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Trade: AAVE/USDT/120/SSF/KCB/2971

Strategy
AAVE/USDT/120/SSF/KCB/2971
Pair
AAVE_USDT
Interval
2h
Score
341622
Daily Profit
0.241698
Profit Factor
1.633787
Profitability
43.010753
Streak
24.819345
Best Strategy
Training Data Length
1809.670000
Evaluation Time
2025-09-29 08:39
Expiration Time
2025-12-03 09:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76593.7445 388377.7243 -311783.9798 -753041.2294 -8546858.8817 7793817.6523
Total P&L (%) 76.5937 388.3777 -311.784 -753.0412 -8546.8589 7793.8177
Avg Daily Profit (%) 0.0423 0.2146 -0.1723 0 0 0.2417
Buy And Hold Return (%) 742.6984 742.6984 742.6984 742.6984 742.6984 742.6984
Max Trade Drawdown -402571 -60578 -373533 -11307029 -9314063 -3428063
Profit Factor 1.0605 2.0695 0.6546 0.9728 0.4444 1.6338
Total Trades 186 93 93 186 93 93
Winning Trades 104 51 53 84 44 40
Losing Trades 82 42 40 102 49 53
Profitability (%) 55.914 54.8387 56.9892 45.1613 47.3118 43.0108
Ratio Avg Win / Avg Loss 0.8362 1.7043 0.4941 1.1813 0.4949 2.1648
Largest Winning Trade 83037 83037 46386 9615127 1313985 9615127
Largest Losing Trade -371748 -43873 -371748 -2330484 -2330484 -946441
Avg Bars in Trades 115 115 115 115 115 115
Avg Bars in Winners 116 133 100 109 94 125
Avg Bars in Losers 113 93 134 120 133 107
Bars Traded 21447 10741 10706 21447 10741 10706
Profit Streak 0 0 0 24.8193 45.9027 24.8193
Trades During Streak 0 0 0 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -456046 -153776 -580177 -578514 -580710 341622
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21716,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603908000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759124391386,
    "expiration_time": 1764747187200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            76593.7444806268,
            388377.7243143985,
            -311783.9798337719,
            -753041.229387963,
            -8546858.881729346,
            7793817.652341376
        ],
        [
            76.593744,
            388.377724,
            -311.78398,
            -753.041229,
            -8546.858882,
            7793.817652
        ],
        [
            0.042325,
            0.214612,
            -0.172288,
            0,
            0,
            0.241698
        ],
        [
            742.698364,
            742.698364,
            742.698364,
            742.698364,
            742.698364,
            742.698364
        ],
        [
            -402571,
            -60578,
            -373533,
            -11307029,
            -9314063,
            -3428063
        ],
        [
            1.060507,
            2.069523,
            0.654622,
            0.972795,
            0.444395,
            1.633787
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            104,
            51,
            53,
            84,
            44,
            40
        ],
        [
            82,
            42,
            40,
            102,
            49,
            53
        ],
        [
            55.913978,
            54.83871,
            56.989247,
            45.16129,
            47.311828,
            43.010753
        ],
        [
            0.836169,
            1.704313,
            0.494054,
            1.181251,
            0.494894,
            2.164768
        ],
        [
            83037,
            83037,
            46386,
            9615127,
            1313985,
            9615127
        ],
        [
            -371748,
            -43873,
            -371748,
            -2330484,
            -2330484,
            -946441
        ],
        [
            115,
            115,
            115,
            115,
            115,
            115
        ],
        [
            116,
            133,
            100,
            109,
            94,
            125
        ],
        [
            113,
            93,
            134,
            120,
            133,
            107
        ],
        [
            21447,
            10741,
            10706,
            21447,
            10741,
            10706
        ],
        [
            0,
            0,
            0,
            24.819345,
            45.902678,
            24.819345
        ],
        [
            0,
            0,
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            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -456046,
            -153776,
            -580177,
            -578514,
            -580710,
            341622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21716,
    "evaluation_days": 1809.67,
    "actual_first_datapoint_time": 1602727200000,
    "first_datapoint_time": 1603908000000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759124391386,
    "expiration_time": 1764747187200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)