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Trade: WAVES/USDT/240/LINREG/DEMA/7915

Strategy
WAVES/USDT/240/LINREG/DEMA/7915
Pair
WAVES_USDT
Interval
4h
Score
302261
Daily Profit
0.231289
Profit Factor
1.479743
Profitability
44.642857
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-12 00:34
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 457027.5391 447142.5013 9885.0378 9196.4551 749825.9685 -740629.5134
Total P&L (%) 457.0275 447.1425 9.885 9.1965 749.826 -740.6295
Avg Daily Profit (%) 0.2313 0.2263 0.005 0.0045 0.1084 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -199704 -197963 -191094 -634737 -237509 -930672
Profit Factor 1.4797 1.9172 1.0213 1.004 1.9596 0.511
Total Trades 112 56 56 112 56 56
Winning Trades 50 21 29 50 21 29
Losing Trades 62 35 27 62 35 27
Profitability (%) 44.6429 37.5 51.7857 44.6429 37.5 51.7857
Ratio Avg Win / Avg Loss 1.8349 3.1953 0.9508 1.245 3.266 0.4758
Largest Winning Trade 186299 186299 54984 283988 283988 205171
Largest Losing Trade -55819 -55819 -55792 -301993 -112506 -301993
Avg Bars in Trades 102 108 96 102 108 96
Avg Bars in Winners 136 146 129 136 146 129
Avg Bars in Losers 75 85 61 75 85 61
Bars Traded 11490 6081 5409 11490 6081 5409
Profit Streak 0 0 674.0655 0 0 674.0655
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302261 -173708 -729596 -570554 -229393 -759644
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550923200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760218461296,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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": [
        [
            457027.5391275638,
            447142.5012979457,
            9885.0378296179,
            9196.4551499022,
            749825.9685127202,
            -740629.513362818
        ],
        [
            457.027539,
            447.142501,
            9.885038,
            9.196455,
            749.825969,
            -740.629513
        ],
        [
            0.231289,
            0.226287,
            0.005003,
            0.004452,
            0.108351,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -199704,
            -197963,
            -191094,
            -634737,
            -237509,
            -930672
        ],
        [
            1.479743,
            1.917198,
            1.021252,
            1.004006,
            1.959612,
            0.510991
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            44.642857,
            37.5,
            51.785714,
            44.642857,
            37.5,
            51.785714
        ],
        [
            1.834882,
            3.195331,
            0.950821,
            1.244967,
            3.266019,
            0.47575
        ],
        [
            186299,
            186299,
            54984,
            283988,
            283988,
            205171
        ],
        [
            -55819,
            -55819,
            -55792,
            -301993,
            -112506,
            -301993
        ],
        [
            102,
            108,
            96,
            102,
            108,
            96
        ],
        [
            136,
            146,
            129,
            136,
            146,
            129
        ],
        [
            75,
            85,
            61,
            75,
            85,
            61
        ],
        [
            11490,
            6081,
            5409,
            11490,
            6081,
            5409
        ],
        [
            0,
            0,
            674.065524,
            0,
            0,
            674.065524
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302261,
            -173708,
            -729596,
            -570554,
            -229393,
            -759644
        ]
    ]
}
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": 1550923200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760218461296,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 81,
            "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)