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Trade: WAVES/USDT/120/RMA/LINREG/6110

Strategy
WAVES/USDT/120/RMA/LINREG/6110
Pair
WAVES_USDT
Interval
2h
Score
348682
Daily Profit
0.267250
Profit Factor
2.483157
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:10
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 369132.1068 432409.8081 -63277.7013 -5503.9665 308542.7006 -314046.6671
Total P&L (%) 369.1321 432.4098 -63.2777 -5.504 308.5427 -314.0467
Avg Daily Profit (%) 0.2281 0.2673 -0.0391 -0.0035 0.087 0
Buy And Hold Return (%) 21.4036 21.4036 21.4036 21.4036 21.4036 21.4036
Max Trade Drawdown -247382 -173677 -122461 -1374319 -1113952 -799485
Profit Factor 1.5661 2.4832 0.8245 0.9982 1.2011 0.8003
Total Trades 72 36 36 72 36 36
Winning Trades 29 15 14 29 15 14
Losing Trades 43 21 22 43 21 22
Profitability (%) 40.2778 41.6667 38.8889 40.2778 41.6667 38.8889
Ratio Avg Win / Avg Loss 2.3221 3.4764 1.2956 1.4801 1.6816 1.2576
Largest Winning Trade 194744 194744 60130 535105 461425 535105
Largest Losing Trade -52994 -52994 -50345 -757429 -757429 -369976
Avg Bars in Trades 263 257 270 263 257 270
Avg Bars in Winners 429 419 439 429 419 439
Avg Bars in Losers 152 141 162 152 141 162
Bars Traded 18994 9266 9728 18994 9266 9728
Profit Streak 0 0 589.8405 0 0 589.8405
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76875 348682 -582475 -666669 -79427 -582475
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580256000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946215644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "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": [
        [
            369132.1067956545,
            432409.8081139278,
            -63277.7013182736,
            -5503.9665405224,
            308542.7005870752,
            -314046.6671275978
        ],
        [
            369.132107,
            432.409808,
            -63.277701,
            -5.503967,
            308.542701,
            -314.046667
        ],
        [
            0.228141,
            0.26725,
            -0.039109,
            -0.003499,
            0.087023,
            0
        ],
        [
            21.403588,
            21.403588,
            21.403588,
            21.403588,
            21.403588,
            21.403588
        ],
        [
            -247382,
            -173677,
            -122461,
            -1374319,
            -1113952,
            -799485
        ],
        [
            1.56609,
            2.483157,
            0.824485,
            0.998228,
            1.201117,
            0.800304
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            40.277778,
            41.666667,
            38.888889,
            40.277778,
            41.666667,
            38.888889
        ],
        [
            2.322134,
            3.47642,
            1.295619,
            1.480132,
            1.681564,
            1.257621
        ],
        [
            194744,
            194744,
            60130,
            535105,
            461425,
            535105
        ],
        [
            -52994,
            -52994,
            -50345,
            -757429,
            -757429,
            -369976
        ],
        [
            263,
            257,
            270,
            263,
            257,
            270
        ],
        [
            429,
            419,
            439,
            429,
            419,
            439
        ],
        [
            152,
            141,
            162,
            152,
            141,
            162
        ],
        [
            18994,
            9266,
            9728,
            18994,
            9266,
            9728
        ],
        [
            0,
            0,
            589.840459,
            0,
            0,
            589.840459
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76875,
            348682,
            -582475,
            -666669,
            -79427,
            -582475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580256000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946215644,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "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)