← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/LINREG/HL2/9832

Strategy
WAVES/USDT/720/LINREG/HL2/9832
Pair
WAVES_USDT
Interval
12h
Score
310223
Daily Profit
0.376167
Profit Factor
1.735238
Profitability
33.755274
Streak
519.734638
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:37
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 743869.2698 643322.5291 100546.7407 967730.021 1336925.3676 -369195.3465
Total P&L (%) 743.8693 643.3225 100.5467 967.73 1336.9254 -369.1953
Avg Daily Profit (%) 0.3762 0.3253 0.0508 0.1198 0.1349 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122734 -133925 -133248 -1327011 -1325048 -1321791
Profit Factor 1.7352 2.2707 1.1989 1.1556 1.4365 0.883
Total Trades 237 119 118 237 119 118
Winning Trades 80 39 41 80 39 41
Losing Trades 157 80 77 157 80 77
Profitability (%) 33.7553 32.7731 34.7458 33.7553 32.7731 34.7458
Ratio Avg Win / Avg Loss 3.4054 4.6578 2.2516 2.2679 2.9467 1.6584
Largest Winning Trade 244915 244915 70277 1134191 1134191 670036
Largest Losing Trade -62949 -62949 -53378 -1021955 -1021955 -631014
Avg Bars in Trades 16 17 14 16 17 14
Avg Bars in Winners 32 32 33 32 32 33
Avg Bars in Losers 7 10 4 7 10 4
Bars Traded 3818 2130 1689 3818 2130 1689
Profit Streak 519.7346 520.7346 0 519.7346 520.7346 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310223 264811 -131505 -85074 -16619 -583895
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": 1551614400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513072728,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            743869.2697839637,
            643322.5290739721,
            100546.7407099918,
            967730.0210383739,
            1336925.3675545354,
            -369195.3465161601
        ],
        [
            743.86927,
            643.322529,
            100.546741,
            967.730021,
            1336.925368,
            -369.195347
        ],
        [
            0.376167,
            0.325321,
            0.050845,
            0.119825,
            0.134862,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122734,
            -133925,
            -133248,
            -1327011,
            -1325048,
            -1321791
        ],
        [
            1.735238,
            2.270658,
            1.198926,
            1.155618,
            1.43654,
            0.88302
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            80,
            39,
            41,
            80,
            39,
            41
        ],
        [
            157,
            80,
            77,
            157,
            80,
            77
        ],
        [
            33.755274,
            32.773109,
            34.745763,
            33.755274,
            32.773109,
            34.745763
        ],
        [
            3.405404,
            4.65776,
            2.251641,
            2.267901,
            2.946748,
            1.658355
        ],
        [
            244915,
            244915,
            70277,
            1134191,
            1134191,
            670036
        ],
        [
            -62949,
            -62949,
            -53378,
            -1021955,
            -1021955,
            -631014
        ],
        [
            16,
            17,
            14,
            16,
            17,
            14
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            7,
            10,
            4,
            7,
            10,
            4
        ],
        [
            3818,
            2130,
            1689,
            3818,
            2130,
            1689
        ],
        [
            519.734638,
            520.734638,
            0,
            519.734638,
            520.734638,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310223,
            264811,
            -131505,
            -85074,
            -16619,
            -583895
        ]
    ]
}
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": 1551614400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513072728,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)