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Trade: AAVE/USDT/15/JMA/PWMA/4893

Strategy
AAVE/USDT/15/JMA/PWMA/4893
Pair
AAVE_USDT
Interval
15m
Score
321245
Daily Profit
0.398738
Profit Factor
1.287484
Profitability
59.774436
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 09:42
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 103839.2671 60733.4897 43105.7774 114969.2001 157223.2288 -42254.0287
Total P&L (%) 103.8393 60.7335 43.1058 114.9692 157.2232 -42.254
Avg Daily Profit (%) 0.3987 0.2332 0.1655 0.2943 0.3634 -0.2106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74263 -44408 -54086 -281669 -118218 -221448
Profit Factor 1.2875 1.3273 1.2454 1.1052 1.3162 0.929
Total Trades 266 133 133 266 133 133
Winning Trades 159 79 80 159 79 80
Losing Trades 107 54 53 107 54 53
Profitability (%) 59.7744 59.3985 60.1504 59.7744 59.3985 60.1504
Ratio Avg Win / Avg Loss 0.8664 0.9072 0.8251 0.7438 0.8997 0.6155
Largest Winning Trade 19157 19157 8751 43737 43737 23211
Largest Losing Trade -19257 -15913 -19257 -81835 -35798 -81835
Avg Bars in Trades 92 92 92 92 92 92
Avg Bars in Winners 57 57 56 57 57 56
Avg Bars in Losers 144 143 145 144 143 145
Bars Traded 24581 12313 12268 24581 12313 12268
Profit Streak 0 0 14.5502 0 0 14.5502
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321245 197725 153247 -96750 257608 -579985
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": 1736408700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759041739386,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    }
}
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": [
        [
            103839.2670816093,
            60733.4897246859,
            43105.7773569235,
            114969.2001278466,
            157223.2287977028,
            -42254.0286698563
        ],
        [
            103.839267,
            60.73349,
            43.105777,
            114.9692,
            157.223229,
            -42.254029
        ],
        [
            0.398738,
            0.233214,
            0.165524,
            0.294313,
            0.363447,
            -0.210636
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74263,
            -44408,
            -54086,
            -281669,
            -118218,
            -221448
        ],
        [
            1.287484,
            1.327268,
            1.245445,
            1.10523,
            1.316225,
            0.929028
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            59.774436,
            59.398496,
            60.150376,
            59.774436,
            59.398496,
            60.150376
        ],
        [
            0.86642,
            0.907247,
            0.825107,
            0.743771,
            0.899698,
            0.615481
        ],
        [
            19157,
            19157,
            8751,
            43737,
            43737,
            23211
        ],
        [
            -19257,
            -15913,
            -19257,
            -81835,
            -35798,
            -81835
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            57,
            57,
            56,
            57,
            57,
            56
        ],
        [
            144,
            143,
            145,
            144,
            143,
            145
        ],
        [
            24581,
            12313,
            12268,
            24581,
            12313,
            12268
        ],
        [
            0,
            0,
            14.550224,
            0,
            0,
            14.550224
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321245,
            197725,
            153247,
            -96750,
            257608,
            -579985
        ]
    ]
}
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": 1736408700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759041739386,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    }
}

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)