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Trade: AAVE/USDT/15/BBM/PWMA/5791

Strategy
AAVE/USDT/15/BBM/PWMA/5791
Pair
AAVE_USDT
Interval
15m
Score
338726
Daily Profit
0.367386
Profit Factor
1.406145
Profitability
59.200000
Streak
6.631558
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 23:09
Expiration Time
2025-12-26 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95674.6057 53638.8781 42035.7277 101695.0003 57248.039 44446.9613
Total P&L (%) 95.6746 53.6389 42.0357 101.695 57.248 44.447
Avg Daily Profit (%) 0.3674 0.206 0.1614 0.2698 0.174 0.1413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50801 -39295 -43852 -97249 -76691 -73790
Profit Factor 1.4061 1.4409 1.369 1.2561 1.2783 1.2323
Total Trades 125 62 63 125 62 63
Winning Trades 74 36 38 74 36 38
Losing Trades 51 26 25 51 26 25
Profitability (%) 59.2 58.0645 60.3175 59.2 58.0645 60.3175
Ratio Avg Win / Avg Loss 0.9691 1.0406 0.9007 0.8657 0.9232 0.8107
Largest Winning Trade 24227 24227 21182 41421 41421 29886
Largest Losing Trade -20399 -14285 -20399 -33427 -32054 -33427
Avg Bars in Trades 192 191 192 192 191 192
Avg Bars in Winners 145 144 146 145 144 146
Avg Bars in Losers 259 257 262 259 257 262
Bars Traded 24006 11870 12136 24006 11870 12136
Profit Streak 6.6316 6.9336 6.6316 6.6316 6.9336 6.6316
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338726 -146319 -141960 275691 -149012 -154264
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737800100000,
    "first_datapoint_time": 1738137600000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760299766600,
    "expiration_time": 1766779200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 1.60395
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 127
        }
    }
}
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": [
        [
            95674.6057211064,
            53638.878055798,
            42035.7276653085,
            101695.0003346423,
            57248.0389998108,
            44446.9613348316
        ],
        [
            95.674606,
            53.638878,
            42.035728,
            101.695,
            57.248039,
            44.446961
        ],
        [
            0.367386,
            0.205971,
            0.161415,
            0.269769,
            0.173968,
            0.141311
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50801,
            -39295,
            -43852,
            -97249,
            -76691,
            -73790
        ],
        [
            1.406145,
            1.440897,
            1.369028,
            1.256149,
            1.278321,
            1.232312
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            59.2,
            58.064516,
            60.31746,
            59.2,
            58.064516,
            60.31746
        ],
        [
            0.9691,
            1.040648,
            0.900676,
            0.865725,
            0.923232,
            0.810732
        ],
        [
            24227,
            24227,
            21182,
            41421,
            41421,
            29886
        ],
        [
            -20399,
            -14285,
            -20399,
            -33427,
            -32054,
            -33427
        ],
        [
            192,
            191,
            192,
            192,
            191,
            192
        ],
        [
            145,
            144,
            146,
            145,
            144,
            146
        ],
        [
            259,
            257,
            262,
            259,
            257,
            262
        ],
        [
            24006,
            11870,
            12136,
            24006,
            11870,
            12136
        ],
        [
            6.631558,
            6.933641,
            6.631558,
            6.631558,
            6.933641,
            6.631558
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338726,
            -146319,
            -141960,
            275691,
            -149012,
            -154264
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737800100000,
    "first_datapoint_time": 1738137600000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760299766600,
    "expiration_time": 1766779200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 1.60395
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 127
        }
    }
}

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)