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Trade: WAVES/USDT/60/KCB/LINREG/1029

Strategy
WAVES/USDT/60/KCB/LINREG/1029
Pair
WAVES_USDT
Interval
1h
Score
344970
Daily Profit
0.233595
Profit Factor
2.221215
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-09 00:27
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 207480.494 134803.1802 72677.3139 349157.2738 255864.4059 93292.8679
Total P&L (%) 207.4805 134.8032 72.6773 349.1573 255.8644 93.2929
Avg Daily Profit (%) 0.3595 0.2336 0.1259 0.2607 0.2202 0.1143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38693 -27459 -22206 -161524 -156393 -124665
Profit Factor 2.1243 2.2212 1.98 1.5835 1.751 1.362
Total Trades 71 36 35 71 36 35
Winning Trades 32 16 16 32 16 16
Losing Trades 39 20 19 39 20 19
Profitability (%) 45.0704 44.4444 45.7143 45.0704 44.4444 45.7143
Ratio Avg Win / Avg Loss 2.589 2.7765 2.3513 1.9299 2.1887 1.6174
Largest Winning Trade 66668 66668 22317 190198 190198 93757
Largest Losing Trade -19681 -19681 -16811 -103880 -103880 -101184
Avg Bars in Trades 183 183 184 183 183 184
Avg Bars in Winners 268 270 267 268 270 267
Avg Bars in Losers 114 113 115 114 113 115
Bars Traded 13051 6590 6461 13051 6590 6461
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80560 344970 -23191 -82518 308181 -40942
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669388400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759958873124,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 184,
            "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": [
        [
            207480.4940455523,
            134803.1801768786,
            72677.3138686736,
            349157.2738427538,
            255864.4059326217,
            93292.8679101322
        ],
        [
            207.480494,
            134.80318,
            72.677314,
            349.157274,
            255.864406,
            93.292868
        ],
        [
            0.359535,
            0.233595,
            0.12594,
            0.26065,
            0.220208,
            0.114267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38693,
            -27459,
            -22206,
            -161524,
            -156393,
            -124665
        ],
        [
            2.124297,
            2.221215,
            1.980035,
            1.583476,
            1.750981,
            1.362018
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            45.070423,
            44.444444,
            45.714286,
            45.070423,
            44.444444,
            45.714286
        ],
        [
            2.588987,
            2.776518,
            2.351291,
            1.929861,
            2.188727,
            1.617396
        ],
        [
            66668,
            66668,
            22317,
            190198,
            190198,
            93757
        ],
        [
            -19681,
            -19681,
            -16811,
            -103880,
            -103880,
            -101184
        ],
        [
            183,
            183,
            184,
            183,
            183,
            184
        ],
        [
            268,
            270,
            267,
            268,
            270,
            267
        ],
        [
            114,
            113,
            115,
            114,
            113,
            115
        ],
        [
            13051,
            6590,
            6461,
            13051,
            6590,
            6461
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80560,
            344970,
            -23191,
            -82518,
            308181,
            -40942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669388400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759958873124,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 184,
            "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)