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Trade: WAVES/USDT/120/SMA/LINREG/8226

Strategy
WAVES/USDT/120/SMA/LINREG/8226
Pair
WAVES_USDT
Interval
2h
Score
306779
Daily Profit
0.411565
Profit Factor
1.758866
Profitability
35.353535
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 10:47
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 665911.3628 582010.7098 83900.6531 2054123.9104 1275781.5006 778342.4098
Total P&L (%) 665.9114 582.0107 83.9007 2054.1239 1275.7815 778.3424
Avg Daily Profit (%) 0.4116 0.3597 0.0519 0.1899 0.1622 0.1344
Buy And Hold Return (%) 22.4676 22.4676 22.4676 22.4676 22.4676 22.4676
Max Trade Drawdown -121943 -102582 -94259 -1334954 -1608217 -1058162
Profit Factor 1.7589 2.2566 1.2025 1.1918 1.2219 1.1569
Total Trades 198 99 99 198 99 99
Winning Trades 70 36 34 70 36 34
Losing Trades 128 63 65 128 63 65
Profitability (%) 35.3535 36.3636 34.3434 35.3535 36.3636 34.3434
Ratio Avg Win / Avg Loss 3.2162 3.9491 2.2989 2.1793 2.1383 2.2118
Largest Winning Trade 173311 173311 59116 950236 950236 513869
Largest Losing Trade -30649 -30649 -23302 -555419 -555419 -347531
Avg Bars in Trades 95 97 94 95 97 94
Avg Bars in Winners 162 169 154 162 169 154
Avg Bars in Losers 59 56 62 59 56 62
Bars Traded 19004 9667 9337 19004 9667 9337
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306779 291780 -131904 -5140 102187 -66364
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759218440388,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 96,
            "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": [
        [
            665911.3628330085,
            582010.709757335,
            83900.6530756734,
            2054123.9103802717,
            1275781.5005909053,
            778342.4097893676
        ],
        [
            665.911363,
            582.01071,
            83.900653,
            2054.12391,
            1275.781501,
            778.34241
        ],
        [
            0.411565,
            0.35971,
            0.051855,
            0.189919,
            0.162159,
            0.134384
        ],
        [
            22.467562,
            22.467562,
            22.467562,
            22.467562,
            22.467562,
            22.467562
        ],
        [
            -121943,
            -102582,
            -94259,
            -1334954,
            -1608217,
            -1058162
        ],
        [
            1.758866,
            2.256618,
            1.202486,
            1.191803,
            1.221864,
            1.156947
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            128,
            63,
            65,
            128,
            63,
            65
        ],
        [
            35.353535,
            36.363636,
            34.343434,
            35.353535,
            36.363636,
            34.343434
        ],
        [
            3.216211,
            3.949082,
            2.298871,
            2.179297,
            2.138261,
            2.211811
        ],
        [
            173311,
            173311,
            59116,
            950236,
            950236,
            513869
        ],
        [
            -30649,
            -30649,
            -23302,
            -555419,
            -555419,
            -347531
        ],
        [
            95,
            97,
            94,
            95,
            97,
            94
        ],
        [
            162,
            169,
            154,
            162,
            169,
            154
        ],
        [
            59,
            56,
            62,
            59,
            56,
            62
        ],
        [
            19004,
            9667,
            9337,
            19004,
            9667,
            9337
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306779,
            291780,
            -131904,
            -5140,
            102187,
            -66364
        ]
    ]
}
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": 1579413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759218440388,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 96,
            "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)