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Trade: WAVES/USDT/720/EMA/LINREG/8492

Strategy
WAVES/USDT/720/EMA/LINREG/8492
Pair
WAVES_USDT
Interval
12h
Score
450053
Daily Profit
0.202986
Profit Factor
1.808108
Profitability
53.846154
Streak
523.974012
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 02:22
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 413182.8921 401404.0807 11778.8114 -10722.1773 590574.8355 -601297.0128
Total P&L (%) 413.1829 401.4041 11.7788 -10.7222 590.5748 -601.297
Avg Daily Profit (%) 0.2089 0.203 0.006 -0.0057 0.0978 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143956 -120657 -163951 -774932 -373489 -751172
Profit Factor 1.404 1.8081 1.0224 0.9962 1.5144 0.6371
Total Trades 182 91 91 182 91 91
Winning Trades 93 49 44 93 49 44
Losing Trades 89 42 47 89 42 47
Profitability (%) 51.0989 53.8462 48.3516 51.0989 53.8462 48.3516
Ratio Avg Win / Avg Loss 1.3436 1.5498 1.0921 0.9533 1.2981 0.6805
Largest Winning Trade 110604 110604 72074 299932 299932 229399
Largest Losing Trade -81088 -44884 -81088 -379005 -207229 -379005
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 25 24 27 25 24 27
Avg Bars in Losers 16 15 18 16 15 18
Bars Traded 3880 1833 2046 3880 1833 2046
Profit Streak 504.474 523.974 0 504.474 523.974 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373486 450053 -491867 -578820 -59217 -581452
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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706554662,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 28,
            "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": [
        [
            413182.8920725542,
            401404.0806555667,
            11778.8114169874,
            -10722.177265991,
            590574.835527059,
            -601297.0127930499
        ],
        [
            413.182892,
            401.404081,
            11.778811,
            -10.722177,
            590.574836,
            -601.297013
        ],
        [
            0.208942,
            0.202986,
            0.005956,
            -0.005735,
            0.097765,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143956,
            -120657,
            -163951,
            -774932,
            -373489,
            -751172
        ],
        [
            1.404027,
            1.808108,
            1.022396,
            0.996177,
            1.514413,
            0.637056
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            93,
            49,
            44,
            93,
            49,
            44
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            51.098901,
            53.846154,
            48.351648,
            51.098901,
            53.846154,
            48.351648
        ],
        [
            1.343638,
            1.549807,
            1.092104,
            0.953331,
            1.298068,
            0.680492
        ],
        [
            110604,
            110604,
            72074,
            299932,
            299932,
            229399
        ],
        [
            -81088,
            -44884,
            -81088,
            -379005,
            -207229,
            -379005
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            25,
            24,
            27,
            25,
            24,
            27
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            3880,
            1833,
            2046,
            3880,
            1833,
            2046
        ],
        [
            504.474012,
            523.974012,
            0,
            504.474012,
            523.974012,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373486,
            450053,
            -491867,
            -578820,
            -59217,
            -581452
        ]
    ]
}
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": 1548936000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706554662,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 28,
            "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)