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Trade: WAVES/USDT/480/DCM/LINREG/7373

Strategy
WAVES/USDT/480/DCM/LINREG/7373
Pair
WAVES_USDT
Interval
8h
Score
527822
Daily Profit
0.473701
Profit Factor
2.027297
Profitability
47.596154
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 22:17
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 936507.5606 696540.3913 239967.1693 12144784.2123 5798248.5414 6346535.6709
Total P&L (%) 936.5076 696.5404 239.9672 12144.7842 5798.2485 6346.5357
Avg Daily Profit (%) 0.4737 0.3523 0.1214 0.2435 0.2064 0.211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95343 -118421 -91009 -4044145 -4713340 -2061495
Profit Factor 2.0273 2.4386 1.5614 1.5312 1.4537 1.6295
Total Trades 208 104 104 208 104 104
Winning Trades 99 47 52 99 47 52
Losing Trades 109 57 52 109 57 52
Profitability (%) 47.5962 45.1923 50 47.5962 45.1923 50
Ratio Avg Win / Avg Loss 2.2321 2.9575 1.5614 1.6859 1.763 1.6295
Largest Winning Trade 264110 264110 73232 5015133 5015133 3036589
Largest Losing Trade -35092 -35092 -32484 -2151985 -2151985 -1892159
Avg Bars in Trades 28 22 33 28 22 33
Avg Bars in Winners 37 29 45 37 29 45
Avg Bars in Losers 19 17 21 19 17 21
Bars Traded 5845 2385 3459 5845 2385 3459
Profit Streak 0 0 508.8039 0 0 508.8039
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527822 436222 -27868 412165 300890 414845
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548950400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864659921,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 27,
            "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": [
        [
            936507.5606172538,
            696540.3913246503,
            239967.1692926037,
            12144784.212344445,
            5798248.541396404,
            6346535.670948042
        ],
        [
            936.507561,
            696.540391,
            239.967169,
            12144.784212,
            5798.248541,
            6346.535671
        ],
        [
            0.473701,
            0.352322,
            0.121379,
            0.243477,
            0.206447,
            0.210952
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95343,
            -118421,
            -91009,
            -4044145,
            -4713340,
            -2061495
        ],
        [
            2.027297,
            2.438616,
            1.561394,
            1.531213,
            1.453704,
            1.629457
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            47.596154,
            45.192308,
            50,
            47.596154,
            45.192308,
            50
        ],
        [
            2.232075,
            2.957471,
            1.561394,
            1.685881,
            1.763002,
            1.629457
        ],
        [
            264110,
            264110,
            73232,
            5015133,
            5015133,
            3036589
        ],
        [
            -35092,
            -35092,
            -32484,
            -2151985,
            -2151985,
            -1892159
        ],
        [
            28,
            22,
            33,
            28,
            22,
            33
        ],
        [
            37,
            29,
            45,
            37,
            29,
            45
        ],
        [
            19,
            17,
            21,
            19,
            17,
            21
        ],
        [
            5845,
            2385,
            3459,
            5845,
            2385,
            3459
        ],
        [
            0,
            0,
            508.803934,
            0,
            0,
            508.803934
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527822,
            436222,
            -27868,
            412165,
            300890,
            414845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548950400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864659921,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 27,
            "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)