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Trade: WAVES/USDT/720/LINREG/MIDPRICE/4726

Strategy
WAVES/USDT/720/LINREG/MIDPRICE/4726
Pair
WAVES_USDT
Interval
12h
Score
338990
Daily Profit
0.172956
Profit Factor
1.715926
Profitability
46.987952
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 317615.3076 342020.4947 -24405.1872 -87692.3193 171707.1853 -259399.5046
Total P&L (%) 317.6153 342.0205 -24.4052 -87.6923 171.7072 -259.3995
Avg Daily Profit (%) 0.1606 0.173 -0.0123 -0.1059 0.0506 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211073 -137182 -329398 -341184 -114251 -453219
Profit Factor 1.2968 1.7159 0.9588 0.8707 1.92 0.4722
Total Trades 166 83 83 166 83 83
Winning Trades 78 39 39 78 39 39
Losing Trades 88 44 44 88 44 44
Profitability (%) 46.988 46.988 46.988 46.988 46.988 46.988
Ratio Avg Win / Avg Loss 1.4631 1.9359 1.0817 0.9823 2.1661 0.5327
Largest Winning Trade 118134 118134 56420 100726 89378 100726
Largest Losing Trade -85166 -62955 -85166 -261196 -103833 -261196
Avg Bars in Trades 23 29 16 23 29 16
Avg Bars in Winners 26 33 20 26 33 20
Avg Bars in Losers 20 27 12 20 27 12
Bars Traded 3851 2488 1363 3851 2488 1363
Profit Streak 0 0 562.3281 0 0 562.3281
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 263698 338990 -578985 -580801 -122974 -580652

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": 1551355200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873148839,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 22,
            "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": [
        [
            317615.3075808361,
            342020.4947464456,
            -24405.1871656096,
            -87692.319316527,
            171707.1853081322,
            -259399.5046246593
        ],
        [
            317.615308,
            342.020495,
            -24.405187,
            -87.692319,
            171.707185,
            -259.399505
        ],
        [
            0.160615,
            0.172956,
            -0.012341,
            -0.105883,
            0.050559,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211073,
            -137182,
            -329398,
            -341184,
            -114251,
            -453219
        ],
        [
            1.296826,
            1.715926,
            0.958796,
            0.870679,
            1.919984,
            0.472183
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952,
            46.987952
        ],
        [
            1.463086,
            1.935916,
            1.081719,
            0.982305,
            2.166136,
            0.532719
        ],
        [
            118134,
            118134,
            56420,
            100726,
            89378,
            100726
        ],
        [
            -85166,
            -62955,
            -85166,
            -261196,
            -103833,
            -261196
        ],
        [
            23,
            29,
            16,
            23,
            29,
            16
        ],
        [
            26,
            33,
            20,
            26,
            33,
            20
        ],
        [
            20,
            27,
            12,
            20,
            27,
            12
        ],
        [
            3851,
            2488,
            1363,
            3851,
            2488,
            1363
        ],
        [
            0,
            0,
            562.328111,
            0,
            0,
            562.328112
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            263698,
            338990,
            -578985,
            -580801,
            -122974,
            -580652
        ]
    ]
}
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": 1551355200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873148839,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 22,
            "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)