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Trade: WAVES/USDT/120/LINREG/DCM/9246

Strategy
WAVES/USDT/120/LINREG/DCM/9246
Pair
WAVES_USDT
Interval
2h
Score
307629
Daily Profit
0.178682
Profit Factor
1.379293
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 15:24
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 289106.9978 343151.0562 -54044.0584 -54284.3207 52625.6302 -106909.951
Total P&L (%) 289.107 343.1511 -54.0441 -54.2843 52.6256 -106.91
Avg Daily Profit (%) 0.1787 0.2121 -0.0334 -0.0484 0.0261 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -290112 -212895 -122856 -1554099 -1361590 -653128
Profit Factor 1.3793 1.8736 0.8537 0.9873 1.023 0.9465
Total Trades 124 62 62 124 62 62
Winning Trades 64 30 34 64 30 34
Losing Trades 60 32 28 60 32 28
Profitability (%) 51.6129 48.3871 54.8387 51.6129 48.3871 54.8387
Ratio Avg Win / Avg Loss 1.2931 1.9985 0.7031 0.9256 1.0912 0.7795
Largest Winning Trade 254012 254012 38778 543248 543248 305328
Largest Losing Trade -58098 -55170 -58098 -802409 -802409 -520627
Avg Bars in Trades 150 171 129 150 171 129
Avg Bars in Winners 212 261 168 212 261 168
Avg Bars in Losers 84 86 81 84 86 81
Bars Traded 18632 10606 8025 18632 10606 8025
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 307629 -143526 -734331 -580240 -509103 -734331
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581199200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012693991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "offset": 222
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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": [
        [
            289106.9977892913,
            343151.0561859289,
            -54044.0583966378,
            -54284.3207395087,
            52625.6302340476,
            -106909.9509735567
        ],
        [
            289.106998,
            343.151056,
            -54.044058,
            -54.284321,
            52.62563,
            -106.909951
        ],
        [
            0.178682,
            0.212083,
            -0.033402,
            -0.048365,
            0.026136,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -290112,
            -212895,
            -122856,
            -1554099,
            -1361590,
            -653128
        ],
        [
            1.379293,
            1.873633,
            0.853714,
            0.987327,
            1.023044,
            0.946536
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            51.612903,
            48.387097,
            54.83871,
            51.612903,
            48.387097,
            54.83871
        ],
        [
            1.293087,
            1.998542,
            0.703058,
            0.925619,
            1.091247,
            0.7795
        ],
        [
            254012,
            254012,
            38778,
            543248,
            543248,
            305328
        ],
        [
            -58098,
            -55170,
            -58098,
            -802409,
            -802409,
            -520627
        ],
        [
            150,
            171,
            129,
            150,
            171,
            129
        ],
        [
            212,
            261,
            168,
            212,
            261,
            168
        ],
        [
            84,
            86,
            81,
            84,
            86,
            81
        ],
        [
            18632,
            10606,
            8025,
            18632,
            10606,
            8025
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307629,
            -143526,
            -734331,
            -580240,
            -509103,
            -734331
        ]
    ]
}
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": 1581199200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012693991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 122,
            "offset": 222
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 208,
            "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)