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Trade: WAVES/USDT/720/HILO/LINREG/7357

Strategy
WAVES/USDT/720/HILO/LINREG/7357
Pair
WAVES_USDT
Interval
12h
Score
404565
Daily Profit
0.265946
Profit Factor
1.539396
Profitability
46.632124
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 14:24
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 525907.4386 435983.0845 89924.3541 131998.5276 -352650.5755 484649.1031
Total P&L (%) 525.9074 435.9831 89.9244 131.9985 -352.6506 484.6491
Avg Daily Profit (%) 0.2659 0.2205 0.0455 0.0426 0 0.0893
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201768 -97407 -232393 -3142280 -1206908 -2142330
Profit Factor 1.5394 1.9048 1.1824 1.0223 0.8657 1.1467
Total Trades 193 97 96 193 97 96
Winning Trades 90 43 47 90 43 47
Losing Trades 103 54 49 103 54 49
Profitability (%) 46.6321 44.3299 48.9583 46.6321 44.3299 48.9583
Ratio Avg Win / Avg Loss 1.7618 2.392 1.2327 1.1699 1.0871 1.1955
Largest Winning Trade 228414 228414 61585 752267 414690 752267
Largest Losing Trade -74648 -28864 -74648 -1151734 -396604 -1151734
Avg Bars in Trades 20 22 18 20 22 18
Avg Bars in Winners 28 32 24 28 32 24
Avg Bars in Losers 12 13 11 12 13 11
Bars Traded 3884 2152 1732 3884 2152 1732
Profit Streak 0 0 567.9756 0 0 567.9756
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404565 330834 -151179 -332107 -581333 -131891
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": 1550448000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760009090619,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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": [
        [
            525907.4385852155,
            435983.0844791369,
            89924.354106079,
            131998.5275985932,
            -352650.5754551596,
            484649.1030537534
        ],
        [
            525.907439,
            435.983084,
            89.924354,
            131.998528,
            -352.650575,
            484.649103
        ],
        [
            0.265946,
            0.220472,
            0.045474,
            0.042566,
            0,
            0.089337
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201768,
            -97407,
            -232393,
            -3142280,
            -1206908,
            -2142330
        ],
        [
            1.539396,
            1.904757,
            1.18236,
            1.022266,
            0.865666,
            1.146728
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            103,
            54,
            49,
            103,
            54,
            49
        ],
        [
            46.632124,
            44.329897,
            48.958333,
            46.632124,
            44.329897,
            48.958333
        ],
        [
            1.761753,
            2.39202,
            1.232673,
            1.169927,
            1.087115,
            1.195525
        ],
        [
            228414,
            228414,
            61585,
            752267,
            414690,
            752267
        ],
        [
            -74648,
            -28864,
            -74648,
            -1151734,
            -396604,
            -1151734
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            3884,
            2152,
            1732,
            3884,
            2152,
            1732
        ],
        [
            0,
            0,
            567.975586,
            0,
            0,
            567.975586
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404565,
            330834,
            -151179,
            -332107,
            -581333,
            -131891
        ]
    ]
}
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": 1550448000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760009090619,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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)