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Trade: AAVE/USDT/15/HILO/SINWMA/3892

Strategy
AAVE/USDT/15/HILO/SINWMA/3892
Pair
AAVE_USDT
Interval
15m
Score
447544
Daily Profit
0.528442
Profit Factor
1.586178
Profitability
61.780105
Streak
5.536222
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 23:52
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 137616.8141 81604.0098 56012.8043 216946.8017 154310.9436 62635.8581
Total P&L (%) 137.6168 81.604 56.0128 216.9468 154.3109 62.6359
Avg Daily Profit (%) 0.5284 0.3134 0.2151 0.4439 0.3591 0.1869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34775 -21732 -51011 -100195 -59582 -153302
Profit Factor 1.5862 1.7615 1.439 1.3628 1.5912 1.1859
Total Trades 191 95 96 191 95 96
Winning Trades 118 55 63 118 55 63
Losing Trades 73 40 33 73 40 33
Profitability (%) 61.7801 57.8947 65.625 61.7801 57.8947 65.625
Ratio Avg Win / Avg Loss 0.9813 1.2811 0.7537 0.8431 1.1573 0.6212
Largest Winning Trade 15847 15573 15847 35212 35212 32907
Largest Losing Trade -16216 -13674 -16216 -46159 -36813 -46159
Avg Bars in Trades 126 129 123 126 129 123
Avg Bars in Winners 72 69 74 72 69 74
Avg Bars in Losers 213 211 216 213 211 216
Bars Traded 24132 12316 11816 24132 12316 11816
Profit Streak 5.5362 0 31.4321 5.5362 0 31.4321
Trades During Streak 1 0 12 1 0 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447544 365256 303191 372410 366172 -8338

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": 1736526600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758833529605,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 166
        }
    }
}
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": [
        [
            137616.8140881765,
            81604.0098094638,
            56012.8042787127,
            216946.8016673943,
            154310.9436173042,
            62635.8580500899
        ],
        [
            137.616814,
            81.60401,
            56.012804,
            216.946802,
            154.310944,
            62.635858
        ],
        [
            0.528442,
            0.313355,
            0.215086,
            0.443945,
            0.359059,
            0.186928
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34775,
            -21732,
            -51011,
            -100195,
            -59582,
            -153302
        ],
        [
            1.586178,
            1.761488,
            1.438952,
            1.362838,
            1.591235,
            1.185908
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            118,
            55,
            63,
            118,
            55,
            63
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            61.780105,
            57.894737,
            65.625,
            61.780105,
            57.894737,
            65.625
        ],
        [
            0.98128,
            1.281082,
            0.753737,
            0.843112,
            1.157262,
            0.62119
        ],
        [
            15847,
            15573,
            15847,
            35212,
            35212,
            32907
        ],
        [
            -16216,
            -13674,
            -16216,
            -46159,
            -36813,
            -46159
        ],
        [
            126,
            129,
            123,
            126,
            129,
            123
        ],
        [
            72,
            69,
            74,
            72,
            69,
            74
        ],
        [
            213,
            211,
            216,
            213,
            211,
            216
        ],
        [
            24132,
            12316,
            11816,
            24132,
            12316,
            11816
        ],
        [
            5.536222,
            0,
            31.432055,
            5.536222,
            0,
            31.432056
        ],
        [
            1,
            0,
            12,
            1,
            0,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447544,
            365256,
            303191,
            372410,
            366172,
            -8338
        ]
    ]
}
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": 1736526600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758833529605,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 166
        }
    }
}

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)