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Trade: AAVE/USDT/15/JMA/KCU/6504

Strategy
AAVE/USDT/15/JMA/KCU/6504
Pair
AAVE_USDT
Interval
15m
Score
307789
Daily Profit
0.254683
Profit Factor
1.230533
Profitability
63.870968
Streak
4.790623
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 17:13
Expiration Time
2025-12-18 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66324.4953 37081.3108 29243.1845 48082.1027 59472.7635 -11390.6609
Total P&L (%) 66.3245 37.0813 29.2432 48.0821 59.4728 -11.3907
Avg Daily Profit (%) 0.2547 0.1424 0.1123 0.1509 0.1794 -0.0464
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68795 -43213 -47274 -146690 -67118 -108317
Profit Factor 1.2305 1.2111 1.2611 1.0905 1.2005 0.9515
Total Trades 155 77 78 155 77 78
Winning Trades 99 51 48 99 51 48
Losing Trades 56 26 30 56 26 30
Profitability (%) 63.871 66.2338 61.5385 63.871 66.2338 61.5385
Ratio Avg Win / Avg Loss 0.6961 0.6174 0.7882 0.6168 0.612 0.5947
Largest Winning Trade 13958 12555 13958 19646 19646 18890
Largest Losing Trade -20410 -18381 -20410 -45532 -27136 -45532
Avg Bars in Trades 159 237 81 159 237 81
Avg Bars in Winners 104 143 62 104 143 62
Avg Bars in Losers 255 421 112 255 421 112
Bars Traded 24656 18290 6367 24656 18290 6367
Profit Streak 4.7906 7.6135 4.7906 4.7906 7.6135 4.7906
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307789 -46922 -80748 -114256 -34809 -613443
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737087300000,
    "first_datapoint_time": 1737203400000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759587209808,
    "expiration_time": 1766066400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            66324.4953217689,
            37081.310849672,
            29243.1844720969,
            48082.1026541672,
            59472.7635245149,
            -11390.6608703476
        ],
        [
            66.324495,
            37.081311,
            29.243184,
            48.082103,
            59.472764,
            -11.390661
        ],
        [
            0.254683,
            0.14239,
            0.112292,
            0.150869,
            0.179372,
            -0.046427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68795,
            -43213,
            -47274,
            -146690,
            -67118,
            -108317
        ],
        [
            1.230533,
            1.211064,
            1.261068,
            1.090479,
            1.20046,
            0.951475
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            63.870968,
            66.233766,
            61.538462,
            63.870968,
            66.233766,
            61.538462
        ],
        [
            0.696059,
            0.617405,
            0.788168,
            0.616837,
            0.611999,
            0.594672
        ],
        [
            13958,
            12555,
            13958,
            19646,
            19646,
            18890
        ],
        [
            -20410,
            -18381,
            -20410,
            -45532,
            -27136,
            -45532
        ],
        [
            159,
            237,
            81,
            159,
            237,
            81
        ],
        [
            104,
            143,
            62,
            104,
            143,
            62
        ],
        [
            255,
            421,
            112,
            255,
            421,
            112
        ],
        [
            24656,
            18290,
            6367,
            24656,
            18290,
            6367
        ],
        [
            4.790623,
            7.613539,
            4.790623,
            4.790623,
            7.613539,
            4.790623
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307789,
            -46922,
            -80748,
            -114256,
            -34809,
            -613443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737087300000,
    "first_datapoint_time": 1737203400000,
    "last_datapoint_time": 1759586400000,
    "evaluation_time": 1759587209808,
    "expiration_time": 1766066400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 126,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)