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Trade: WAVES/USDT/240/MIDPRICE/LINREG/3746

Strategy
WAVES/USDT/240/MIDPRICE/LINREG/3746
Pair
WAVES_USDT
Interval
4h
Score
443127
Daily Profit
0.255658
Profit Factor
3.142858
Profitability
44.186047
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:23
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609232.9089 505179.7598 104053.1491 2215702.1012 1274388.965 941313.1362
Total P&L (%) 609.2329 505.1798 104.0531 2215.7021 1274.389 941.3131
Avg Daily Profit (%) 0.3083 0.2557 0.0527 0.1592 0.1327 0.1186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -61007 -64862 -165932 -994351 -1048013 -821245
Profit Factor 2.0852 3.1429 1.3195 1.4997 1.6164 1.3978
Total Trades 86 43 43 86 43 43
Winning Trades 37 19 18 37 19 18
Losing Trades 49 24 25 49 24 25
Profitability (%) 43.0233 44.186 41.8605 43.0233 44.186 41.8605
Ratio Avg Win / Avg Loss 2.7614 3.9699 1.8326 1.9861 2.0417 1.9414
Largest Winning Trade 118563 118563 78282 846769 525141 846769
Largest Losing Trade -42442 -28319 -42442 -469635 -249116 -469635
Avg Bars in Trades 133 99 168 133 99 168
Avg Bars in Winners 228 160 301 228 160 301
Avg Bars in Losers 61 50 72 61 50 72
Bars Traded 11488 4257 7231 11488 4257 7231
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 376008 443127 -124395 274347 -14594 -35515
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551240000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494181244,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "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": [
        [
            609232.9088983812,
            505179.7598406828,
            104053.1490576985,
            2215702.1012156834,
            1274388.9650323617,
            941313.1361833228
        ],
        [
            609.232909,
            505.17976,
            104.053149,
            2215.702101,
            1274.388965,
            941.313136
        ],
        [
            0.308316,
            0.255658,
            0.052658,
            0.15915,
            0.132709,
            0.118647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -61007,
            -64862,
            -165932,
            -994351,
            -1048013,
            -821245
        ],
        [
            2.085164,
            3.142858,
            1.319505,
            1.499739,
            1.616375,
            1.397823
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            43.023256,
            44.186047,
            41.860465,
            43.023256,
            44.186047,
            41.860465
        ],
        [
            2.761434,
            3.969926,
            1.832646,
            1.986141,
            2.041737,
            1.94142
        ],
        [
            118563,
            118563,
            78282,
            846769,
            525141,
            846769
        ],
        [
            -42442,
            -28319,
            -42442,
            -469635,
            -249116,
            -469635
        ],
        [
            133,
            99,
            168,
            133,
            99,
            168
        ],
        [
            228,
            160,
            301,
            228,
            160,
            301
        ],
        [
            61,
            50,
            72,
            61,
            50,
            72
        ],
        [
            11488,
            4257,
            7231,
            11488,
            4257,
            7231
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376008,
            443127,
            -124395,
            274347,
            -14594,
            -35515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551240000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494181244,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 93,
            "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)