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Trade: AAVE/USDT/15/DEMA/T3/3936

Strategy
AAVE/USDT/15/DEMA/T3/3936
Pair
AAVE_USDT
Interval
15m
Score
328839
Daily Profit
0.299464
Profit Factor
1.295582
Profitability
73.600000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 03:08
Expiration Time
2025-12-16 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77986.3133 44404.1472 33582.166 66484.7415 48195.7986 18288.9429
Total P&L (%) 77.9863 44.4041 33.5822 66.4847 48.1958 18.2889
Avg Daily Profit (%) 0.2995 0.1705 0.129 0.1959 0.1512 0.0645
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44460 -34749 -42197 -101304 -60696 -83061
Profit Factor 1.2956 1.3193 1.2691 1.137 1.1918 1.0781
Total Trades 125 63 62 125 63 62
Winning Trades 92 45 47 92 45 47
Losing Trades 33 18 15 33 18 15
Profitability (%) 73.6 71.4286 75.8065 73.6 71.4286 75.8065
Ratio Avg Win / Avg Loss 0.4647 0.5277 0.405 0.4078 0.4767 0.3441
Largest Winning Trade 16184 16184 10986 25340 25340 14023
Largest Losing Trade -18924 -16242 -18924 -37334 -29715 -37334
Avg Bars in Trades 192 202 183 192 202 183
Avg Bars in Winners 113 107 119 113 107 119
Avg Bars in Losers 414 438 385 414 438 385
Bars Traded 24108 12736 11372 24108 12736 11372
Profit Streak 0 0 17.7247 0 0 17.7247
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328839 -141224 -176595 -61904 -150776 -402253
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736864100000,
    "first_datapoint_time": 1737086400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759363713599,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 248,
            "offset": 0,
            "a": 0.72527
        }
    }
}
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": [
        [
            77986.3132561216,
            44404.1472137697,
            33582.1660423516,
            66484.7415198785,
            48195.7985928637,
            18288.9429270149
        ],
        [
            77.986313,
            44.404147,
            33.582166,
            66.484742,
            48.195799,
            18.288943
        ],
        [
            0.299464,
            0.17051,
            0.128954,
            0.195927,
            0.151164,
            0.064517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44460,
            -34749,
            -42197,
            -101304,
            -60696,
            -83061
        ],
        [
            1.295582,
            1.319314,
            1.269134,
            1.136968,
            1.191823,
            1.078107
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            73.6,
            71.428571,
            75.806452,
            73.6,
            71.428571,
            75.806452
        ],
        [
            0.46472,
            0.527726,
            0.405043,
            0.407825,
            0.476729,
            0.344077
        ],
        [
            16184,
            16184,
            10986,
            25340,
            25340,
            14023
        ],
        [
            -18924,
            -16242,
            -18924,
            -37334,
            -29715,
            -37334
        ],
        [
            192,
            202,
            183,
            192,
            202,
            183
        ],
        [
            113,
            107,
            119,
            113,
            107,
            119
        ],
        [
            414,
            438,
            385,
            414,
            438,
            385
        ],
        [
            24108,
            12736,
            11372,
            24108,
            12736,
            11372
        ],
        [
            0,
            0,
            17.724694,
            0,
            0,
            17.724694
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328839,
            -141224,
            -176595,
            -61904,
            -150776,
            -402253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736864100000,
    "first_datapoint_time": 1737086400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759363713599,
    "expiration_time": 1765843200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 248,
            "offset": 0,
            "a": 0.72527
        }
    }
}

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)