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Trade: WAVES/USDT/120/LINREG/HMA/9061

Strategy
WAVES/USDT/120/LINREG/HMA/9061
Pair
WAVES_USDT
Interval
2h
Score
318324
Daily Profit
0.275613
Profit Factor
1.799244
Profitability
41.610738
Streak
486.308296
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350672.1342 445941.2439 -95269.1097 -41385.9877 -17045.3345 -24340.6532
Total P&L (%) 350.6721 445.9412 -95.2691 -41.386 -17.0453 -24.3407
Avg Daily Profit (%) 0.2167 0.2756 -0.0589 -0.033 -0.0115 -0.0172
Buy And Hold Return (%) 23.3096 23.3096 23.3096 23.3096 23.3096 23.3096
Max Trade Drawdown -170771 -127110 -221661 -191990 -153114 -93797
Profit Factor 1.3093 1.7992 0.8345 0.9451 0.9594 0.9271
Total Trades 298 149 149 298 149 149
Winning Trades 125 62 63 125 62 63
Losing Trades 173 87 86 173 87 86
Profitability (%) 41.9463 41.6107 42.2819 41.9463 41.6107 42.2819
Ratio Avg Win / Avg Loss 1.8121 2.5247 1.1392 1.308 1.3462 1.2655
Largest Winning Trade 153492 153492 70428 95816 82378 95816
Largest Losing Trade -53142 -53142 -49772 -64502 -64502 -48672
Avg Bars in Trades 63 63 63 63 63 63
Avg Bars in Winners 95 95 96 95 95 96
Avg Bars in Losers 40 41 39 40 41 39
Bars Traded 19028 9511 9517 19028 9511 9517
Profit Streak 486.3083 486.3083 495.6416 486.3083 486.3083 495.6416
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302515 318324 -581688 -579724 -581949 -581688

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579816800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849836823,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 143
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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": [
        [
            350672.1341529642,
            445941.2438911089,
            -95269.1097381448,
            -41385.9876947201,
            -17045.3345209851,
            -24340.653173735
        ],
        [
            350.672134,
            445.941244,
            -95.26911,
            -41.385988,
            -17.045335,
            -24.340653
        ],
        [
            0.216732,
            0.275613,
            -0.058881,
            -0.03301,
            -0.011549,
            -0.017238
        ],
        [
            23.309649,
            23.309649,
            23.309649,
            23.309649,
            23.309649,
            23.309649
        ],
        [
            -170771,
            -127110,
            -221661,
            -191990,
            -153114,
            -93797
        ],
        [
            1.309344,
            1.799244,
            0.8345,
            0.945058,
            0.959371,
            0.927065
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            41.946309,
            41.610738,
            42.281879,
            41.946309,
            41.610738,
            42.281879
        ],
        [
            1.812133,
            2.524746,
            1.139159,
            1.307961,
            1.346214,
            1.265518
        ],
        [
            153492,
            153492,
            70428,
            95816,
            82378,
            95816
        ],
        [
            -53142,
            -53142,
            -49772,
            -64502,
            -64502,
            -48672
        ],
        [
            63,
            63,
            63,
            63,
            63,
            63
        ],
        [
            95,
            95,
            96,
            95,
            95,
            96
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            19028,
            9511,
            9517,
            19028,
            9511,
            9517
        ],
        [
            486.308296,
            486.308296,
            495.64163,
            486.308297,
            486.308297,
            495.64163
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302515,
            318324,
            -581688,
            -579724,
            -581949,
            -581688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579816800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849836823,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 3,
            "offset": 143
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 142,
            "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)