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Trade: WAVES/USDT/720/LINREG/MIDPOINT/4429

Strategy
WAVES/USDT/720/LINREG/MIDPOINT/4429
Pair
WAVES_USDT
Interval
12h
Score
301341
Daily Profit
0.152156
Profit Factor
1.386559
Profitability
49.122807
Streak
530.477651
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-12 14:27
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300888.8971 314148.8268 -13259.9298 -64624.8581 286448.7955 -351073.6536
Total P&L (%) 300.8889 314.1488 -13.2599 -64.6249 286.4488 -351.0737
Avg Daily Profit (%) 0.1522 0.1589 -0.0067 -0.0525 0.0684 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211840 -155439 -185882 -583228 -178599 -509989
Profit Factor 1.3866 1.9009 0.9691 0.9359 1.875 0.4838
Total Trades 114 57 57 114 57 57
Winning Trades 56 32 24 56 32 24
Losing Trades 58 25 33 58 25 33
Profitability (%) 49.1228 56.1404 42.1053 49.1228 56.1404 42.1053
Ratio Avg Win / Avg Loss 1.4361 1.4851 1.3326 0.9693 1.4649 0.6652
Largest Winning Trade 130242 130242 62254 114208 112744 114208
Largest Losing Trade -84407 -47391 -84407 -188426 -99958 -188426
Avg Bars in Trades 32 40 24 32 40 24
Avg Bars in Winners 32 37 24 32 37 24
Avg Bars in Losers 32 44 24 32 44 24
Bars Traded 3715 2327 1388 3715 2327 1388
Profit Streak 530.4777 0 610.9777 530.4777 0 610.9777
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301341 -169492 -761000 -580232 -278439 -762667
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760268469076,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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": [
        [
            300888.8970937949,
            314148.8268471439,
            -13259.9297533489,
            -64624.8580552087,
            286448.795542457,
            -351073.6535976658
        ],
        [
            300.888897,
            314.148827,
            -13.25993,
            -64.624858,
            286.448796,
            -351.073654
        ],
        [
            0.152156,
            0.158862,
            -0.006705,
            -0.052535,
            0.068384,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211840,
            -155439,
            -185882,
            -583228,
            -178599,
            -509989
        ],
        [
            1.386559,
            1.900923,
            0.96914,
            0.935855,
            1.87502,
            0.483806
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            49.122807,
            56.140351,
            42.105263,
            49.122807,
            56.140351,
            42.105263
        ],
        [
            1.436079,
            1.485096,
            1.332568,
            0.969278,
            1.464859,
            0.665233
        ],
        [
            130242,
            130242,
            62254,
            114208,
            112744,
            114208
        ],
        [
            -84407,
            -47391,
            -84407,
            -188426,
            -99958,
            -188426
        ],
        [
            32,
            40,
            24,
            32,
            40,
            24
        ],
        [
            32,
            37,
            24,
            32,
            37,
            24
        ],
        [
            32,
            44,
            24,
            32,
            44,
            24
        ],
        [
            3715,
            2327,
            1388,
            3715,
            2327,
            1388
        ],
        [
            530.477651,
            0,
            610.977651,
            530.477651,
            0,
            610.977651
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301341,
            -169492,
            -761000,
            -580232,
            -278439,
            -762667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760268469076,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 55,
            "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)