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Trade: WAVES/USDT/720/LINREG/KCU/9477

Strategy
WAVES/USDT/720/LINREG/KCU/9477
Pair
WAVES_USDT
Interval
12h
Score
355870
Daily Profit
0.311343
Profit Factor
2.398413
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 05:53
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 745016.3891 615680.6529 129335.7362 1260221.0856 -79805.597 1340026.6826
Total P&L (%) 745.0164 615.6807 129.3357 1260.2211 -79.8056 1340.0267
Avg Daily Profit (%) 0.3767 0.3113 0.0654 0.1321 -0.0809 0.135
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118769 -102339 -81762 -728401 -989607 -118798
Profit Factor 2.2519 2.3984 1.8352 1.4185 0.9693 4.264
Total Trades 74 37 37 74 37 37
Winning Trades 34 15 19 34 15 19
Losing Trades 40 22 18 40 22 18
Profitability (%) 45.9459 40.5405 51.3514 45.9459 40.5405 51.3514
Ratio Avg Win / Avg Loss 2.6493 3.5177 1.7386 1.6688 1.4217 4.0396
Largest Winning Trade 219826 219826 77385 502017 502017 488783
Largest Losing Trade -46427 -46427 -23509 -673574 -673574 -76315
Avg Bars in Trades 50 68 33 50 68 33
Avg Bars in Winners 73 104 48 73 104 48
Avg Bars in Losers 31 43 16 31 43 16
Bars Traded 3753 2532 1221 3753 2532 1221
Profit Streak 0 0 653.1206 0 0 653.1206
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56519 355870 -100980 -84712 -582784 -4034
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816409,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            745016.3890665763,
            615680.6528957293,
            129335.736170847,
            1260221.085631406,
            -79805.5969873944,
            1340026.6826188003
        ],
        [
            745.016389,
            615.680653,
            129.335736,
            1260.221086,
            -79.805597,
            1340.026683
        ],
        [
            0.376747,
            0.311343,
            0.065404,
            0.132084,
            -0.080866,
            0.134971
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118769,
            -102339,
            -81762,
            -728401,
            -989607,
            -118798
        ],
        [
            2.25187,
            2.398413,
            1.835223,
            1.418506,
            0.969314,
            4.264004
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            45.945946,
            40.540541,
            51.351351,
            45.945946,
            40.540541,
            51.351351
        ],
        [
            2.649259,
            3.517672,
            1.738633,
            1.66883,
            1.42166,
            4.039583
        ],
        [
            219826,
            219826,
            77385,
            502017,
            502017,
            488783
        ],
        [
            -46427,
            -46427,
            -23509,
            -673574,
            -673574,
            -76315
        ],
        [
            50,
            68,
            33,
            50,
            68,
            33
        ],
        [
            73,
            104,
            48,
            73,
            104,
            48
        ],
        [
            31,
            43,
            16,
            31,
            43,
            16
        ],
        [
            3753,
            2532,
            1221,
            3753,
            2532,
            1221
        ],
        [
            0,
            0,
            653.12056,
            0,
            0,
            653.12056
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56519,
            355870,
            -100980,
            -84712,
            -582784,
            -4034
        ]
    ]
}
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": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200816409,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 6,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)