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Trade: AAVE/USDT/15/KCB/T3/2866

Strategy
AAVE/USDT/15/KCB/T3/2866
Pair
AAVE_USDT
Interval
15m
Score
561517
Daily Profit
0.630043
Profit Factor
1.946178
Profitability
62.857143
Streak
6.389207
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 07:05
Expiration Time
2025-12-25 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 164075.7262 88440.3505 75635.3757 306043.0482 165198.2828 140844.7654
Total P&L (%) 164.0757 88.4404 75.6354 306.043 165.1983 140.8448
Avg Daily Profit (%) 0.63 0.3396 0.2904 0.5395 0.3752 0.3381
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27718 -24385 -25959 -49868 -44011 -44250
Profit Factor 1.9462 1.9695 1.9203 1.8903 1.9258 1.8519
Total Trades 105 52 53 105 52 53
Winning Trades 66 32 34 66 32 34
Losing Trades 39 20 19 39 20 19
Profitability (%) 62.8571 61.5385 64.1509 62.8571 61.5385 64.1509
Ratio Avg Win / Avg Loss 1.15 1.231 1.0731 1.117 1.2037 1.0349
Largest Winning Trade 19307 19307 14750 29219 29219 28087
Largest Losing Trade -24385 -24385 -22107 -43037 -43037 -33609
Avg Bars in Trades 229 222 236 229 222 236
Avg Bars in Winners 171 151 189 171 151 189
Avg Bars in Losers 327 335 319 327 335 319
Bars Traded 24077 11560 12517 24077 11560 12517
Profit Streak 6.3892 15.8475 6.3892 6.3892 15.8475 6.3892
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 561517 -167440 -167995 529786 -167220 -167720
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737656100000,
    "first_datapoint_time": 1737944100000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760155527534,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 75,
            "offset": 246,
            "a": 0.75089
        }
    }
}
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": [
        [
            164075.7262238999,
            88440.3505202279,
            75635.3757036719,
            306043.0482428182,
            165198.2828120464,
            140844.7654307719
        ],
        [
            164.075726,
            88.440351,
            75.635376,
            306.043048,
            165.198283,
            140.844765
        ],
        [
            0.630043,
            0.339607,
            0.290436,
            0.539538,
            0.375216,
            0.338095
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27718,
            -24385,
            -25959,
            -49868,
            -44011,
            -44250
        ],
        [
            1.946178,
            1.969526,
            1.920264,
            1.890285,
            1.925848,
            1.851904
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            62.857143,
            61.538462,
            64.150943,
            62.857143,
            61.538462,
            64.150943
        ],
        [
            1.150014,
            1.230954,
            1.073089,
            1.116987,
            1.203655,
            1.034888
        ],
        [
            19307,
            19307,
            14750,
            29219,
            29219,
            28087
        ],
        [
            -24385,
            -24385,
            -22107,
            -43037,
            -43037,
            -33609
        ],
        [
            229,
            222,
            236,
            229,
            222,
            236
        ],
        [
            171,
            151,
            189,
            171,
            151,
            189
        ],
        [
            327,
            335,
            319,
            327,
            335,
            319
        ],
        [
            24077,
            11560,
            12517,
            24077,
            11560,
            12517
        ],
        [
            6.389207,
            15.847541,
            6.389207,
            6.389208,
            15.847541,
            6.389208
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            561517,
            -167440,
            -167995,
            529786,
            -167220,
            -167720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737656100000,
    "first_datapoint_time": 1737944100000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760155527534,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 75,
            "offset": 246,
            "a": 0.75089
        }
    }
}

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)