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Trade: WAVES/USDT/720/LINREG/ZLMA/8766

Strategy
WAVES/USDT/720/LINREG/ZLMA/8766
Pair
WAVES_USDT
Interval
12h
Score
363288
Daily Profit
0.211158
Profit Factor
1.980154
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 282555.4231 417564.0477 -135008.6246 -97911.2415 13543.8533 -111455.0948
Total P&L (%) 282.5554 417.564 -135.0086 -97.9112 13.5439 -111.4551
Avg Daily Profit (%) 0.1429 0.2112 -0.0683 -0.1954 0.0064 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207768 -138201 -274355 -100919 -48977 -173280
Profit Factor 1.2966 1.9802 0.7436 0.7323 1.1009 0.5186
Total Trades 82 41 41 82 41 41
Winning Trades 42 19 23 42 19 23
Losing Trades 40 22 18 40 22 18
Profitability (%) 51.2195 46.3415 56.0976 51.2195 46.3415 56.0976
Ratio Avg Win / Avg Loss 1.2349 2.2928 0.5819 0.6974 1.2747 0.4058
Largest Winning Trade 393111 393111 74005 39667 39667 22626
Largest Losing Trade -78183 -56300 -78183 -59570 -22850 -59570
Avg Bars in Trades 46 47 45 46 47 45
Avg Bars in Winners 48 44 51 48 44 51
Avg Bars in Losers 44 49 38 44 49 38
Bars Traded 3805 1932 1872 3805 1932 1872
Profit Streak 0 0 641.3281 0 0 641.3281
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10849 363288 -578994 -589397 -350708 -578994

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": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873150360,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "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": [
        [
            282555.4231122175,
            417564.0476648297,
            -135008.6245526123,
            -97911.2415231648,
            13543.8532500215,
            -111455.0947731863
        ],
        [
            282.555423,
            417.564048,
            -135.008625,
            -97.911242,
            13.543853,
            -111.455095
        ],
        [
            0.142885,
            0.211158,
            -0.068272,
            -0.19544,
            0.006423,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207768,
            -138201,
            -274355,
            -100919,
            -48977,
            -173280
        ],
        [
            1.296627,
            1.980154,
            0.743594,
            0.732301,
            1.100884,
            0.518552
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            51.219512,
            46.341463,
            56.097561,
            51.219512,
            46.341463,
            56.097561
        ],
        [
            1.234883,
            2.29281,
            0.581943,
            0.697429,
            1.274708,
            0.405823
        ],
        [
            393111,
            393111,
            74005,
            39667,
            39667,
            22626
        ],
        [
            -78183,
            -56300,
            -78183,
            -59570,
            -22850,
            -59570
        ],
        [
            46,
            47,
            45,
            46,
            47,
            45
        ],
        [
            48,
            44,
            51,
            48,
            44,
            51
        ],
        [
            44,
            49,
            38,
            44,
            49,
            38
        ],
        [
            3805,
            1932,
            1872,
            3805,
            1932,
            1872
        ],
        [
            0,
            0,
            641.328129,
            0,
            0,
            641.328129
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10849,
            363288,
            -578994,
            -589397,
            -350708,
            -578994
        ]
    ]
}
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": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873150360,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "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)