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Trade: WAVES/USDT/240/DEMA/LINREG/1546

Strategy
WAVES/USDT/240/DEMA/LINREG/1546
Pair
WAVES_USDT
Interval
4h
Score
329454
Daily Profit
0.244737
Profit Factor
1.434658
Profitability
43.930636
Streak
492.186380
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:28
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 483599.9451 420860.9876 62738.9575 55056.9423 450081.1869 -395024.2446
Total P&L (%) 483.5999 420.861 62.739 55.0569 450.0812 -395.0242
Avg Daily Profit (%) 0.2447 0.213 0.0318 0.0222 0.0863 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171424 -198817 -168017 -411788 -185753 -569747
Profit Factor 1.4347 1.7168 1.1194 1.0291 1.5574 0.6367
Total Trades 173 86 87 173 86 87
Winning Trades 76 33 43 76 33 43
Losing Trades 97 53 44 97 53 44
Profitability (%) 43.9306 38.3721 49.4253 43.9306 38.3721 49.4253
Ratio Avg Win / Avg Loss 1.8311 2.7572 1.1454 1.3134 2.5013 0.6515
Largest Winning Trade 130900 130900 55064 252229 252229 124616
Largest Losing Trade -61856 -42454 -61856 -221533 -60965 -221533
Avg Bars in Trades 67 75 60 67 75 60
Avg Bars in Winners 92 103 84 92 103 84
Avg Bars in Losers 48 57 37 48 57 37
Bars Traded 11730 6469 5261 11730 6469 5261
Profit Streak 492.1864 0 552.1864 492.1864 0 552.1864
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329454 221026 -239726 -353637 -79794 -580363
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549267200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759321703205,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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": [
        [
            483599.9450882856,
            420860.9875970636,
            62738.9574912223,
            55056.9423014648,
            450081.1868711105,
            -395024.2445696457
        ],
        [
            483.599945,
            420.860988,
            62.738957,
            55.056942,
            450.081187,
            -395.024245
        ],
        [
            0.244737,
            0.212986,
            0.03175,
            0.0222,
            0.086317,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171424,
            -198817,
            -168017,
            -411788,
            -185753,
            -569747
        ],
        [
            1.434658,
            1.716775,
            1.119403,
            1.029056,
            1.55743,
            0.636737
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            97,
            53,
            44,
            97,
            53,
            44
        ],
        [
            43.930636,
            38.372093,
            49.425287,
            43.930636,
            38.372093,
            49.425287
        ],
        [
            1.831077,
            2.757245,
            1.145435,
            1.3134,
            2.501327,
            0.651545
        ],
        [
            130900,
            130900,
            55064,
            252229,
            252229,
            124616
        ],
        [
            -61856,
            -42454,
            -61856,
            -221533,
            -60965,
            -221533
        ],
        [
            67,
            75,
            60,
            67,
            75,
            60
        ],
        [
            92,
            103,
            84,
            92,
            103,
            84
        ],
        [
            48,
            57,
            37,
            48,
            57,
            37
        ],
        [
            11730,
            6469,
            5261,
            11730,
            6469,
            5261
        ],
        [
            492.18638,
            0,
            552.18638,
            492.18638,
            0,
            552.18638
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329454,
            221026,
            -239726,
            -353637,
            -79794,
            -580363
        ]
    ]
}
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": 1549267200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759321703205,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 63,
            "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)