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Trade: AAVE/USDT/15/DCL/T3/3516

Strategy
AAVE/USDT/15/DCL/T3/3516
Pair
AAVE_USDT
Interval
15m
Score
367257
Daily Profit
0.390751
Profit Factor
1.438917
Profitability
65.693431
Streak
7.157897
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 18:32
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101759.3057 65538.5954 36220.7104 115201.2498 76501.551 38699.6988
Total P&L (%) 101.7593 65.5386 36.2207 115.2013 76.5016 38.6997
Avg Daily Profit (%) 0.3908 0.2517 0.1391 0.2947 0.2184 0.1257
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30108 -52376 -19208 -68658 -53890 -36302
Profit Factor 1.4389 1.4277 1.4607 1.3678 1.3738 1.3564
Total Trades 137 68 69 137 68 69
Winning Trades 90 42 48 90 42 48
Losing Trades 47 26 21 47 26 21
Profitability (%) 65.6934 61.7647 69.5652 65.6934 61.7647 69.5652
Ratio Avg Win / Avg Loss 0.7514 0.8838 0.6391 0.7143 0.8505 0.5934
Largest Winning Trade 16777 16777 6976 31472 31472 10503
Largest Losing Trade -24065 -24065 -17114 -36302 -27460 -36302
Avg Bars in Trades 173 270 78 173 270 78
Avg Bars in Winners 119 176 70 119 176 70
Avg Bars in Losers 277 421 98 277 421 98
Bars Traded 23819 18377 5441 23819 18377 5441
Profit Streak 7.1579 0 45.5225 7.1579 0 45.5225
Trades During Streak 1 0 8 1 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367257 -102087 -109430 322065 -102403 -127697

Evaluation Data

{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758814342306,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.41044
        }
    }
}
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": [
        [
            101759.3057441458,
            65538.5953666361,
            36220.7103775096,
            115201.2498059452,
            76501.5510296565,
            38699.6987762887
        ],
        [
            101.759306,
            65.538595,
            36.22071,
            115.20125,
            76.501551,
            38.699699
        ],
        [
            0.390751,
            0.251665,
            0.139086,
            0.294729,
            0.218409,
            0.125699
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30108,
            -52376,
            -19208,
            -68658,
            -53890,
            -36302
        ],
        [
            1.438917,
            1.427734,
            1.460711,
            1.367796,
            1.37384,
            1.356406
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            65.693431,
            61.764706,
            69.565217,
            65.693431,
            61.764706,
            69.565217
        ],
        [
            0.751434,
            0.883836,
            0.639061,
            0.714294,
            0.850472,
            0.593428
        ],
        [
            16777,
            16777,
            6976,
            31472,
            31472,
            10503
        ],
        [
            -24065,
            -24065,
            -17114,
            -36302,
            -27460,
            -36302
        ],
        [
            173,
            270,
            78,
            173,
            270,
            78
        ],
        [
            119,
            176,
            70,
            119,
            176,
            70
        ],
        [
            277,
            421,
            98,
            277,
            421,
            98
        ],
        [
            23819,
            18377,
            5441,
            23819,
            18377,
            5441
        ],
        [
            7.157897,
            0,
            45.52248,
            7.157897,
            0,
            45.52248
        ],
        [
            1,
            0,
            8,
            1,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367257,
            -102087,
            -109430,
            322065,
            -102403,
            -127697
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736372700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758814342306,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 162,
            "offset": 0,
            "a": 0.41044
        }
    }
}

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)