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Trade: AAVE/USDT/15/DEMA/KCB/5183

Strategy
AAVE/USDT/15/DEMA/KCB/5183
Pair
AAVE_USDT
Interval
15m
Score
322140
Daily Profit
0.280363
Profit Factor
1.350145
Profitability
62.500000
Streak
5.340914
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 14:55
Expiration Time
2025-12-14 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73012.0444 45373.0986 27638.9458 61551.9556 43021.0356 18530.92
Total P&L (%) 73.012 45.3731 27.6389 61.552 43.021 18.5309
Avg Daily Profit (%) 0.2804 0.1742 0.1061 0.1844 0.1375 0.0653
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48659 -31372 -34337 -73297 -50601 -56778
Profit Factor 1.3501 1.421 1.2743 1.1991 1.268 1.1246
Total Trades 88 44 44 88 44 44
Winning Trades 55 27 28 55 27 28
Losing Trades 33 17 16 33 17 16
Profitability (%) 62.5 61.3636 63.6364 62.5 61.3636 63.6364
Ratio Avg Win / Avg Loss 0.8101 0.8947 0.7282 0.7195 0.7984 0.6427
Largest Winning Trade 28131 28131 20444 34793 34793 20993
Largest Losing Trade -20279 -13772 -20279 -25841 -24086 -25841
Avg Bars in Trades 280 286 274 280 286 274
Avg Bars in Winners 150 138 161 150 138 161
Avg Bars in Losers 497 520 472 497 520 472
Bars Traded 24674 12589 12085 24674 12589 12085
Profit Streak 5.3409 5.3409 15.7263 5.3409 5.3409 15.7263
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322140 203711 -54856 203098 -12364 -197191
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736857800000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233355007,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            73012.0444304924,
            45373.0986043424,
            27638.9458261499,
            61551.9556363185,
            43021.0355999265,
            18530.9200363921
        ],
        [
            73.012044,
            45.373099,
            27.638946,
            61.551956,
            43.021036,
            18.53092
        ],
        [
            0.280363,
            0.17423,
            0.106132,
            0.184356,
            0.137496,
            0.065302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48659,
            -31372,
            -34337,
            -73297,
            -50601,
            -56778
        ],
        [
            1.350145,
            1.42101,
            1.274339,
            1.199086,
            1.268045,
            1.124642
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            62.5,
            61.363636,
            63.636364,
            62.5,
            61.363636,
            63.636364
        ],
        [
            0.810087,
            0.89471,
            0.728194,
            0.719451,
            0.798398,
            0.642652
        ],
        [
            28131,
            28131,
            20444,
            34793,
            34793,
            20993
        ],
        [
            -20279,
            -13772,
            -20279,
            -25841,
            -24086,
            -25841
        ],
        [
            280,
            286,
            274,
            280,
            286,
            274
        ],
        [
            150,
            138,
            161,
            150,
            138,
            161
        ],
        [
            497,
            520,
            472,
            497,
            520,
            472
        ],
        [
            24674,
            12589,
            12085,
            24674,
            12589,
            12085
        ],
        [
            5.340914,
            5.340914,
            15.726331,
            5.340914,
            5.340914,
            15.726331
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322140,
            203711,
            -54856,
            203098,
            -12364,
            -197191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736857800000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233355007,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)