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Trade: WAVES/USDT/120/T3/LINREG/1281

Strategy
WAVES/USDT/120/T3/LINREG/1281
Pair
WAVES_USDT
Interval
2h
Score
478478
Daily Profit
0.386021
Profit Factor
3.210189
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
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 700832.0168 624581.8887 76250.1281 2080849.6331 965575.2935 1115274.3396
Total P&L (%) 700.832 624.5819 76.2501 2080.8496 965.5753 1115.2743
Avg Daily Profit (%) 0.4331 0.386 0.0471 0.1907 0.1463 0.1545
Buy And Hold Return (%) 26.5733 26.5733 26.5733 26.5733 26.5733 26.5733
Max Trade Drawdown -119319 -123147 -87073 -3104027 -2707443 -698348
Profit Factor 2.2664 3.2102 1.2815 1.286 1.2183 1.3911
Total Trades 78 39 39 78 39 39
Winning Trades 36 17 19 36 17 19
Losing Trades 42 22 20 42 22 20
Profitability (%) 46.1538 43.5897 48.7179 46.1538 43.5897 48.7179
Ratio Avg Win / Avg Loss 2.6441 4.1544 1.349 1.5004 1.5766 1.4643
Largest Winning Trade 202363 202363 68247 1573472 1354810 1573472
Largest Losing Trade -38551 -38551 -36062 -1495438 -1495438 -544569
Avg Bars in Trades 244 239 248 244 239 248
Avg Bars in Winners 405 407 403 405 407 403
Avg Bars in Losers 105 110 100 105 110 100
Bars Traded 19032 9358 9674 19032 9358 9674
Profit Streak 0 0 546.5583 0 0 546.5583
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25928 478478 -133121 -31205 34476 302225

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579932000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849834975,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.33065
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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": [
        [
            700832.0167870956,
            624581.8886799448,
            76250.1281071509,
            2080849.6330612828,
            965575.2934922199,
            1115274.339569062
        ],
        [
            700.832017,
            624.581889,
            76.250128,
            2080.849633,
            965.575293,
            1115.27434
        ],
        [
            0.433147,
            0.386021,
            0.047126,
            0.190682,
            0.146343,
            0.15448
        ],
        [
            26.573344,
            26.573344,
            26.573344,
            26.573344,
            26.573344,
            26.573344
        ],
        [
            -119319,
            -123147,
            -87073,
            -3104027,
            -2707443,
            -698348
        ],
        [
            2.266371,
            3.210189,
            1.281547,
            1.286027,
            1.218283,
            1.391118
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            46.153846,
            43.589744,
            48.717949,
            46.153846,
            43.589744,
            48.717949
        ],
        [
            2.644099,
            4.154362,
            1.348997,
            1.500365,
            1.576602,
            1.464335
        ],
        [
            202363,
            202363,
            68247,
            1573472,
            1354810,
            1573472
        ],
        [
            -38551,
            -38551,
            -36062,
            -1495438,
            -1495438,
            -544569
        ],
        [
            244,
            239,
            248,
            244,
            239,
            248
        ],
        [
            405,
            407,
            403,
            405,
            407,
            403
        ],
        [
            105,
            110,
            100,
            105,
            110,
            100
        ],
        [
            19032,
            9358,
            9674,
            19032,
            9358,
            9674
        ],
        [
            0,
            0,
            546.558275,
            0,
            0,
            546.558275
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25928,
            478478,
            -133121,
            -31205,
            34476,
            302225
        ]
    ]
}
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": 1579932000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849834975,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 139,
            "offset": 0,
            "a": 0.33065
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "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)