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Trade: WAVES/USDT/360/LINREG/SWMA/9242

Strategy
WAVES/USDT/360/LINREG/SWMA/9242
Pair
WAVES_USDT
Interval
6h
Score
336489
Daily Profit
0.222043
Profit Factor
1.717822
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-08 00:39
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416859.7227 438923.2396 -22063.5169 -58757.1501 488899.1963 -547656.3464
Total P&L (%) 416.8597 438.9232 -22.0635 -58.7572 488.8992 -547.6563
Avg Daily Profit (%) 0.2109 0.222 -0.0112 -0.0448 0.0897 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -284017 -215411 -233740 -1057958 -670894 -722296
Profit Factor 1.3777 1.7178 0.9552 0.9783 1.384 0.6193
Total Trades 168 84 84 168 84 84
Winning Trades 84 39 45 84 39 45
Losing Trades 84 45 39 84 45 39
Profitability (%) 50 46.4286 53.5714 50 46.4286 53.5714
Ratio Avg Win / Avg Loss 1.3777 1.9821 0.8278 0.9783 1.5969 0.5367
Largest Winning Trade 153236 153236 57417 406790 406790 380105
Largest Losing Trade -77340 -62205 -77340 -301097 -247778 -301097
Avg Bars in Trades 45 51 40 45 51 40
Avg Bars in Winners 51 56 46 51 56 46
Avg Bars in Losers 39 46 32 39 46 32
Bars Traded 7667 4285 3382 7667 4285 3382
Profit Streak 0 0 572.6523 0 0 572.6523
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329491 336489 -580060 -579897 -73166 -580060
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550772000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759873162995,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "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": [
        [
            416859.7226503518,
            438923.2395926689,
            -22063.5169423171,
            -58757.1500640441,
            488899.1963365587,
            -547656.3464006025
        ],
        [
            416.859723,
            438.92324,
            -22.063517,
            -58.75715,
            488.899196,
            -547.656346
        ],
        [
            0.210881,
            0.222043,
            -0.011162,
            -0.044795,
            0.089737,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -284017,
            -215411,
            -233740,
            -1057958,
            -670894,
            -722296
        ],
        [
            1.377655,
            1.717822,
            0.955187,
            0.978331,
            1.384003,
            0.619271
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            50,
            46.428571,
            53.571429,
            50,
            46.428571,
            53.571429
        ],
        [
            1.377655,
            1.982102,
            0.827829,
            0.978331,
            1.596927,
            0.536702
        ],
        [
            153236,
            153236,
            57417,
            406790,
            406790,
            380105
        ],
        [
            -77340,
            -62205,
            -77340,
            -301097,
            -247778,
            -301097
        ],
        [
            45,
            51,
            40,
            45,
            51,
            40
        ],
        [
            51,
            56,
            46,
            51,
            56,
            46
        ],
        [
            39,
            46,
            32,
            39,
            46,
            32
        ],
        [
            7667,
            4285,
            3382,
            7667,
            4285,
            3382
        ],
        [
            0,
            0,
            572.652349,
            0,
            0,
            572.652349
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329491,
            336489,
            -580060,
            -579897,
            -73166,
            -580060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550772000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759873162995,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 19,
            "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)