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Trade: AAVE/USDT/15/DCL/MIDPOINT/7304

Strategy
AAVE/USDT/15/DCL/MIDPOINT/7304
Pair
AAVE_USDT
Interval
15m
Score
314127
Daily Profit
0.232944
Profit Factor
1.273834
Profitability
70.454545
Streak
6.205386
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:55
Expiration Time
2025-12-20 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 60663.184 30692.193 29970.991 51502.728 32736.724 18766.004
Total P&L (%) 60.6632 30.6922 29.971 51.5027 32.7367 18.766
Avg Daily Profit (%) 0.2329 0.1179 0.1151 0.1597 0.1088 0.0661
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47569 -37641 -28914 -91880 -60098 -41520
Profit Factor 1.2738 1.2273 1.3464 1.1734 1.1855 1.1558
Total Trades 132 66 66 132 66 66
Winning Trades 93 42 51 93 42 51
Losing Trades 39 24 15 39 24 15
Profitability (%) 70.4545 63.6364 77.2727 70.4545 63.6364 77.2727
Ratio Avg Win / Avg Loss 0.5342 0.7013 0.396 0.4921 0.6774 0.3399
Largest Winning Trade 9830 9830 8894 13454 13454 8375
Largest Losing Trade -18652 -15171 -18652 -23919 -21356 -23919
Avg Bars in Trades 185 247 122 185 247 122
Avg Bars in Winners 104 132 82 104 132 82
Avg Bars in Losers 376 449 260 376 449 260
Bars Traded 24427 16334 8093 24427 16334 8093
Profit Streak 6.2054 6.2054 6.2262 6.2054 6.2054 6.2262
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314127 -163853 -164643 -22168 -191842 -284145
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737219600000,
    "first_datapoint_time": 1737507600000,
    "last_datapoint_time": 1759718700000,
    "evaluation_time": 1759719345345,
    "expiration_time": 1766198700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 82
        }
    }
}
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": [
        [
            60663.1839851305,
            30692.1929702362,
            29970.9910148943,
            51502.7280028093,
            32736.7239896004,
            18766.0040132089
        ],
        [
            60.663184,
            30.692193,
            29.970991,
            51.502728,
            32.736724,
            18.766004
        ],
        [
            0.232944,
            0.117857,
            0.115087,
            0.159652,
            0.108806,
            0.066063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47569,
            -37641,
            -28914,
            -91880,
            -60098,
            -41520
        ],
        [
            1.273834,
            1.227346,
            1.346364,
            1.173449,
            1.185513,
            1.155778
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            93,
            42,
            51,
            93,
            42,
            51
        ],
        [
            39,
            24,
            15,
            39,
            24,
            15
        ],
        [
            70.454545,
            63.636364,
            77.272727,
            70.454545,
            63.636364,
            77.272727
        ],
        [
            0.534189,
            0.701341,
            0.395989,
            0.492092,
            0.677436,
            0.339935
        ],
        [
            9830,
            9830,
            8894,
            13454,
            13454,
            8375
        ],
        [
            -18652,
            -15171,
            -18652,
            -23919,
            -21356,
            -23919
        ],
        [
            185,
            247,
            122,
            185,
            247,
            122
        ],
        [
            104,
            132,
            82,
            104,
            132,
            82
        ],
        [
            376,
            449,
            260,
            376,
            449,
            260
        ],
        [
            24427,
            16334,
            8093,
            24427,
            16334,
            8093
        ],
        [
            6.205386,
            6.205386,
            6.226219,
            6.205386,
            6.205386,
            6.226219
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314127,
            -163853,
            -164643,
            -22168,
            -191842,
            -284145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737219600000,
    "first_datapoint_time": 1737507600000,
    "last_datapoint_time": 1759718700000,
    "evaluation_time": 1759719345345,
    "expiration_time": 1766198700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 82
        }
    }
}

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)