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Trade: WAVES/USDT/720/PWMA/LINREG/3938

Strategy
WAVES/USDT/720/PWMA/LINREG/3938
Pair
WAVES_USDT
Interval
12h
Score
574659
Daily Profit
0.241067
Profit Factor
3.895834
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 17:31
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 635956.953 476709.0858 159247.8672 3047141.4265 -242858.9356 3290000.3621
Total P&L (%) 635.957 476.7091 159.2479 3047.1414 -242.8589 3290.0004
Avg Daily Profit (%) 0.3216 0.2411 0.0805 0.1746 0 0.1783
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82554 -41360 -99632 -6731439 -3716633 -3960629
Profit Factor 2.6078 3.8958 1.6896 1.2213 0.9657 1.4918
Total Trades 61 31 30 61 31 30
Winning Trades 35 18 17 35 18 17
Losing Trades 26 13 13 26 13 13
Profitability (%) 57.377 58.0645 56.6667 57.377 58.0645 56.6667
Ratio Avg Win / Avg Loss 1.9373 2.8137 1.2921 0.9073 0.6974 1.1408
Largest Winning Trade 137095 137095 68308 2547733 1633906 2547733
Largest Losing Trade -48271 -36595 -48271 -3355522 -1818973 -3355522
Avg Bars in Trades 62 56 67 62 56 67
Avg Bars in Winners 86 78 95 86 78 95
Avg Bars in Losers 29 26 31 29 26 31
Bars Traded 3799 1762 2037 3799 1762 2037
Profit Streak 0 0 669.1049 0 0 669.1049
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150993 574659 -81568 -159286 -579772 391776
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": 1552219200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933866011,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "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": [
        [
            635956.9530267856,
            476709.0858013424,
            159247.867225443,
            3047141.4264673926,
            -242858.9356162213,
            3290000.362083612
        ],
        [
            635.956953,
            476.709086,
            159.247867,
            3047.141426,
            -242.858936,
            3290.000362
        ],
        [
            0.321596,
            0.241067,
            0.08053,
            0.174568,
            0,
            0.178334
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82554,
            -41360,
            -99632,
            -6731439,
            -3716633,
            -3960629
        ],
        [
            2.607838,
            3.895834,
            1.689634,
            1.221311,
            0.965693,
            1.491815
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            57.377049,
            58.064516,
            56.666667,
            57.377049,
            58.064516,
            56.666667
        ],
        [
            1.937251,
            2.813658,
            1.292073,
            0.90726,
            0.697445,
            1.1408
        ],
        [
            137095,
            137095,
            68308,
            2547733,
            1633906,
            2547733
        ],
        [
            -48271,
            -36595,
            -48271,
            -3355522,
            -1818973,
            -3355522
        ],
        [
            62,
            56,
            67,
            62,
            56,
            67
        ],
        [
            86,
            78,
            95,
            86,
            78,
            95
        ],
        [
            29,
            26,
            31,
            29,
            26,
            31
        ],
        [
            3799,
            1762,
            2037,
            3799,
            1762,
            2037
        ],
        [
            0,
            0,
            669.104931,
            0,
            0,
            669.104931
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150993,
            574659,
            -81568,
            -159286,
            -579772,
            391776
        ]
    ]
}
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": 1552219200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933866011,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 58,
            "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)