSF/LINREG/5159

Strategy
WAVES/USDT/480/SSF/LINREG/5159
Pair
WAVES_USDT
Interval
8h
Score
310430
Daily Profit
0.212140
Profit Factor
2.578753
Profitability
39.534884
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 13:44
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 449048.7209 419400.4869 29648.234 56170.714 -141720.7607 197891.4747
Total P&L (%) 449.0487 419.4005 29.6482 56.1707 -141.7208 197.8915
Avg Daily Profit (%) 0.2271 0.2121 0.015 0.0226 0 0.0552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175342 -102531 -130071 -2383932 -1465668 -1295907
Profit Factor 1.7262 2.5788 1.0841 1.0113 0.9409 1.0765
Total Trades 86 43 43 86 43 43
Winning Trades 36 17 19 36 17 19
Losing Trades 50 26 24 50 26 24
Profitability (%) 41.8605 39.5349 44.186 41.8605 39.5349 44.186
Ratio Avg Win / Avg Loss 2.3975 3.944 1.3693 1.4045 1.439 1.3598
Largest Winning Trade 184959 184959 75566 857226 857226 757858
Largest Losing Trade -81801 -31500 -81801 -1197349 -496537 -1197349
Avg Bars in Trades 67 62 72 67 62 72
Avg Bars in Winners 118 115 121 118 115 121
Avg Bars in Losers 30 28 33 30 28 33
Bars Traded 5798 2695 3103 5798 2695 3103
Profit Streak 0 0 580.4476 0 0 580.4476
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294809 310430 -305647 -374730 -583130 -257191

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550246400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883472923,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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": [
        [
            449048.7209204828,
            419400.4868883888,
            29648.234032094,
            56170.7139833744,
            -141720.7607132939,
            197891.4746966682
        ],
        [
            449.048721,
            419.400487,
            29.648234,
            56.170714,
            -141.720761,
            197.891475
        ],
        [
            0.227136,
            0.21214,
            0.014997,
            0.022551,
            0,
            0.055228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175342,
            -102531,
            -130071,
            -2383932,
            -1465668,
            -1295907
        ],
        [
            1.726166,
            2.578753,
            1.084054,
            1.011266,
            0.940917,
            1.076483
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            41.860465,
            39.534884,
            44.186047,
            41.860465,
            39.534884,
            44.186047
        ],
        [
            2.397453,
            3.943976,
            1.369331,
            1.404535,
            1.439049,
            1.359768
        ],
        [
            184959,
            184959,
            75566,
            857226,
            857226,
            757858
        ],
        [
            -81801,
            -31500,
            -81801,
            -1197349,
            -496537,
            -1197349
        ],
        [
            67,
            62,
            72,
            67,
            62,
            72
        ],
        [
            118,
            115,
            121,
            118,
            115,
            121
        ],
        [
            30,
            28,
            33,
            30,
            28,
            33
        ],
        [
            5798,
            2695,
            3103,
            5798,
            2695,
            3103
        ],
        [
            0,
            0,
            580.447603,
            0,
            0,
            580.447603
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294809,
            310430,
            -305647,
            -374730,
            -583130,
            -257191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550246400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883472923,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 68,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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)