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Trade: WAVES/USDT/720/MIDPOINT/LINREG/4617

Strategy
WAVES/USDT/720/MIDPOINT/LINREG/4617
Pair
WAVES_USDT
Interval
12h
Score
537411
Daily Profit
0.168883
Profit Factor
2.759315
Profitability
54.285714
Streak
823.301039
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 623414.188 455270.5763 168143.6117 3648531.9621 935537.7171 2712994.2451
Total P&L (%) 623.4142 455.2706 168.1436 3648.532 935.5377 2712.9942
Avg Daily Profit (%) 0.3153 0.2302 0.085 0.1834 0.1183 0.1689
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59231 -59005 -129659 -844133 -1251548 -723883
Profit Factor 2.5257 3.4187 1.7629 1.8919 1.367 2.7593
Total Trades 70 35 35 70 35 35
Winning Trades 37 18 19 37 18 19
Losing Trades 33 17 16 33 17 16
Profitability (%) 52.8571 51.4286 54.2857 52.8571 51.4286 54.2857
Ratio Avg Win / Avg Loss 2.2526 3.2288 1.4846 1.6873 1.2911 2.3236
Largest Winning Trade 173816 173816 75795 934264 666955 934264
Largest Losing Trade -39712 -24862 -39712 -513824 -392941 -513824
Avg Bars in Trades 54 43 66 54 43 66
Avg Bars in Winners 81 61 100 81 61 100
Avg Bars in Losers 24 24 25 24 24 25
Bars Traded 3847 1534 2313 3847 1534 2313
Profit Streak 0 0 823.301 0 0 823.301
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84291 525351 -75313 -86641 -34020 537411
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957209809,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 36,
            "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": [
        [
            623414.1880102841,
            455270.5763493322,
            168143.6116609516,
            3648531.9621364833,
            935537.7170840191,
            2712994.245052464
        ],
        [
            623.414188,
            455.270576,
            168.143612,
            3648.531962,
            935.537717,
            2712.994245
        ],
        [
            0.315254,
            0.230225,
            0.085028,
            0.183427,
            0.118275,
            0.168883
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59231,
            -59005,
            -129659,
            -844133,
            -1251548,
            -723883
        ],
        [
            2.525677,
            3.418748,
            1.76294,
            1.891867,
            1.367047,
            2.759315
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            52.857143,
            51.428571,
            54.285714,
            52.857143,
            51.428571,
            54.285714
        ],
        [
            2.252631,
            3.228818,
            1.484581,
            1.687341,
            1.2911,
            2.323634
        ],
        [
            173816,
            173816,
            75795,
            934264,
            666955,
            934264
        ],
        [
            -39712,
            -24862,
            -39712,
            -513824,
            -392941,
            -513824
        ],
        [
            54,
            43,
            66,
            54,
            43,
            66
        ],
        [
            81,
            61,
            100,
            81,
            61,
            100
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            3847,
            1534,
            2313,
            3847,
            1534,
            2313
        ],
        [
            0,
            0,
            823.301039,
            0,
            0,
            823.301039
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84291,
            525351,
            -75313,
            -86641,
            -34020,
            537411
        ]
    ]
}
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758957209809,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 36,
            "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)