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Trade: WAVES/USDT/720/LINREG/DEMA/5325

Strategy
WAVES/USDT/720/LINREG/DEMA/5325
Pair
WAVES_USDT
Interval
12h
Score
345632
Daily Profit
0.276577
Profit Factor
2.861820
Profitability
35.714286
Streak
658.657991
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-04 06:47
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599757.8382 546930.0544 52827.7838 845093.9085 583835.7223 261258.1862
Total P&L (%) 599.7578 546.9301 52.8278 845.0939 583.8357 261.2582
Avg Daily Profit (%) 0.3033 0.2766 0.0267 0.1136 0.0973 0.065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92019 -93598 -180161 -190312 -226148 -155131
Profit Factor 2.0423 2.8618 1.1876 1.8227 2.0184 1.5756
Total Trades 83 42 41 83 42 41
Winning Trades 29 15 14 29 15 14
Losing Trades 54 27 27 54 27 27
Profitability (%) 34.9398 35.7143 34.1463 34.9398 35.7143 34.1463
Ratio Avg Win / Avg Loss 3.8029 5.1513 2.2903 3.3941 3.6332 3.0386
Largest Winning Trade 219826 219826 84577 230976 230976 171308
Largest Losing Trade -43204 -43204 -36445 -124452 -124452 -79597
Avg Bars in Trades 43 45 40 43 45 40
Avg Bars in Winners 90 95 84 90 95 84
Avg Bars in Losers 17 18 17 17 18 17
Bars Traded 3576 1931 1645 3576 1931 1645
Profit Streak 657.158 658.658 657.158 657.158 658.658 657.158
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 252009 345632 -176974 -43203 -63417 -108843
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549650413,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 8,
            "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": [
        [
            599757.8381839669,
            546930.054416387,
            52827.7837675804,
            845093.908531642,
            583835.7223024145,
            261258.1862292276
        ],
        [
            599.757838,
            546.930054,
            52.827784,
            845.093909,
            583.835722,
            261.258186
        ],
        [
            0.303291,
            0.276577,
            0.026714,
            0.113648,
            0.097268,
            0.064973
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92019,
            -93598,
            -180161,
            -190312,
            -226148,
            -155131
        ],
        [
            2.042307,
            2.86182,
            1.187564,
            1.822734,
            2.018435,
            1.575574
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            34.939759,
            35.714286,
            34.146341,
            34.939759,
            35.714286,
            34.146341
        ],
        [
            3.802917,
            5.151277,
            2.290301,
            3.394057,
            3.633182,
            3.038606
        ],
        [
            219826,
            219826,
            84577,
            230976,
            230976,
            171308
        ],
        [
            -43204,
            -43204,
            -36445,
            -124452,
            -124452,
            -79597
        ],
        [
            43,
            45,
            40,
            43,
            45,
            40
        ],
        [
            90,
            95,
            84,
            90,
            95,
            84
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            3576,
            1931,
            1645,
            3576,
            1931,
            1645
        ],
        [
            657.157991,
            658.657991,
            657.157991,
            657.157991,
            658.657991,
            657.157991
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            252009,
            345632,
            -176974,
            -43203,
            -63417,
            -108843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549650413,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 8,
            "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)