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Trade: WAVES/USDT/240/KCB/LINREG/1268

Strategy
WAVES/USDT/240/KCB/LINREG/1268
Pair
WAVES_USDT
Interval
4h
Score
315058
Daily Profit
0.382175
Profit Factor
2.807727
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 12:33
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 755177.1567 575149.2319 180027.9248 7764364.2748 3151680.5778 4612683.697
Total P&L (%) 755.1772 575.1492 180.0279 7764.3643 3151.6806 4612.6837
Avg Daily Profit (%) 0.3822 0.2911 0.0911 0.2211 0.1764 0.1952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66886 -51543 -118900 -3797357 -2922893 -1144039
Profit Factor 2.8077 3.6221 1.9074 1.9242 1.5867 2.5227
Total Trades 105 53 52 105 53 52
Winning Trades 35 16 19 35 16 19
Losing Trades 70 37 33 70 37 33
Profitability (%) 33.3333 30.1887 36.5385 33.3333 30.1887 36.5385
Ratio Avg Win / Avg Loss 5.6155 8.3761 3.3128 3.8484 3.6692 4.3816
Largest Winning Trade 179490 179490 70559 2416465 2416465 1734384
Largest Losing Trade -35105 -17699 -35105 -698999 -698999 -678870
Avg Bars in Trades 108 93 123 108 93 123
Avg Bars in Winners 255 238 268 255 238 268
Avg Bars in Losers 35 30 39 35 30 39
Bars Traded 11381 4954 6427 11381 4954 6427
Profit Streak 0 0 622.3985 0 0 622.3985
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315058 -172436 -252041 204127 -177254 -171526

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792826106,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "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": [
        [
            755177.1566883376,
            575149.2318964464,
            180027.9247918914,
            7764364.274776545,
            3151680.5778162563,
            4612683.69696029
        ],
        [
            755.177157,
            575.149232,
            180.027925,
            7764.364275,
            3151.680578,
            4612.683697
        ],
        [
            0.382175,
            0.291067,
            0.091107,
            0.221141,
            0.176358,
            0.195172
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66886,
            -51543,
            -118900,
            -3797357,
            -2922893,
            -1144039
        ],
        [
            2.807727,
            3.622111,
            1.907382,
            1.924182,
            1.586677,
            2.522718
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            33.333333,
            30.188679,
            36.538462,
            33.333333,
            30.188679,
            36.538462
        ],
        [
            5.615453,
            8.376131,
            3.312821,
            3.848365,
            3.66919,
            4.381562
        ],
        [
            179490,
            179490,
            70559,
            2416465,
            2416465,
            1734384
        ],
        [
            -35105,
            -17699,
            -35105,
            -698999,
            -698999,
            -678870
        ],
        [
            108,
            93,
            123,
            108,
            93,
            123
        ],
        [
            255,
            238,
            268,
            255,
            238,
            268
        ],
        [
            35,
            30,
            39,
            35,
            30,
            39
        ],
        [
            11381,
            4954,
            6427,
            11381,
            4954,
            6427
        ],
        [
            0,
            0,
            622.39845,
            0,
            0,
            622.39845
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315058,
            -172436,
            -252041,
            204127,
            -177254,
            -171526
        ]
    ]
}
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": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792826106,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 242,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 32,
            "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)