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Trade: AAVE/USDT/15/HMA/KCL/1867

Strategy
AAVE/USDT/15/HMA/KCL/1867
Pair
AAVE_USDT
Interval
15m
Score
308751
Daily Profit
0.226595
Profit Factor
1.392477
Profitability
62.650602
Streak
8.248437
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 02:27
Expiration Time
2025-12-16 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63161.6027 34469.8059 28691.7968 49659.1079 80296.2574 -30637.1495
Total P&L (%) 63.1616 34.4698 28.6918 49.6591 80.2963 -30.6371
Avg Daily Profit (%) 0.2425 0.1324 0.1102 0.1549 0.2266 -0.1404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62703 -38916 -54439 -141955 -56057 -129425
Profit Factor 1.2277 1.259 1.1988 1.0978 1.3925 0.8989
Total Trades 165 83 82 165 83 82
Winning Trades 106 52 54 106 52 54
Losing Trades 59 31 28 59 31 28
Profitability (%) 64.2424 62.6506 65.8537 64.2424 62.6506 65.8537
Ratio Avg Win / Avg Loss 0.6833 0.7506 0.6216 0.6111 0.8301 0.4661
Largest Winning Trade 14960 14960 9167 23871 23871 14105
Largest Losing Trade -20577 -13963 -20577 -50199 -23480 -50199
Avg Bars in Trades 148 120 177 148 120 177
Avg Bars in Winners 89 68 109 89 68 109
Avg Bars in Losers 254 207 306 254 207 306
Bars Traded 24518 10003 14515 24518 10003 14515
Profit Streak 8.2484 8.2484 17.7693 8.2484 8.2484 17.7693
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306407 -19125 -54612 -105713 308751 -582720
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736861400000,
    "first_datapoint_time": 1737031500000,
    "last_datapoint_time": 1759360500000,
    "evaluation_time": 1759361264974,
    "expiration_time": 1765840500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "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": [
        [
            63161.6026675987,
            34469.8058943817,
            28691.796773217,
            49659.1079407874,
            80296.2574403986,
            -30637.1494996111
        ],
        [
            63.161603,
            34.469806,
            28.691797,
            49.659108,
            80.296257,
            -30.637149
        ],
        [
            0.242537,
            0.132362,
            0.110175,
            0.154943,
            0.226595,
            -0.140374
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62703,
            -38916,
            -54439,
            -141955,
            -56057,
            -129425
        ],
        [
            1.227666,
            1.258994,
            1.19878,
            1.097819,
            1.392477,
            0.898912
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            64.242424,
            62.650602,
            65.853659,
            64.242424,
            62.650602,
            65.853659
        ],
        [
            0.683324,
            0.750554,
            0.621589,
            0.61105,
            0.83013,
            0.466103
        ],
        [
            14960,
            14960,
            9167,
            23871,
            23871,
            14105
        ],
        [
            -20577,
            -13963,
            -20577,
            -50199,
            -23480,
            -50199
        ],
        [
            148,
            120,
            177,
            148,
            120,
            177
        ],
        [
            89,
            68,
            109,
            89,
            68,
            109
        ],
        [
            254,
            207,
            306,
            254,
            207,
            306
        ],
        [
            24518,
            10003,
            14515,
            24518,
            10003,
            14515
        ],
        [
            8.248437,
            8.248437,
            17.76927,
            8.248437,
            8.248437,
            17.76927
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306407,
            -19125,
            -54612,
            -105713,
            308751,
            -582720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736861400000,
    "first_datapoint_time": 1737031500000,
    "last_datapoint_time": 1759360500000,
    "evaluation_time": 1759361264974,
    "expiration_time": 1765840500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 162,
            "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)