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Trade: WAVES/USDT/360/WMA/LINREG/8686

Strategy
WAVES/USDT/360/WMA/LINREG/8686
Pair
WAVES_USDT
Interval
6h
Score
593044
Daily Profit
0.239942
Profit Factor
4.862765
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 00:05
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 637616.832 474305.7712 163311.0607 4160437.9553 1016993.7761 3143444.1792
Total P&L (%) 637.6168 474.3058 163.3111 4160.438 1016.9938 3143.4442
Avg Daily Profit (%) 0.3226 0.2399 0.0826 0.19 0.1222 0.1762
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76891 -33795 -132120 -4414672 -2174871 -3002618
Profit Factor 2.938 4.8628 1.7919 1.4884 1.228 1.775
Total Trades 60 30 30 60 30 30
Winning Trades 29 17 12 29 17 12
Losing Trades 31 13 18 31 13 18
Profitability (%) 48.3333 56.6667 40 48.3333 56.6667 40
Ratio Avg Win / Avg Loss 3.1406 3.7186 2.6879 1.5911 0.939 2.6624
Largest Winning Trade 146874 146874 78460 1729692 1230326 1729692
Largest Losing Trade -39847 -33795 -39847 -2565848 -2174871 -2565848
Avg Bars in Trades 128 117 139 128 117 139
Avg Bars in Winners 198 154 260 198 154 260
Avg Bars in Losers 63 69 59 63 69 59
Bars Traded 7708 3519 4190 7708 3519 4190
Profit Streak 0 0 579.379 0 0 579.379
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159452 593044 -82605 -163849 -30722 282493

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": 1758834341407,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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": [
        [
            637616.8319517785,
            474305.7712019337,
            163311.0607498445,
            4160437.9553299583,
            1016993.776092648,
            3143444.1792373094
        ],
        [
            637.616832,
            474.305771,
            163.311061,
            4160.437955,
            1016.993776,
            3143.444179
        ],
        [
            0.322558,
            0.239942,
            0.082616,
            0.189985,
            0.122155,
            0.176162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76891,
            -33795,
            -132120,
            -4414672,
            -2174871,
            -3002618
        ],
        [
            2.937973,
            4.862765,
            1.791915,
            1.488446,
            1.227953,
            1.774956
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            48.333333,
            56.666667,
            40,
            48.333333,
            56.666667,
            40
        ],
        [
            3.140592,
            3.718585,
            2.687872,
            1.591097,
            0.939023,
            2.662434
        ],
        [
            146874,
            146874,
            78460,
            1729692,
            1230326,
            1729692
        ],
        [
            -39847,
            -33795,
            -39847,
            -2565848,
            -2174871,
            -2565848
        ],
        [
            128,
            117,
            139,
            128,
            117,
            139
        ],
        [
            198,
            154,
            260,
            198,
            154,
            260
        ],
        [
            63,
            69,
            59,
            63,
            69,
            59
        ],
        [
            7708,
            3519,
            4190,
            7708,
            3519,
            4190
        ],
        [
            0,
            0,
            579.378951,
            0,
            0,
            579.378951
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159452,
            593044,
            -82605,
            -163849,
            -30722,
            282493
        ]
    ]
}
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": 1758834341407,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "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)