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Trade: AAVE/USDT/15/EMA/SMA/6106

Strategy
AAVE/USDT/15/EMA/SMA/6106
Pair
AAVE_USDT
Interval
15m
Score
542912
Daily Profit
0.646131
Profit Factor
1.912964
Profitability
71.428571
Streak
4.150687
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 23:21
Expiration Time
2025-12-22 22:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168265.4445 91383.2272 76882.2173 320779.7727 179248.4982 141531.2745
Total P&L (%) 168.2654 91.3832 76.8822 320.7798 179.2485 141.5313
Avg Daily Profit (%) 0.6461 0.3509 0.2952 0.5533 0.3951 0.3392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46364 -30760 -31065 -102987 -71338 -65957
Profit Factor 1.913 2.032 1.8029 1.7241 1.8637 1.6011
Total Trades 105 52 53 105 52 53
Winning Trades 75 37 38 75 37 38
Losing Trades 30 15 15 30 15 15
Profitability (%) 71.4286 71.1538 71.6981 71.4286 71.1538 71.6981
Ratio Avg Win / Avg Loss 0.7652 0.8238 0.7117 0.6897 0.7556 0.632
Largest Winning Trade 20790 20790 20147 34712 33713 34712
Largest Losing Trade -19326 -15907 -19326 -36818 -32471 -36818
Avg Bars in Trades 229 228 229 229 228 229
Avg Bars in Winners 157 152 162 157 152 162
Avg Bars in Losers 408 417 400 408 417 400
Bars Traded 24054 11887 12167 24054 11887 12167
Profit Streak 4.1507 13.7444 4.1507 4.1507 13.7444 4.1507
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542912 -167215 -169178 501231 -167162 -169192
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737455400000,
    "first_datapoint_time": 1737727200000,
    "last_datapoint_time": 1759954500000,
    "evaluation_time": 1759954919393,
    "expiration_time": 1766434500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 55,
            "offset": 248
        }
    }
}
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": [
        [
            168265.4445380905,
            91383.2271923482,
            76882.2173457423,
            320779.7727204225,
            179248.4982137808,
            141531.2745066418
        ],
        [
            168.265445,
            91.383227,
            76.882217,
            320.779773,
            179.248498,
            141.531275
        ],
        [
            0.646131,
            0.350907,
            0.295224,
            0.553303,
            0.395115,
            0.339192
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46364,
            -30760,
            -31065,
            -102987,
            -71338,
            -65957
        ],
        [
            1.912964,
            2.031974,
            1.802906,
            1.724145,
            1.863727,
            1.601115
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            71.428571,
            71.153846,
            71.698113,
            71.428571,
            71.153846,
            71.698113
        ],
        [
            0.765185,
            0.823773,
            0.711673,
            0.689658,
            0.755565,
            0.632019
        ],
        [
            20790,
            20790,
            20147,
            34712,
            33713,
            34712
        ],
        [
            -19326,
            -15907,
            -19326,
            -36818,
            -32471,
            -36818
        ],
        [
            229,
            228,
            229,
            229,
            228,
            229
        ],
        [
            157,
            152,
            162,
            157,
            152,
            162
        ],
        [
            408,
            417,
            400,
            408,
            417,
            400
        ],
        [
            24054,
            11887,
            12167,
            24054,
            11887,
            12167
        ],
        [
            4.150687,
            13.744437,
            4.150687,
            4.150687,
            13.744437,
            4.150687
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542912,
            -167215,
            -169178,
            501231,
            -167162,
            -169192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737455400000,
    "first_datapoint_time": 1737727200000,
    "last_datapoint_time": 1759954500000,
    "evaluation_time": 1759954919393,
    "expiration_time": 1766434500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 55,
            "offset": 248
        }
    }
}

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)