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Trade: WAVES/USDT/240/DCM/LINREG/2452

Strategy
WAVES/USDT/240/DCM/LINREG/2452
Pair
WAVES_USDT
Interval
4h
Score
420491
Daily Profit
0.337565
Profit Factor
1.836678
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
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 667028.4619 499260.0583 167768.4035 2402348.5733 1797906.8641 604441.7092
Total P&L (%) 667.0285 499.2601 167.7684 2402.3486 1797.9069 604.4417
Avg Daily Profit (%) 0.3376 0.2527 0.0849 0.1631 0.1491 0.0988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127104 -109700 -127862 -3848043 -3102052 -2309579
Profit Factor 1.8367 2.2518 1.4211 1.152 1.2187 1.0797
Total Trades 140 70 70 140 70 70
Winning Trades 65 32 33 65 32 33
Losing Trades 75 38 37 75 38 37
Profitability (%) 46.4286 45.7143 47.1429 46.4286 45.7143 47.1429
Ratio Avg Win / Avg Loss 2.1192 2.674 1.5934 1.3292 1.4471 1.2106
Largest Winning Trade 117313 117313 69671 1715492 1715492 1517427
Largest Losing Trade -53449 -31611 -53449 -1860674 -1251117 -1860674
Avg Bars in Trades 82 63 102 82 63 102
Avg Bars in Winners 118 99 137 118 99 137
Avg Bars in Losers 51 33 71 51 33 71
Bars Traded 11616 4453 7163 11616 4453 7163
Profit Streak 0 0 546.0407 0 0 546.0407
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420491 -83767 -171901 -46643 -90174 -287687

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805120357,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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": [
        [
            667028.4618772796,
            499260.0583337295,
            167768.4035435498,
            2402348.5732759805,
            1797906.8640701438,
            604441.709205836
        ],
        [
            667.028462,
            499.260058,
            167.768404,
            2402.348573,
            1797.906864,
            604.441709
        ],
        [
            0.337565,
            0.252662,
            0.084903,
            0.163079,
            0.149065,
            0.098846
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127104,
            -109700,
            -127862,
            -3848043,
            -3102052,
            -2309579
        ],
        [
            1.836678,
            2.25179,
            1.421108,
            1.151982,
            1.21865,
            1.079699
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            46.428571,
            45.714286,
            47.142857,
            46.428571,
            45.714286,
            47.142857
        ],
        [
            2.119244,
            2.674,
            1.593364,
            1.32921,
            1.447147,
            1.210571
        ],
        [
            117313,
            117313,
            69671,
            1715492,
            1715492,
            1517427
        ],
        [
            -53449,
            -31611,
            -53449,
            -1860674,
            -1251117,
            -1860674
        ],
        [
            82,
            63,
            102,
            82,
            63,
            102
        ],
        [
            118,
            99,
            137,
            118,
            99,
            137
        ],
        [
            51,
            33,
            71,
            51,
            33,
            71
        ],
        [
            11616,
            4453,
            7163,
            11616,
            4453,
            7163
        ],
        [
            0,
            0,
            546.040745,
            0,
            0,
            546.040745
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420491,
            -83767,
            -171901,
            -46643,
            -90174,
            -287687
        ]
    ]
}
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": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805120357,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 76,
            "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)