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Trade: WAVES/USDT/360/PWMA/LINREG/3547

Strategy
WAVES/USDT/360/PWMA/LINREG/3547
Pair
WAVES_USDT
Interval
6h
Score
306967
Daily Profit
0.152644
Profit Factor
2.068647
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-01 06:04
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 285858.7226 301739.2926 -15880.57 -58674.0808 1126922.0638 -1185596.1446
Total P&L (%) 285.8587 301.7393 -15.8806 -58.6741 1126.9221 -1185.5961
Avg Daily Profit (%) 0.1446 0.1526 -0.008 -0.0447 0.1269 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253779 -163422 -141268 -1660283 -607457 -1408115
Profit Factor 1.4465 2.0686 0.9556 0.9826 2.1243 0.5007
Total Trades 74 37 37 74 37 37
Winning Trades 31 16 15 31 16 15
Losing Trades 43 21 22 43 21 22
Profitability (%) 41.8919 43.2432 40.5405 41.8919 43.2432 40.5405
Ratio Avg Win / Avg Loss 2.0064 2.7151 1.4016 1.363 2.7881 0.7343
Largest Winning Trade 164725 164725 64937 652076 596181 652076
Largest Losing Trade -80027 -47625 -80027 -1012442 -243409 -1012442
Avg Bars in Trades 103 96 111 103 96 111
Avg Bars in Winners 170 156 185 170 156 185
Avg Bars in Losers 55 50 60 55 50 60
Bars Traded 7677 3559 4118 7677 3559 4118
Profit Streak 0 0 662.8782 0 0 662.8782
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69833 306967 -581827 -651042 -21758 -583493
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": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287879771,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "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": [
        [
            285858.7226435227,
            301739.2926336353,
            -15880.5699901122,
            -58674.0807892494,
            1126922.0637788973,
            -1185596.1445681471
        ],
        [
            285.858723,
            301.739293,
            -15.88057,
            -58.674081,
            1126.922064,
            -1185.596145
        ],
        [
            0.14461,
            0.152644,
            -0.008034,
            -0.044694,
            0.12691,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253779,
            -163422,
            -141268,
            -1660283,
            -607457,
            -1408115
        ],
        [
            1.446482,
            2.068647,
            0.955627,
            0.982624,
            2.124281,
            0.500654
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            41.891892,
            43.243243,
            40.540541,
            41.891892,
            43.243243,
            40.540541
        ],
        [
            2.00641,
            2.715099,
            1.401587,
            1.362994,
            2.788119,
            0.734292
        ],
        [
            164725,
            164725,
            64937,
            652076,
            596181,
            652076
        ],
        [
            -80027,
            -47625,
            -80027,
            -1012442,
            -243409,
            -1012442
        ],
        [
            103,
            96,
            111,
            103,
            96,
            111
        ],
        [
            170,
            156,
            185,
            170,
            156,
            185
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            7677,
            3559,
            4118,
            7677,
            3559,
            4118
        ],
        [
            0,
            0,
            662.878238,
            0,
            0,
            662.878238
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69833,
            306967,
            -581827,
            -651042,
            -21758,
            -583493
        ]
    ]
}
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": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287879771,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "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)