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Trade: WAVES/USDT/120/KCB/LINREG/1519

Strategy
WAVES/USDT/120/KCB/LINREG/1519
Pair
WAVES_USDT
Interval
2h
Score
463180
Daily Profit
0.392305
Profit Factor
1.564081
Profitability
48.113208
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 21:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634749.4441 600427.6668 34321.7772 284752.5438 1079640.6862 -794888.1424
Total P&L (%) 634.7494 600.4277 34.3218 284.7525 1079.6407 -794.8881
Avg Daily Profit (%) 0.3923 0.3711 0.0212 0.0833 0.1526 0
Buy And Hold Return (%) 23.8632 23.8632 23.8632 23.8632 23.8632 23.8632
Max Trade Drawdown -234306 -232645 -94182 -2078996 -1252088 -1400395
Profit Factor 1.5641 1.9596 1.0687 1.0439 1.3395 0.7596
Total Trades 212 106 106 212 106 106
Winning Trades 102 48 54 102 48 54
Losing Trades 110 58 52 110 58 52
Profitability (%) 48.1132 45.283 50.9434 48.1132 45.283 50.9434
Ratio Avg Win / Avg Loss 1.6868 2.3679 1.0291 1.1258 1.6185 0.7315
Largest Winning Trade 155357 155357 53068 1185445 1185445 363724
Largest Losing Trade -46659 -46025 -46659 -1010111 -531467 -1010111
Avg Bars in Trades 90 91 88 90 91 88
Avg Bars in Winners 114 125 103 114 125 103
Avg Bars in Losers 67 63 72 67 63 72
Bars Traded 19109 9718 9391 19109 9718 9391
Profit Streak 0 0 502.8545 0 0 502.8545
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463180 400179 -338474 -253592 250660 -580343
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579622400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516226398,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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": [
        [
            634749.4440676625,
            600427.6668234839,
            34321.7772441784,
            284752.5437799235,
            1079640.686215744,
            -794888.1424358197
        ],
        [
            634.749444,
            600.427667,
            34.321777,
            284.752544,
            1079.640686,
            -794.888142
        ],
        [
            0.392305,
            0.371093,
            0.021212,
            0.083312,
            0.152638,
            0
        ],
        [
            23.863244,
            23.863244,
            23.863244,
            23.863244,
            23.863244,
            23.863244
        ],
        [
            -234306,
            -232645,
            -94182,
            -2078996,
            -1252088,
            -1400395
        ],
        [
            1.564081,
            1.959637,
            1.068699,
            1.043893,
            1.339467,
            0.759635
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            102,
            48,
            54,
            102,
            48,
            54
        ],
        [
            110,
            58,
            52,
            110,
            58,
            52
        ],
        [
            48.113208,
            45.283019,
            50.943396,
            48.113208,
            45.283019,
            50.943396
        ],
        [
            1.686754,
            2.367894,
            1.029117,
            1.125767,
            1.618523,
            0.731501
        ],
        [
            155357,
            155357,
            53068,
            1185445,
            1185445,
            363724
        ],
        [
            -46659,
            -46025,
            -46659,
            -1010111,
            -531467,
            -1010111
        ],
        [
            90,
            91,
            88,
            90,
            91,
            88
        ],
        [
            114,
            125,
            103,
            114,
            125,
            103
        ],
        [
            67,
            63,
            72,
            67,
            63,
            72
        ],
        [
            19109,
            9718,
            9391,
            19109,
            9718,
            9391
        ],
        [
            0,
            0,
            502.854472,
            0,
            0,
            502.854472
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463180,
            400179,
            -338474,
            -253592,
            250660,
            -580343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579622400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516226398,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 125,
            "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)