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Trade: WAVES/USDT/720/HILO/LINREG/8538

Strategy
WAVES/USDT/720/HILO/LINREG/8538
Pair
WAVES_USDT
Interval
12h
Score
312266
Daily Profit
0.152166
Profit Factor
1.302884
Profitability
51.127820
Streak
520.301082
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 10:13
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300907.611 375212.3411 -74304.7302 -285619.2321 157881.6707 -443500.9028
Total P&L (%) 300.9076 375.2123 -74.3047 -285.6192 157.8817 -443.5009
Avg Daily Profit (%) 0.1522 0.1897 -0.0376 0 0.0479 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214658 -72362 -309835 -892190 -335423 -894911
Profit Factor 1.3029 1.9463 0.8755 0.8643 1.2164 0.6774
Total Trades 133 66 67 133 66 67
Winning Trades 68 30 38 62 32 30
Losing Trades 65 36 29 71 34 37
Profitability (%) 51.1278 45.4545 56.7164 46.6165 48.4848 44.7761
Ratio Avg Win / Avg Loss 1.2454 2.3355 0.6682 0.9897 1.2924 0.8355
Largest Winning Trade 166358 166358 60623 303346 112266 303346
Largest Losing Trade -185357 -45789 -185357 -467465 -126101 -467465
Avg Bars in Trades 28 29 27 28 29 27
Avg Bars in Winners 29 30 28 32 36 27
Avg Bars in Losers 27 28 26 25 23 27
Bars Traded 3805 1959 1846 3805 1959 1846
Profit Streak 520.3011 0 554.3011 0 632.8011 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312266 -114718 -695726 -581463 -252503 -699489
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213467,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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": [
        [
            300907.6109525976,
            375212.341139848,
            -74304.7301872504,
            -285619.232062497,
            157881.6707198466,
            -443500.9027823436
        ],
        [
            300.907611,
            375.212341,
            -74.30473,
            -285.619232,
            157.881671,
            -443.500903
        ],
        [
            0.152166,
            0.189741,
            -0.037575,
            0,
            0.047917,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214658,
            -72362,
            -309835,
            -892190,
            -335423,
            -894911
        ],
        [
            1.302884,
            1.946275,
            0.875528,
            0.864278,
            1.216378,
            0.677403
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            68,
            30,
            38,
            62,
            32,
            30
        ],
        [
            65,
            36,
            29,
            71,
            34,
            37
        ],
        [
            51.12782,
            45.454545,
            56.716418,
            46.616541,
            48.484848,
            44.776119
        ],
        [
            1.245404,
            2.33553,
            0.668166,
            0.989738,
            1.292402,
            0.835464
        ],
        [
            166358,
            166358,
            60623,
            303346,
            112266,
            303346
        ],
        [
            -185357,
            -45789,
            -185357,
            -467465,
            -126101,
            -467465
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            29,
            30,
            28,
            32,
            36,
            27
        ],
        [
            27,
            28,
            26,
            25,
            23,
            27
        ],
        [
            3805,
            1959,
            1846,
            3805,
            1959,
            1846
        ],
        [
            520.301082,
            0,
            554.301082,
            0,
            632.801082,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312266,
            -114718,
            -695726,
            -581463,
            -252503,
            -699489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957213467,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 102,
            "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)