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Trade: WAVES/USDT/120/MIDPOINT/LINREG/8077

Strategy
WAVES/USDT/120/MIDPOINT/LINREG/8077
Pair
WAVES_USDT
Interval
2h
Score
420267
Daily Profit
0.284133
Profit Factor
1.682237
Profitability
56.315789
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 11:29
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459812.3059 459727.7472 84.5586 170842.4344 318314.9706 -147472.5362
Total P&L (%) 459.8123 459.7277 0.0846 170.8424 318.315 -147.4725
Avg Daily Profit (%) 0.2842 0.2841 0.0001 0.0616 0.0885 0
Buy And Hold Return (%) 27.277 27.277 27.277 27.277 27.277 27.277
Max Trade Drawdown -128948 -134175 -164900 -559005 -345342 -457566
Profit Factor 1.3276 1.6822 1.0001 1.0476 1.169 0.9135
Total Trades 380 190 190 380 190 190
Winning Trades 201 107 94 201 107 94
Losing Trades 179 83 96 179 83 96
Profitability (%) 52.8947 56.3158 49.4737 52.8947 56.3158 49.4737
Ratio Avg Win / Avg Loss 1.1823 1.3049 1.0214 0.9329 0.9068 0.933
Largest Winning Trade 112286 112286 74049 306066 306066 165069
Largest Losing Trade -43935 -43935 -37406 -213922 -160239 -213922
Avg Bars in Trades 50 44 55 50 44 55
Avg Bars in Winners 48 40 57 48 40 57
Avg Bars in Losers 52 49 54 52 49 54
Bars Traded 19098 8487 10611 19098 8487 10611
Profit Streak 0 0 507.5203 0 0 507.5203
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394375 420267 -577719 -278634 -109880 -579583
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759825753281,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "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": [
        [
            459812.3058612947,
            459727.7472225573,
            84.5586387378,
            170842.4343979817,
            318314.9705516949,
            -147472.5361537133
        ],
        [
            459.812306,
            459.727747,
            0.084559,
            170.842434,
            318.314971,
            -147.472536
        ],
        [
            0.284186,
            0.284133,
            5.2e-5,
            0.061599,
            0.088486,
            0
        ],
        [
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029
        ],
        [
            -128948,
            -134175,
            -164900,
            -559005,
            -345342,
            -457566
        ],
        [
            1.327595,
            1.682237,
            1.000116,
            1.047603,
            1.168982,
            0.913515
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            201,
            107,
            94,
            201,
            107,
            94
        ],
        [
            179,
            83,
            96,
            179,
            83,
            96
        ],
        [
            52.894737,
            56.315789,
            49.473684,
            52.894737,
            56.315789,
            49.473684
        ],
        [
            1.182286,
            1.304913,
            1.021395,
            0.93294,
            0.90678,
            0.932951
        ],
        [
            112286,
            112286,
            74049,
            306066,
            306066,
            165069
        ],
        [
            -43935,
            -43935,
            -37406,
            -213922,
            -160239,
            -213922
        ],
        [
            50,
            44,
            55,
            50,
            44,
            55
        ],
        [
            48,
            40,
            57,
            48,
            40,
            57
        ],
        [
            52,
            49,
            54,
            52,
            49,
            54
        ],
        [
            19098,
            8487,
            10611,
            19098,
            8487,
            10611
        ],
        [
            0,
            0,
            507.520292,
            0,
            0,
            507.520293
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394375,
            420267,
            -577719,
            -278634,
            -109880,
            -579583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759825753281,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "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)