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Trade: WAVES/USDT/240/LINREG/SINWMA/2298

Strategy
WAVES/USDT/240/LINREG/SINWMA/2298
Pair
WAVES_USDT
Interval
4h
Score
301405
Daily Profit
0.155930
Profit Factor
1.530196
Profitability
45.454545
Streak
512.333194
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 22:59
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 266139.732 308118.2895 -41978.5575 -107470.8558 898512.5707 -1005983.4265
Total P&L (%) 266.1397 308.1183 -41.9786 -107.4709 898.5126 -1005.9834
Avg Daily Profit (%) 0.1347 0.1559 -0.0212 0 0.1165 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190120 -166435 -227331 -924580 -240331 -1082855
Profit Factor 1.2238 1.5302 0.931 0.9546 2.4578 0.4248
Total Trades 199 99 100 199 99 100
Winning Trades 92 45 47 102 56 46
Losing Trades 107 54 53 97 43 54
Profitability (%) 46.2312 45.4545 47 51.2563 56.5657 46
Ratio Avg Win / Avg Loss 1.4234 1.8362 1.0498 0.9078 1.8873 0.4987
Largest Winning Trade 118312 118312 55437 292147 292147 217750
Largest Losing Trade -107527 -62812 -107527 -382983 -58489 -382983
Avg Bars in Trades 58 63 53 58 63 53
Avg Bars in Winners 72 77 67 58 65 51
Avg Bars in Losers 46 51 41 57 60 55
Bars Traded 11596 6261 5335 11596 6261 5335
Profit Streak 512.3332 512.3332 515.4999 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12694 301405 -579605 -579573 -31784 -582621
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867187990,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "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": [
        [
            266139.7320117223,
            308118.2895001189,
            -41978.5574883967,
            -107470.8558009469,
            898512.5706623886,
            -1005983.4264633359
        ],
        [
            266.139732,
            308.11829,
            -41.978557,
            -107.470856,
            898.512571,
            -1005.983426
        ],
        [
            0.134686,
            0.15593,
            -0.021244,
            0,
            0.11652,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190120,
            -166435,
            -227331,
            -924580,
            -240331,
            -1082855
        ],
        [
            1.22382,
            1.530196,
            0.93095,
            0.954565,
            2.457822,
            0.424829
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            92,
            45,
            47,
            102,
            56,
            46
        ],
        [
            107,
            54,
            53,
            97,
            43,
            54
        ],
        [
            46.231156,
            45.454545,
            47,
            51.256281,
            56.565657,
            46
        ],
        [
            1.423356,
            1.836235,
            1.049794,
            0.907772,
            1.887256,
            0.498712
        ],
        [
            118312,
            118312,
            55437,
            292147,
            292147,
            217750
        ],
        [
            -107527,
            -62812,
            -107527,
            -382983,
            -58489,
            -382983
        ],
        [
            58,
            63,
            53,
            58,
            63,
            53
        ],
        [
            72,
            77,
            67,
            58,
            65,
            51
        ],
        [
            46,
            51,
            41,
            57,
            60,
            55
        ],
        [
            11596,
            6261,
            5335,
            11596,
            6261,
            5335
        ],
        [
            512.333194,
            512.333194,
            515.499861,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12694,
            301405,
            -579605,
            -579573,
            -31784,
            -582621
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759867187990,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "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)