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Trade: WAVES/USDT/720/LINREG/HWMA/6867

Strategy
WAVES/USDT/720/LINREG/HWMA/6867
Pair
WAVES_USDT
Interval
12h
Score
332625
Daily Profit
0.263526
Profit Factor
2.392383
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-25 11:36
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 604321.0987 521122.0061 83199.0925 323672.0484 149082.5226 174589.5258
Total P&L (%) 604.3211 521.122 83.1991 323.672 149.0825 174.5895
Avg Daily Profit (%) 0.3056 0.2635 0.0421 0.073 0.0462 0.0511
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110361 -126464 -143625 -347992 -420030 -306668
Profit Factor 1.9985 2.3924 1.3602 1.2167 1.1511 1.3444
Total Trades 69 35 34 69 35 34
Winning Trades 31 14 17 31 14 17
Losing Trades 38 21 17 38 21 17
Profitability (%) 44.9275 40 50 44.9275 40 50
Ratio Avg Win / Avg Loss 2.4497 3.5886 1.3602 1.4915 1.7267 1.3444
Largest Winning Trade 206175 206175 69387 202761 202761 201296
Largest Losing Trade -64789 -47137 -64789 -263709 -263709 -133519
Avg Bars in Trades 53 55 51 53 55 51
Avg Bars in Winners 83 89 78 83 89 78
Avg Bars in Losers 29 33 24 29 33 24
Bars Traded 3698 1948 1750 3698 1948 1750
Profit Streak 0 0 645.3585 0 0 645.3585
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95512 332625 -135316 -204097 -188345 -123386

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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789373869,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05921
        }
    }
}
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": [
        [
            604321.0986712581,
            521122.0061321413,
            83199.0925391167,
            323672.048407485,
            149082.522614257,
            174589.525793228
        ],
        [
            604.321099,
            521.122006,
            83.199093,
            323.672048,
            149.082523,
            174.589526
        ],
        [
            0.305599,
            0.263526,
            0.042073,
            0.073038,
            0.046161,
            0.051093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110361,
            -126464,
            -143625,
            -347992,
            -420030,
            -306668
        ],
        [
            1.998455,
            2.392383,
            1.360185,
            1.216725,
            1.151116,
            1.344413
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            44.927536,
            40,
            50,
            44.927536,
            40,
            50
        ],
        [
            2.449719,
            3.588575,
            1.360185,
            1.49147,
            1.726673,
            1.344413
        ],
        [
            206175,
            206175,
            69387,
            202761,
            202761,
            201296
        ],
        [
            -64789,
            -47137,
            -64789,
            -263709,
            -263709,
            -133519
        ],
        [
            53,
            55,
            51,
            53,
            55,
            51
        ],
        [
            83,
            89,
            78,
            83,
            89,
            78
        ],
        [
            29,
            33,
            24,
            29,
            33,
            24
        ],
        [
            3698,
            1948,
            1750,
            3698,
            1948,
            1750
        ],
        [
            0,
            0,
            645.358494,
            0,
            0,
            645.358494
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95512,
            332625,
            -135316,
            -204097,
            -188345,
            -123386
        ]
    ]
}
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": 1556064000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789373869,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05921
        }
    }
}

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)