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Trade: WAVES/USDT/120/LINREG/DEMA/3435

Strategy
WAVES/USDT/120/LINREG/DEMA/3435
Pair
WAVES_USDT
Interval
2h
Score
400634
Daily Profit
0.323717
Profit Factor
1.438770
Profitability
45.673077
Streak
480.513696
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 17:19
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 523774.8173 516061.6564 7713.1609 53502.0887 2139051.2744 -2085549.1857
Total P&L (%) 523.7748 516.0617 7.7132 53.5021 2139.0513 -2085.5492
Avg Daily Profit (%) 0.3237 0.319 0.0048 0.0265 0.1923 0
Buy And Hold Return (%) 22.1755 22.1755 22.1755 22.1755 22.1755 22.1755
Max Trade Drawdown -184926 -92405 -177550 -3232842 -1432890 -2940148
Profit Factor 1.4388 1.9989 1.0114 1.0062 1.6835 0.6182
Total Trades 208 104 104 208 104 104
Winning Trades 95 47 48 95 47 48
Losing Trades 113 57 56 113 57 56
Profitability (%) 45.6731 45.1923 46.1538 45.6731 45.1923 46.1538
Ratio Avg Win / Avg Loss 1.7114 2.4242 1.18 1.1969 2.0417 0.7212
Largest Winning Trade 148918 148918 52443 991567 991567 643212
Largest Losing Trade -65728 -32086 -65728 -1094708 -229076 -1094708
Avg Bars in Trades 91 95 88 91 95 88
Avg Bars in Winners 121 127 114 121 127 114
Avg Bars in Losers 67 68 65 67 68 65
Bars Traded 19127 9929 9198 19127 9929 9198
Profit Streak 480.5137 0 498.347 480.5137 0 498.347
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400634 385405 -561037 -375311 324528 -581590

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896383323,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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": [
        [
            523774.8173332625,
            516061.6563930192,
            7713.1609402434,
            53502.0886673896,
            2139051.2743742005,
            -2085549.185706811
        ],
        [
            523.774817,
            516.061656,
            7.713161,
            53.502089,
            2139.051274,
            -2085.549186
        ],
        [
            0.323717,
            0.31895,
            0.004767,
            0.02649,
            0.192313,
            0
        ],
        [
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542
        ],
        [
            -184926,
            -92405,
            -177550,
            -3232842,
            -1432890,
            -2940148
        ],
        [
            1.43877,
            1.998896,
            1.011391,
            1.006227,
            1.683508,
            0.618161
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            45.673077,
            45.192308,
            46.153846,
            45.673077,
            45.192308,
            46.153846
        ],
        [
            1.711379,
            2.424193,
            1.179957,
            1.196881,
            2.041701,
            0.721188
        ],
        [
            148918,
            148918,
            52443,
            991567,
            991567,
            643212
        ],
        [
            -65728,
            -32086,
            -65728,
            -1094708,
            -229076,
            -1094708
        ],
        [
            91,
            95,
            88,
            91,
            95,
            88
        ],
        [
            121,
            127,
            114,
            121,
            127,
            114
        ],
        [
            67,
            68,
            65,
            67,
            68,
            65
        ],
        [
            19127,
            9929,
            9198,
            19127,
            9929,
            9198
        ],
        [
            480.513696,
            0,
            498.347029,
            480.513696,
            0,
            498.347029
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400634,
            385405,
            -561037,
            -375311,
            324528,
            -581590
        ]
    ]
}
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": 1580148000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896383323,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 96,
            "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)