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Trade: WAVES/USDT/240/DCM/LINREG/8320

Strategy
WAVES/USDT/240/DCM/LINREG/8320
Pair
WAVES_USDT
Interval
4h
Score
307099
Daily Profit
0.192400
Profit Factor
1.350539
Profitability
49.367089
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 11:52
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 380182.3197 417448.4366 -37266.1169 -95440.0301 914908.8596 -1010348.8897
Total P&L (%) 380.1823 417.4484 -37.2661 -95.44 914.9089 -1010.3489
Avg Daily Profit (%) 0.1924 0.2113 -0.0189 -0.1561 0.1173 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168569 -182120 -247559 -1011467 -269423 -1182911
Profit Factor 1.3505 1.857 0.9376 0.9618 2.2688 0.4313
Total Trades 158 79 79 158 79 79
Winning Trades 78 41 37 78 41 37
Losing Trades 80 38 42 80 38 42
Profitability (%) 49.3671 51.8987 46.8354 49.3671 51.8987 46.8354
Ratio Avg Win / Avg Loss 1.3852 1.7211 1.0643 0.9865 2.1028 0.4896
Largest Winning Trade 162614 162614 69890 460394 460394 156229
Largest Losing Trade -94663 -46936 -94663 -720564 -252859 -720564
Avg Bars in Trades 73 56 90 73 56 90
Avg Bars in Winners 85 60 114 85 60 114
Avg Bars in Losers 62 53 70 62 53 70
Bars Traded 11659 4485 7174 11659 4485 7174
Profit Streak 0 0 661.5368 0 0 661.5368
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307099 -15470 -605951 -580196 -58322 -607618
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759049578180,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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": [
        [
            380182.3197232829,
            417448.4365888467,
            -37266.1168655638,
            -95440.0300856991,
            914908.8595748413,
            -1010348.8896605403
        ],
        [
            380.18232,
            417.448437,
            -37.266117,
            -95.44003,
            914.90886,
            -1010.34889
        ],
        [
            0.1924,
            0.211259,
            -0.018859,
            -0.156146,
            0.117345,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168569,
            -182120,
            -247559,
            -1011467,
            -269423,
            -1182911
        ],
        [
            1.350539,
            1.856978,
            0.937625,
            0.961788,
            2.268812,
            0.4313
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            49.367089,
            51.898734,
            46.835443,
            49.367089,
            51.898734,
            46.835443
        ],
        [
            1.385168,
            1.721102,
            1.064331,
            0.98645,
            2.102801,
            0.489584
        ],
        [
            162614,
            162614,
            69890,
            460394,
            460394,
            156229
        ],
        [
            -94663,
            -46936,
            -94663,
            -720564,
            -252859,
            -720564
        ],
        [
            73,
            56,
            90,
            73,
            56,
            90
        ],
        [
            85,
            60,
            114,
            85,
            60,
            114
        ],
        [
            62,
            53,
            70,
            62,
            53,
            70
        ],
        [
            11659,
            4485,
            7174,
            11659,
            4485,
            7174
        ],
        [
            0,
            0,
            661.536784,
            0,
            0,
            661.536784
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307099,
            -15470,
            -605951,
            -580196,
            -58322,
            -607618
        ]
    ]
}
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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759049578180,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 121,
            "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)