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Trade: WAVES/USDT/360/SINWMA/LINREG/1549

Strategy
WAVES/USDT/360/SINWMA/LINREG/1549
Pair
WAVES_USDT
Interval
6h
Score
316021
Daily Profit
0.309769
Profit Factor
1.906335
Profitability
39.560440
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 04:49
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612335.0448 528875.9532 83459.0916 579805.1228 857767.0121 -277961.8894
Total P&L (%) 612.335 528.876 83.4591 579.8051 857.767 -277.9619
Avg Daily Profit (%) 0.3098 0.2675 0.0422 0.097 0.1144 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -220647 -167933 -87202 -5396951 -4149652 -1927424
Profit Factor 1.9063 2.5392 1.2514 1.0537 1.1525 0.9462
Total Trades 91 46 45 91 46 45
Winning Trades 36 17 19 36 17 19
Losing Trades 55 29 26 55 29 26
Profitability (%) 39.5604 36.9565 42.2222 39.5604 36.9565 42.2222
Ratio Avg Win / Avg Loss 2.9125 4.3316 1.7124 1.6099 1.966 1.2948
Largest Winning Trade 185755 185755 63544 2171583 1892623 2171583
Largest Losing Trade -53187 -53187 -49074 -3024641 -3024641 -1327524
Avg Bars in Trades 84 77 92 84 77 92
Avg Bars in Winners 147 140 152 147 140 152
Avg Bars in Losers 43 40 47 43 40 47
Bars Traded 7708 3565 4144 7708 3565 4144
Profit Streak 0 0 555.5761 0 0 555.5761
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316021 304451 -137990 -227163 -96575 -581486
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759715372973,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "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": [
        [
            612335.0448379699,
            528875.9532184353,
            83459.0916195346,
            579805.1227824506,
            857767.0121341576,
            -277961.8893517071
        ],
        [
            612.335045,
            528.875953,
            83.459092,
            579.805123,
            857.767012,
            -277.961889
        ],
        [
            0.309769,
            0.267548,
            0.04222,
            0.097006,
            0.114366,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -220647,
            -167933,
            -87202,
            -5396951,
            -4149652,
            -1927424
        ],
        [
            1.906335,
            2.539211,
            1.251372,
            1.053744,
            1.152492,
            0.946166
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            39.56044,
            36.956522,
            42.222222,
            39.56044,
            36.956522,
            42.222222
        ],
        [
            2.912457,
            4.331596,
            1.712404,
            1.609887,
            1.966016,
            1.294753
        ],
        [
            185755,
            185755,
            63544,
            2171583,
            1892623,
            2171583
        ],
        [
            -53187,
            -53187,
            -49074,
            -3024641,
            -3024641,
            -1327524
        ],
        [
            84,
            77,
            92,
            84,
            77,
            92
        ],
        [
            147,
            140,
            152,
            147,
            140,
            152
        ],
        [
            43,
            40,
            47,
            43,
            40,
            47
        ],
        [
            7708,
            3565,
            4144,
            7708,
            3565,
            4144
        ],
        [
            0,
            0,
            555.576076,
            0,
            0,
            555.576076
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316021,
            304451,
            -137990,
            -227163,
            -96575,
            -581486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759715372973,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 61,
            "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)