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Trade: AAVE/USDT/15/HMA/ALMA/2603

Strategy
AAVE/USDT/15/HMA/ALMA/2603
Pair
AAVE_USDT
Interval
15m
Score
342943
Daily Profit
0.268667
Profit Factor
1.367575
Profitability
65.625000
Streak
4.638082
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:03
Expiration Time
2025-12-23 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69966.3833 38820.3587 31146.0246 55398.8892 39133.1422 16265.747
Total P&L (%) 69.9664 38.8204 31.146 55.3989 39.1331 16.2657
Avg Daily Profit (%) 0.2687 0.1491 0.1196 0.1694 0.1269 0.0579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43661 -28109 -46953 -73200 -50407 -80563
Profit Factor 1.3676 1.4396 1.3052 1.1872 1.2852 1.1024
Total Trades 96 48 48 96 48 48
Winning Trades 63 30 33 63 30 33
Losing Trades 33 18 15 33 18 15
Profitability (%) 65.625 62.5 68.75 65.625 62.5 68.75
Ratio Avg Win / Avg Loss 0.7163 0.8638 0.5933 0.6218 0.7711 0.5011
Largest Winning Trade 23908 23908 22628 33033 33033 26612
Largest Losing Trade -24424 -20395 -24424 -37361 -35095 -37361
Avg Bars in Trades 255 253 256 255 253 256
Avg Bars in Winners 159 136 180 159 136 180
Avg Bars in Losers 436 449 422 436 449 422
Bars Traded 24486 12180 12306 24486 12180 12306
Profit Streak 4.6381 10.586 4.6381 4.6381 10.586 4.6381
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342943 155002 -35935 -7447 -26169 -232544
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737514800000,
    "first_datapoint_time": 1737830700000,
    "last_datapoint_time": 1760013900000,
    "evaluation_time": 1760015030256,
    "expiration_time": 1766493900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 108,
            "offset": 244
        }
    }
}
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": [
        [
            69966.3833033114,
            38820.3587436721,
            31146.0245596393,
            55398.8891789314,
            39133.1421930091,
            16265.7469859222
        ],
        [
            69.966383,
            38.820359,
            31.146025,
            55.398889,
            39.133142,
            16.265747
        ],
        [
            0.268667,
            0.149068,
            0.119599,
            0.169418,
            0.126899,
            0.057888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43661,
            -28109,
            -46953,
            -73200,
            -50407,
            -80563
        ],
        [
            1.367575,
            1.439639,
            1.305217,
            1.187154,
            1.28518,
            1.10244
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            65.625,
            62.5,
            68.75,
            65.625,
            62.5,
            68.75
        ],
        [
            0.716349,
            0.863784,
            0.59328,
            0.621843,
            0.771108,
            0.501109
        ],
        [
            23908,
            23908,
            22628,
            33033,
            33033,
            26612
        ],
        [
            -24424,
            -20395,
            -24424,
            -37361,
            -35095,
            -37361
        ],
        [
            255,
            253,
            256,
            255,
            253,
            256
        ],
        [
            159,
            136,
            180,
            159,
            136,
            180
        ],
        [
            436,
            449,
            422,
            436,
            449,
            422
        ],
        [
            24486,
            12180,
            12306,
            24486,
            12180,
            12306
        ],
        [
            4.638082,
            10.585998,
            4.638082,
            4.638082,
            10.585998,
            4.638082
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342943,
            155002,
            -35935,
            -7447,
            -26169,
            -232544
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737514800000,
    "first_datapoint_time": 1737830700000,
    "last_datapoint_time": 1760013900000,
    "evaluation_time": 1760015030256,
    "expiration_time": 1766493900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 108,
            "offset": 244
        }
    }
}

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)