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Trade: WAVES/USDT/240/DCM/LINREG/3799

Strategy
WAVES/USDT/240/DCM/LINREG/3799
Pair
WAVES_USDT
Interval
4h
Score
492726
Daily Profit
0.363194
Profit Factor
1.817124
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 23:34
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 717671.5927 550613.3114 167058.2814 2227876.6978 1027282.7057 1200593.9921
Total P&L (%) 717.6716 550.6133 167.0583 2227.8767 1027.2827 1200.594
Avg Daily Profit (%) 0.3632 0.2787 0.0845 0.1594 0.1227 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97092 -160619 -102682 -3947245 -5690464 -2024233
Profit Factor 1.8171 2.2026 1.3974 1.1207 1.0961 1.1545
Total Trades 154 77 77 154 77 77
Winning Trades 77 37 40 77 37 40
Losing Trades 77 40 37 77 40 37
Profitability (%) 50 48.0519 51.9481 50 48.0519 51.9481
Ratio Avg Win / Avg Loss 1.8171 2.3812 1.2926 1.1207 1.185 1.0679
Largest Winning Trade 176312 176312 65842 2873170 2873170 1807934
Largest Losing Trade -55401 -45392 -55401 -2282519 -2282519 -1470227
Avg Bars in Trades 75 59 91 75 59 91
Avg Bars in Winners 103 88 118 103 88 118
Avg Bars in Losers 47 33 62 47 33 62
Bars Traded 11652 4593 7059 11652 4593 7059
Profit Streak 0 0 548.6907 0 0 548.6907
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 492726 -29814 -120148 -79278 -186363 -110504
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437279404,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 89,
            "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": [
        [
            717671.5927488237,
            550613.3113581402,
            167058.2813906844,
            2227876.697806814,
            1027282.7057071691,
            1200593.992099645
        ],
        [
            717.671593,
            550.613311,
            167.058281,
            2227.876698,
            1027.282706,
            1200.593992
        ],
        [
            0.363194,
            0.27865,
            0.084544,
            0.159415,
            0.122666,
            0.129913
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97092,
            -160619,
            -102682,
            -3947245,
            -5690464,
            -2024233
        ],
        [
            1.817124,
            2.202568,
            1.397356,
            1.120683,
            1.096104,
            1.154492
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            50,
            48.051948,
            51.948052,
            50,
            48.051948,
            51.948052
        ],
        [
            1.817124,
            2.381155,
            1.292554,
            1.120683,
            1.184978,
            1.067905
        ],
        [
            176312,
            176312,
            65842,
            2873170,
            2873170,
            1807934
        ],
        [
            -55401,
            -45392,
            -55401,
            -2282519,
            -2282519,
            -1470227
        ],
        [
            75,
            59,
            91,
            75,
            59,
            91
        ],
        [
            103,
            88,
            118,
            103,
            88,
            118
        ],
        [
            47,
            33,
            62,
            47,
            33,
            62
        ],
        [
            11652,
            4593,
            7059,
            11652,
            4593,
            7059
        ],
        [
            0,
            0,
            548.690734,
            0,
            0,
            548.690734
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492726,
            -29814,
            -120148,
            -79278,
            -186363,
            -110504
        ]
    ]
}
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": 1549627200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437279404,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 89,
            "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)