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Trade: WAVES/USDT/720/LINREG/HL2/5314

Strategy
WAVES/USDT/720/LINREG/HL2/5314
Pair
WAVES_USDT
Interval
12h
Score
310408
Daily Profit
0.370970
Profit Factor
2.041337
Profitability
36.054422
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-13 09:41
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 733594.0322 611292.4168 122301.6154 1345328.5502 386621.0141 958707.5361
Total P&L (%) 733.594 611.2924 122.3016 1345.3286 386.621 958.7075
Avg Daily Profit (%) 0.371 0.3091 0.0618 0.1352 0.08 0.1194
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -188791 -87710 -154573 -1114592 -918259 -858127
Profit Factor 2.0413 2.4659 1.4255 1.2832 1.1285 1.5504
Total Trades 147 74 73 147 74 73
Winning Trades 53 23 30 53 23 30
Losing Trades 94 51 43 94 51 43
Profitability (%) 36.0544 31.0811 41.0959 36.0544 31.0811 41.0959
Ratio Avg Win / Avg Loss 3.6205 5.4678 2.0432 2.2758 2.5023 2.2223
Largest Winning Trade 264260 264260 77554 690632 690632 563956
Largest Losing Trade -40091 -40091 -31428 -800402 -800402 -216761
Avg Bars in Trades 25 26 23 25 26 23
Avg Bars in Winners 50 55 47 50 55 47
Avg Bars in Losers 10 14 7 10 14 7
Bars Traded 3698 1986 1713 3698 1986 1713
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 310408 -57868 -183525 -15844 -235705 -105613
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": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760337678849,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            733594.0321573679,
            611292.4167707149,
            122301.6153866531,
            1345328.5502195163,
            386621.0140937314,
            958707.5361257847
        ],
        [
            733.594032,
            611.292417,
            122.301615,
            1345.32855,
            386.621014,
            958.707536
        ],
        [
            0.37097,
            0.309124,
            0.061847,
            0.135157,
            0.080048,
            0.119395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -188791,
            -87710,
            -154573,
            -1114592,
            -918259,
            -858127
        ],
        [
            2.041337,
            2.465884,
            1.425456,
            1.283168,
            1.128476,
            1.550443
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            94,
            51,
            43,
            94,
            51,
            43
        ],
        [
            36.054422,
            31.081081,
            41.09589,
            36.054422,
            31.081081,
            41.09589
        ],
        [
            3.620485,
            5.46783,
            2.043153,
            2.275808,
            2.502273,
            2.222302
        ],
        [
            264260,
            264260,
            77554,
            690632,
            690632,
            563956
        ],
        [
            -40091,
            -40091,
            -31428,
            -800402,
            -800402,
            -216761
        ],
        [
            25,
            26,
            23,
            25,
            26,
            23
        ],
        [
            50,
            55,
            47,
            50,
            55,
            47
        ],
        [
            10,
            14,
            7,
            10,
            14,
            7
        ],
        [
            3698,
            1986,
            1713,
            3698,
            1986,
            1713
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310408,
            -57868,
            -183525,
            -15844,
            -235705,
            -105613
        ]
    ]
}
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": 1555545600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760337678849,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)