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

Trade: WAVES/USDT/720/LINREG/MIDPRICE/6743

Strategy
WAVES/USDT/720/LINREG/MIDPRICE/6743
Pair
WAVES_USDT
Interval
12h
Score
310802
Daily Profit
0.228298
Profit Factor
2.043897
Profitability
41.860465
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
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 391971.4807 451458.3772 -59486.8964 -81810.6579 -13364.2818 -68446.3761
Total P&L (%) 391.9715 451.4584 -59.4869 -81.8107 -13.3643 -68.4464
Avg Daily Profit (%) 0.1982 0.2283 -0.0301 -0.0861 -0.0073 -0.0583
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177432 -164799 -168027 -103614 -82967 -100834
Profit Factor 1.4707 2.0439 0.8514 0.8106 0.9444 0.6431
Total Trades 86 43 43 86 43 43
Winning Trades 36 18 18 36 18 18
Losing Trades 50 25 25 50 25 25
Profitability (%) 41.8605 41.8605 41.8605 41.8605 41.8605 41.8605
Ratio Avg Win / Avg Loss 2.0427 2.8387 1.1824 1.1259 1.3116 0.8932
Largest Winning Trade 255983 255983 61146 86106 86106 31016
Largest Losing Trade -59407 -59407 -47169 -48677 -48677 -42656
Avg Bars in Trades 44 57 31 44 57 31
Avg Bars in Winners 50 59 42 50 59 42
Avg Bars in Losers 39 55 23 39 55 23
Bars Traded 3798 2455 1343 3798 2455 1343
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 248707 310802 -582225 -582046 -582225 -583892
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": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516565143,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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": [
        [
            391971.480734874,
            451458.3771636054,
            -59486.8964287313,
            -81810.6579425917,
            -13364.2818345006,
            -68446.3761080911
        ],
        [
            391.971481,
            451.458377,
            -59.486896,
            -81.810658,
            -13.364282,
            -68.446376
        ],
        [
            0.198216,
            0.228298,
            -0.030082,
            -0.086149,
            -0.007254,
            -0.058313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177432,
            -164799,
            -168027,
            -103614,
            -82967,
            -100834
        ],
        [
            1.470731,
            2.043897,
            0.851362,
            0.810635,
            0.944375,
            0.643076
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            41.860465,
            41.860465,
            41.860465,
            41.860465,
            41.860465,
            41.860465
        ],
        [
            2.042682,
            2.838746,
            1.182447,
            1.125881,
            1.311632,
            0.893161
        ],
        [
            255983,
            255983,
            61146,
            86106,
            86106,
            31016
        ],
        [
            -59407,
            -59407,
            -47169,
            -48677,
            -48677,
            -42656
        ],
        [
            44,
            57,
            31,
            44,
            57,
            31
        ],
        [
            50,
            59,
            42,
            50,
            59,
            42
        ],
        [
            39,
            55,
            23,
            39,
            55,
            23
        ],
        [
            3798,
            2455,
            1343,
            3798,
            2455,
            1343
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            248707,
            310802,
            -582225,
            -582046,
            -582225,
            -583892
        ]
    ]
}
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": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516565143,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "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)