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Trade: WAVES/USDT/240/WMA/LINREG/7954

Strategy
WAVES/USDT/240/WMA/LINREG/7954
Pair
WAVES_USDT
Interval
4h
Score
309074
Daily Profit
0.380432
Profit Factor
2.221109
Profitability
35.714286
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-06 12:01
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 751734.489 581251.537 170482.952 4313153.6578 2407850.6277 1905303.0302
Total P&L (%) 751.7345 581.2515 170.483 4313.1537 2407.8506 1905.303
Avg Daily Profit (%) 0.3804 0.2942 0.0863 0.1918 0.1632 0.1519
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85915 -89159 -131675 -898577 -1505964 -939362
Profit Factor 2.2211 2.82 1.5755 1.6443 1.6394 1.6505
Total Trades 126 63 63 126 63 63
Winning Trades 45 21 24 45 21 24
Losing Trades 81 42 39 81 42 39
Profitability (%) 35.7143 33.3333 38.0952 35.7143 33.3333 38.0952
Ratio Avg Win / Avg Loss 3.998 5.6401 2.5601 2.9597 3.2788 2.6821
Largest Winning Trade 210563 210563 70255 1424731 1424731 879729
Largest Losing Trade -46140 -22710 -46140 -458620 -458620 -430068
Avg Bars in Trades 91 81 100 91 81 100
Avg Bars in Winners 190 176 202 190 176 202
Avg Bars in Losers 36 34 38 36 34 38
Bars Traded 11515 5163 6352 11515 5163 6352
Profit Streak 0 0 563.3757 0 0 563.3757
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309074 -139214 -225520 210972 -142612 -139876
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741261383,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "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": [
        [
            751734.488992052,
            581251.5370038181,
            170482.951988234,
            4313153.657845159,
            2407850.6276939847,
            1905303.0301511746
        ],
        [
            751.734489,
            581.251537,
            170.482952,
            4313.153658,
            2407.850628,
            1905.30303
        ],
        [
            0.380432,
            0.294156,
            0.086277,
            0.191842,
            0.16319,
            0.151855
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85915,
            -89159,
            -131675,
            -898577,
            -1505964,
            -939362
        ],
        [
            2.221109,
            2.820028,
            1.575466,
            1.644285,
            1.639415,
            1.650547
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            35.714286,
            33.333333,
            38.095238,
            35.714286,
            33.333333,
            38.095238
        ],
        [
            3.997996,
            5.640057,
            2.560132,
            2.959714,
            3.27883,
            2.68214
        ],
        [
            210563,
            210563,
            70255,
            1424731,
            1424731,
            879729
        ],
        [
            -46140,
            -22710,
            -46140,
            -458620,
            -458620,
            -430068
        ],
        [
            91,
            81,
            100,
            91,
            81,
            100
        ],
        [
            190,
            176,
            202,
            190,
            176,
            202
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            11515,
            5163,
            6352,
            11515,
            5163,
            6352
        ],
        [
            0,
            0,
            563.37571,
            0,
            0,
            563.37571
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309074,
            -139214,
            -225520,
            210972,
            -142612,
            -139876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741261383,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 33,
            "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)