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Trade: WAVES/USDT/120/ALMA/LINREG/7632

Strategy
WAVES/USDT/120/ALMA/LINREG/7632
Pair
WAVES_USDT
Interval
2h
Score
415197
Daily Profit
0.489535
Profit Factor
2.446779
Profitability
39.830508
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 19:19
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 792067.5699 648473.4073 143594.1627 4633194.0554 1299973.5382 3333220.5172
Total P&L (%) 792.0676 648.4734 143.5942 4633.1941 1299.9735 3333.2205
Avg Daily Profit (%) 0.4895 0.4008 0.0887 0.2387 0.1632 0.2188
Buy And Hold Return (%) 23.8775 23.8775 23.8775 23.8775 23.8775 23.8775
Max Trade Drawdown -74462 -109003 -54484 -2403307 -3117698 -688908
Profit Factor 2.4468 3.1525 1.5832 1.4473 1.2012 1.8553
Total Trades 118 59 59 118 59 59
Winning Trades 47 22 25 47 22 25
Losing Trades 71 37 34 71 37 34
Profitability (%) 39.8305 37.2881 42.3729 39.8305 37.2881 42.3729
Ratio Avg Win / Avg Loss 3.6962 5.302 2.1532 2.1864 2.0203 2.5231
Largest Winning Trade 208040 208040 62147 1513936 1486913 1513936
Largest Losing Trade -35958 -31018 -35958 -1037401 -1037401 -594937
Avg Bars in Trades 158 151 164 158 151 164
Avg Bars in Winners 281 297 267 281 297 267
Avg Bars in Losers 76 65 88 76 65 88
Bars Traded 18669 8960 9709 18669 8960 9709
Profit Streak 0 0 507.2635 0 0 507.2635
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415197 -166123 -251269 245594 -173586 -167343
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759767566948,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "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": [
        [
            792067.5699327291,
            648473.4072648678,
            143594.1626678615,
            4633194.055366848,
            1299973.5382062914,
            3333220.5171605563
        ],
        [
            792.06757,
            648.473407,
            143.594163,
            4633.194055,
            1299.973538,
            3333.220517
        ],
        [
            0.489535,
            0.400787,
            0.088748,
            0.238677,
            0.163238,
            0.218786
        ],
        [
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504
        ],
        [
            -74462,
            -109003,
            -54484,
            -2403307,
            -3117698,
            -688908
        ],
        [
            2.446779,
            3.152527,
            1.583222,
            1.447331,
            1.201232,
            1.855254
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            39.830508,
            37.288136,
            42.372881,
            39.830508,
            37.288136,
            42.372881
        ],
        [
            3.696198,
            5.301977,
            2.153182,
            2.186394,
            2.020254,
            2.523146
        ],
        [
            208040,
            208040,
            62147,
            1513936,
            1486913,
            1513936
        ],
        [
            -35958,
            -31018,
            -35958,
            -1037401,
            -1037401,
            -594937
        ],
        [
            158,
            151,
            164,
            158,
            151,
            164
        ],
        [
            281,
            297,
            267,
            281,
            297,
            267
        ],
        [
            76,
            65,
            88,
            76,
            65,
            88
        ],
        [
            18669,
            8960,
            9709,
            18669,
            8960,
            9709
        ],
        [
            0,
            0,
            507.263506,
            0,
            0,
            507.263506
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415197,
            -166123,
            -251269,
            245594,
            -173586,
            -167343
        ]
    ]
}
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": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759767566948,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "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)