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Trade: WAVES/USDT/120/T3/LINREG/1846

Strategy
WAVES/USDT/120/T3/LINREG/1846
Pair
WAVES_USDT
Interval
2h
Score
339951
Daily Profit
0.346196
Profit Factor
1.800821
Profitability
39.316239
Streak
510.647830
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 06:32
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 560145.451 513652.8036 46492.6474 926447.9056 847849.8626 78598.0429
Total P&L (%) 560.1455 513.6528 46.4926 926.4479 847.8499 78.598
Avg Daily Profit (%) 0.3462 0.3175 0.0287 0.144 0.1391 0.0359
Buy And Hold Return (%) 24.855 24.855 24.855 24.855 24.855 24.855
Max Trade Drawdown -80491 -82030 -134052 -969714 -557583 -464742
Profit Factor 1.8008 2.5353 1.1274 1.2849 1.5158 1.0489
Total Trades 117 59 58 117 59 58
Winning Trades 46 25 21 46 25 21
Losing Trades 71 34 37 71 34 37
Profitability (%) 39.3162 42.3729 36.2069 39.3162 42.3729 36.2069
Ratio Avg Win / Avg Loss 2.7795 3.4481 1.9864 1.9831 2.0615 1.848
Largest Winning Trade 143027 143027 71685 617172 617172 263763
Largest Losing Trade -54563 -22486 -54563 -464742 -343326 -464742
Avg Bars in Trades 162 161 163 162 161 163
Avg Bars in Winners 287 281 294 287 281 294
Avg Bars in Losers 80 72 88 80 72 88
Bars Traded 18958 9501 9457 18958 9501 9457
Profit Streak 510.6478 516.2312 0 510.6478 516.2312 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339951 -165187 -427209 -2509 -183475 -499337
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579824000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759980772548,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 81,
            "offset": 72,
            "a": 0.60738
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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": [
        [
            560145.450970632,
            513652.8035616177,
            46492.6474090139,
            926447.9055845324,
            847849.8626346661,
            78598.0429498663
        ],
        [
            560.145451,
            513.652804,
            46.492647,
            926.447906,
            847.849863,
            78.598043
        ],
        [
            0.346196,
            0.317462,
            0.028735,
            0.144028,
            0.139097,
            0.035851
        ],
        [
            24.854955,
            24.854955,
            24.854955,
            24.854955,
            24.854955,
            24.854955
        ],
        [
            -80491,
            -82030,
            -134052,
            -969714,
            -557583,
            -464742
        ],
        [
            1.800821,
            2.535336,
            1.127408,
            1.284854,
            1.515806,
            1.048861
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            39.316239,
            42.372881,
            36.206897,
            39.316239,
            42.372881,
            36.206897
        ],
        [
            2.779528,
            3.448058,
            1.986386,
            1.983145,
            2.061496,
            1.847993
        ],
        [
            143027,
            143027,
            71685,
            617172,
            617172,
            263763
        ],
        [
            -54563,
            -22486,
            -54563,
            -464742,
            -343326,
            -464742
        ],
        [
            162,
            161,
            163,
            162,
            161,
            163
        ],
        [
            287,
            281,
            294,
            287,
            281,
            294
        ],
        [
            80,
            72,
            88,
            80,
            72,
            88
        ],
        [
            18958,
            9501,
            9457,
            18958,
            9501,
            9457
        ],
        [
            510.64783,
            516.231164,
            0,
            510.64783,
            516.231164,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339951,
            -165187,
            -427209,
            -2509,
            -183475,
            -499337
        ]
    ]
}
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": 1579824000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759980772548,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 81,
            "offset": 72,
            "a": 0.60738
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 87,
            "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)