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Trade: WAVES/USDT/360/MIDPRICE/LINREG/6224

Strategy
WAVES/USDT/360/MIDPRICE/LINREG/6224
Pair
WAVES_USDT
Interval
6h
Score
301698
Daily Profit
0.210804
Profit Factor
1.473616
Profitability
45.081967
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 16:35
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 416706.5674 409111.9993 7594.5682 -179670.7514 1228676.8196 -1408347.571
Total P&L (%) 416.7066 409.112 7.5946 -179.6708 1228.6768 -1408.3476
Avg Daily Profit (%) 0.2108 0.207 0.0038 0 0.1309 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -149559 -108087 -198924 -1454559 -779993 -1502021
Profit Factor 1.4736 2.0797 1.0152 0.9582 1.7571 0.4746
Total Trades 122 61 61 122 61 61
Winning Trades 55 27 28 60 34 26
Losing Trades 67 34 33 62 27 35
Profitability (%) 45.082 44.2623 45.9016 49.1803 55.7377 42.623
Ratio Avg Win / Avg Loss 1.7951 2.6189 1.1964 0.9902 1.3953 0.6388
Largest Winning Trade 98448 98448 74572 546660 546660 320548
Largest Losing Trade -109549 -36133 -109549 -580217 -435399 -580217
Avg Bars in Trades 63 47 79 63 47 79
Avg Bars in Winners 88 64 112 71 51 96
Avg Bars in Losers 42 34 51 56 42 66
Bars Traded 7743 2896 4847 7743 2896 4847
Profit Streak 0 0 551.5664 489.5664 556.0664 0
Trades During Streak 0 0 2 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301698 -152277 -719626 -580188 -175178 -745604
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": 1550253600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759671336640,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "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": [
        [
            416706.5674150771,
            409111.9992552326,
            7594.5681598442,
            -179670.7513576403,
            1228676.8196067524,
            -1408347.5709643932
        ],
        [
            416.706567,
            409.111999,
            7.594568,
            -179.670751,
            1228.67682,
            -1408.347571
        ],
        [
            0.210804,
            0.206962,
            0.003842,
            0,
            0.130945,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -149559,
            -108087,
            -198924,
            -1454559,
            -779993,
            -1502021
        ],
        [
            1.473616,
            2.079726,
            1.015161,
            0.958247,
            1.757102,
            0.474564
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            55,
            27,
            28,
            60,
            34,
            26
        ],
        [
            67,
            34,
            33,
            62,
            27,
            35
        ],
        [
            45.081967,
            44.262295,
            45.901639,
            49.180328,
            55.737705,
            42.622951
        ],
        [
            1.795133,
            2.618914,
            1.196439,
            0.990189,
            1.395346,
            0.638837
        ],
        [
            98448,
            98448,
            74572,
            546660,
            546660,
            320548
        ],
        [
            -109549,
            -36133,
            -109549,
            -580217,
            -435399,
            -580217
        ],
        [
            63,
            47,
            79,
            63,
            47,
            79
        ],
        [
            88,
            64,
            112,
            71,
            51,
            96
        ],
        [
            42,
            34,
            51,
            56,
            42,
            66
        ],
        [
            7743,
            2896,
            4847,
            7743,
            2896,
            4847
        ],
        [
            0,
            0,
            551.566396,
            489.566396,
            556.066396,
            0
        ],
        [
            0,
            0,
            2,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301698,
            -152277,
            -719626,
            -580188,
            -175178,
            -745604
        ]
    ]
}
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": 1550253600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759671336640,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "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)