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Trade: WAVES/USDT/240/BBU/LINREG/8751

Strategy
WAVES/USDT/240/BBU/LINREG/8751
Pair
WAVES_USDT
Interval
4h
Score
575870
Daily Profit
0.160155
Profit Factor
4.155288
Profitability
57.575758
Streak
628.874097
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 262209.5901 316466.0559 -54256.4658 -555505.6626 205984.111 -761489.7736
Total P&L (%) 262.2096 316.4661 -54.2565 -555.5057 205.9841 -761.4898
Avg Daily Profit (%) 0.1327 0.1602 -0.0275 0 0.0566 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224539 -39639 -291335 -1192422 -237611 -1173698
Profit Factor 1.4909 4.1553 0.875 0.712 1.411 0.4665
Total Trades 65 33 32 65 33 32
Winning Trades 33 19 14 32 20 12
Losing Trades 32 14 18 33 13 20
Profitability (%) 50.7692 57.5758 43.75 49.2308 60.6061 37.5
Ratio Avg Win / Avg Loss 1.4457 3.0618 1.1249 0.7342 0.9171 0.7775
Largest Winning Trade 88206 88206 80461 187483 144479 187483
Largest Losing Trade -151235 -17542 -151235 -290891 -118424 -290891
Avg Bars in Trades 168 73 265 168 73 265
Avg Bars in Winners 262 104 478 130 65 239
Avg Bars in Losers 70 32 100 204 86 281
Bars Traded 10941 2433 8508 10941 2433 8508
Profit Streak 628.8741 628.8741 641.5408 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149568 575870 -580991 -717076 -116876 -585671

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805122028,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 1.24814
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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": [
        [
            262209.5900887852,
            316466.055873966,
            -54256.4657851808,
            -555505.6626219945,
            205984.1110182067,
            -761489.7736402007
        ],
        [
            262.20959,
            316.466056,
            -54.256466,
            -555.505663,
            205.984111,
            -761.489774
        ],
        [
            0.132697,
            0.160155,
            -0.027458,
            0,
            0.056613,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224539,
            -39639,
            -291335,
            -1192422,
            -237611,
            -1173698
        ],
        [
            1.490857,
            4.155288,
            0.874953,
            0.711959,
            1.410995,
            0.466512
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            33,
            19,
            14,
            32,
            20,
            12
        ],
        [
            32,
            14,
            18,
            33,
            13,
            20
        ],
        [
            50.769231,
            57.575758,
            43.75,
            49.230769,
            60.606061,
            37.5
        ],
        [
            1.44568,
            3.061791,
            1.12494,
            0.734208,
            0.917146,
            0.777521
        ],
        [
            88206,
            88206,
            80461,
            187483,
            144479,
            187483
        ],
        [
            -151235,
            -17542,
            -151235,
            -290891,
            -118424,
            -290891
        ],
        [
            168,
            73,
            265,
            168,
            73,
            265
        ],
        [
            262,
            104,
            478,
            130,
            65,
            239
        ],
        [
            70,
            32,
            100,
            204,
            86,
            281
        ],
        [
            10941,
            2433,
            8508,
            10941,
            2433,
            8508
        ],
        [
            628.874097,
            628.874097,
            641.540764,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149568,
            575870,
            -580991,
            -717076,
            -116876,
            -585671
        ]
    ]
}
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": 1549785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805122028,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 1.24814
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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)