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Trade: WAVES/USDT/120/SINWMA/LINREG/8064

Strategy
WAVES/USDT/120/SINWMA/LINREG/8064
Pair
WAVES_USDT
Interval
2h
Score
480520
Daily Profit
0.534591
Profit Factor
2.299211
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:10
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 864968.0745 739818.9206 125149.1539 3565067.1539 -4609209.7913 8174276.9453
Total P&L (%) 864.9681 739.8189 125.1492 3565.0672 -4609.2098 8174.2769
Avg Daily Profit (%) 0.5346 0.4572 0.0773 0.2228 0 0.2733
Buy And Hold Return (%) 23.9917 23.9917 23.9917 23.9917 23.9917 23.9917
Max Trade Drawdown -150951 -128295 -99683 -13088007 -12772202 -7436580
Profit Factor 2.2992 3.3372 1.3584 1.0992 0.7994 1.6311
Total Trades 136 68 68 136 68 68
Winning Trades 60 31 29 60 31 29
Losing Trades 76 37 39 76 37 39
Profitability (%) 44.1176 45.5882 42.6471 44.1176 45.5882 42.6471
Ratio Avg Win / Avg Loss 2.9123 3.9831 1.8268 1.3924 0.9541 2.1936
Largest Winning Trade 275006 275006 60758 5188922 5188922 4260663
Largest Losing Trade -71098 -42829 -71098 -6720493 -6232120 -6720493
Avg Bars in Trades 139 140 138 139 140 138
Avg Bars in Winners 221 211 230 221 211 230
Avg Bars in Losers 75 81 70 75 81 70
Bars Traded 19001 9576 9425 19001 9576 9425
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 480520 -94556 -201630 -105056 -691951 -100565
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946218313,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 234,
            "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": [
        [
            864968.0744664436,
            739818.9205896363,
            125149.1538768074,
            3565067.153915066,
            -4609209.791347212,
            8174276.94526228
        ],
        [
            864.968074,
            739.818921,
            125.149154,
            3565.067154,
            -4609.209791,
            8174.276945
        ],
        [
            0.534591,
            0.457243,
            0.077348,
            0.222833,
            0,
            0.273286
        ],
        [
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703
        ],
        [
            -150951,
            -128295,
            -99683,
            -13088007,
            -12772202,
            -7436580
        ],
        [
            2.299211,
            3.337195,
            1.358365,
            1.099241,
            0.799352,
            1.631129
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            44.117647,
            45.588235,
            42.647059,
            44.117647,
            45.588235,
            42.647059
        ],
        [
            2.912334,
            3.983104,
            1.826766,
            1.392371,
            0.954065,
            2.193587
        ],
        [
            275006,
            275006,
            60758,
            5188922,
            5188922,
            4260663
        ],
        [
            -71098,
            -42829,
            -71098,
            -6720493,
            -6232120,
            -6720493
        ],
        [
            139,
            140,
            138,
            139,
            140,
            138
        ],
        [
            221,
            211,
            230,
            221,
            211,
            230
        ],
        [
            75,
            81,
            70,
            75,
            81,
            70
        ],
        [
            19001,
            9576,
            9425,
            19001,
            9576,
            9425
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480520,
            -94556,
            -201630,
            -105056,
            -691951,
            -100565
        ]
    ]
}
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": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946218313,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 234,
            "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)