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Trade: WAVES/USDT/720/LINREG/MIDPRICE/4913

Strategy
WAVES/USDT/720/LINREG/MIDPRICE/4913
Pair
WAVES_USDT
Interval
12h
Score
355863
Daily Profit
0.152153
Profit Factor
1.878014
Profitability
46.153846
Streak
604.401906
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 197808.3008 300883.3265 -103075.0257 -88610.165 -24728.0009 -63882.1641
Total P&L (%) 197.8083 300.8833 -103.075 -88.6102 -24.728 -63.8822
Avg Daily Profit (%) 0.1 0.1522 -0.0521 -0.1098 -0.0144 -0.0515
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196920 -158671 -193674 -95038 -71471 -72455
Profit Factor 1.2797 1.878 0.7173 0.7034 0.8625 0.4628
Total Trades 79 39 40 79 39 40
Winning Trades 34 18 16 34 18 16
Losing Trades 45 21 24 45 21 24
Profitability (%) 43.038 46.1538 40 43.038 46.1538 40
Ratio Avg Win / Avg Loss 1.6937 2.191 1.076 0.931 1.0063 0.6941
Largest Winning Trade 148038 148038 59025 47607 47607 10940
Largest Losing Trade -70565 -69554 -70565 -42344 -42344 -33687
Avg Bars in Trades 46 61 32 46 61 32
Avg Bars in Winners 47 56 36 47 56 36
Avg Bars in Losers 46 65 30 46 65 30
Bars Traded 3697 2386 1311 3697 2386 1311
Profit Streak 577.4019 604.4019 577.4019 577.4019 604.4019 577.4019
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91389 355863 -582388 -613804 -580003 -584055

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": 1555459200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324721,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            197808.3007664969,
            300883.3264743342,
            -103075.0257078372,
            -88610.1650474156,
            -24728.0009098406,
            -63882.164137575
        ],
        [
            197.808301,
            300.883326,
            -103.075026,
            -88.610165,
            -24.728001,
            -63.882164
        ],
        [
            0.100029,
            0.152153,
            -0.052124,
            -0.109798,
            -0.014364,
            -0.051485
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196920,
            -158671,
            -193674,
            -95038,
            -71471,
            -72455
        ],
        [
            1.279657,
            1.878014,
            0.717322,
            0.703403,
            0.862506,
            0.462762
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            43.037975,
            46.153846,
            40,
            43.037975,
            46.153846,
            40
        ],
        [
            1.693664,
            2.191016,
            1.075983,
            0.930975,
            1.006257,
            0.694143
        ],
        [
            148038,
            148038,
            59025,
            47607,
            47607,
            10940
        ],
        [
            -70565,
            -69554,
            -70565,
            -42344,
            -42344,
            -33687
        ],
        [
            46,
            61,
            32,
            46,
            61,
            32
        ],
        [
            47,
            56,
            36,
            47,
            56,
            36
        ],
        [
            46,
            65,
            30,
            46,
            65,
            30
        ],
        [
            3697,
            2386,
            1311,
            3697,
            2386,
            1311
        ],
        [
            577.401906,
            604.401906,
            577.401906,
            577.401906,
            604.401906,
            577.401906
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91389,
            355863,
            -582388,
            -613804,
            -580003,
            -584055
        ]
    ]
}
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": 1555459200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324721,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)