← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/720/MIDPOINT/LINREG/9304

Strategy
WAVES/USDT/720/MIDPOINT/LINREG/9304
Pair
WAVES_USDT
Interval
12h
Score
464881
Daily Profit
0.194085
Profit Factor
2.616983
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 19:34
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 488192.3343 383802.3727 104389.9616 885530.4409 918825.1562 -33294.7152
Total P&L (%) 488.1923 383.8024 104.39 885.5304 918.8252 -33.2947
Avg Daily Profit (%) 0.2469 0.1941 0.0528 0.1158 0.1175 -0.0205
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85637 -87242 -143572 -1289350 -1082027 -1125368
Profit Factor 1.8679 2.617 1.3211 1.1912 1.4279 0.9866
Total Trades 83 42 41 83 42 41
Winning Trades 41 22 19 41 22 19
Losing Trades 42 20 22 42 20 22
Profitability (%) 49.3976 52.381 46.3415 49.3976 52.381 46.3415
Ratio Avg Win / Avg Loss 1.9135 2.3791 1.5296 1.2202 1.298 1.1424
Largest Winning Trade 123724 123724 72857 776127 649699 776127
Largest Losing Trade -44923 -30984 -44923 -570549 -570549 -393322
Avg Bars in Trades 46 36 56 46 36 56
Avg Bars in Winners 63 47 81 63 47 81
Avg Bars in Losers 29 23 35 29 23 35
Bars Traded 3860 1529 2331 3860 1529 2331
Profit Streak 0 0 483.1904 0 0 483.1904
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361984 464881 -121899 -49755 -34571 -579913

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": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904450841,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 34,
            "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": [
        [
            488192.3343148128,
            383802.3727148547,
            104389.9615999581,
            885530.440926943,
            918825.156150132,
            -33294.7152231886
        ],
        [
            488.192334,
            383.802373,
            104.389962,
            885.530441,
            918.825156,
            -33.294715
        ],
        [
            0.246873,
            0.194085,
            0.052789,
            0.115769,
            0.117451,
            -0.020473
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85637,
            -87242,
            -143572,
            -1289350,
            -1082027,
            -1125368
        ],
        [
            1.867892,
            2.616983,
            1.321055,
            1.191195,
            1.427854,
            0.986597
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            49.39759,
            52.380952,
            46.341463,
            49.39759,
            52.380952,
            46.341463
        ],
        [
            1.913451,
            2.379076,
            1.529643,
            1.220248,
            1.298049,
            1.142375
        ],
        [
            123724,
            123724,
            72857,
            776127,
            649699,
            776127
        ],
        [
            -44923,
            -30984,
            -44923,
            -570549,
            -570549,
            -393322
        ],
        [
            46,
            36,
            56,
            46,
            36,
            56
        ],
        [
            63,
            47,
            81,
            63,
            47,
            81
        ],
        [
            29,
            23,
            35,
            29,
            23,
            35
        ],
        [
            3860,
            1529,
            2331,
            3860,
            1529,
            2331
        ],
        [
            0,
            0,
            483.190403,
            0,
            0,
            483.190403
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361984,
            464881,
            -121899,
            -49755,
            -34571,
            -579913
        ]
    ]
}
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": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758904450841,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 34,
            "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)