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Trade: WAVES/USDT/360/DCL/LINREG/8797

Strategy
WAVES/USDT/360/DCL/LINREG/8797
Pair
WAVES_USDT
Interval
6h
Score
492640
Daily Profit
0.237355
Profit Factor
2.301367
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 12:33
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 494249.7395 469192.1949 25057.5446 37178.3775 480667.3924 -443489.0149
Total P&L (%) 494.2497 469.1922 25.0575 37.1784 480.6674 -443.489
Avg Daily Profit (%) 0.25 0.2374 0.0127 0.016 0.089 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162362 -158295 -94950 -2367559 -1945268 -705032
Profit Factor 1.8575 2.3014 1.1161 1.0072 1.1389 0.7441
Total Trades 91 45 46 91 45 46
Winning Trades 50 27 23 50 27 23
Losing Trades 41 18 23 41 18 23
Profitability (%) 54.9451 60 50 54.9451 60 50
Ratio Avg Win / Avg Loss 1.5232 1.5342 1.1161 0.8259 0.7593 0.7441
Largest Winning Trade 203668 203668 52746 1208116 1208116 366223
Largest Losing Trade -69794 -69794 -66243 -1613876 -1613876 -473961
Avg Bars in Trades 80 142 20 80 142 20
Avg Bars in Winners 78 126 21 78 126 21
Avg Bars in Losers 83 165 18 83 165 18
Bars Traded 7336 6404 933 7336 6404 933
Profit Streak 501.3979 0 506.8979 501.3979 0 506.8979
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469512 492640 -271339 -386806 -142123 -579842
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551592800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743181750,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "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": [
        [
            494249.7395047046,
            469192.1948907916,
            25057.5446139128,
            37178.377480653,
            480667.3924197877,
            -443489.0149391346
        ],
        [
            494.24974,
            469.192195,
            25.057545,
            37.178377,
            480.667392,
            -443.489015
        ],
        [
            0.250031,
            0.237355,
            0.012676,
            0.015993,
            0.089024,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162362,
            -158295,
            -94950,
            -2367559,
            -1945268,
            -705032
        ],
        [
            1.857523,
            2.301367,
            1.116098,
            1.007159,
            1.138923,
            0.744097
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            54.945055,
            60,
            50,
            54.945055,
            60,
            50
        ],
        [
            1.523169,
            1.534245,
            1.116098,
            0.825871,
            0.759282,
            0.744097
        ],
        [
            203668,
            203668,
            52746,
            1208116,
            1208116,
            366223
        ],
        [
            -69794,
            -69794,
            -66243,
            -1613876,
            -1613876,
            -473961
        ],
        [
            80,
            142,
            20,
            80,
            142,
            20
        ],
        [
            78,
            126,
            21,
            78,
            126,
            21
        ],
        [
            83,
            165,
            18,
            83,
            165,
            18
        ],
        [
            7336,
            6404,
            933,
            7336,
            6404,
            933
        ],
        [
            501.397937,
            0,
            506.897937,
            501.397937,
            0,
            506.897937
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469512,
            492640,
            -271339,
            -386806,
            -142123,
            -579842
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551592800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743181750,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "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)