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Trade: AAVE/USDT/15/KCL/KCL/2769

Strategy
AAVE/USDT/15/KCL/KCL/2769
Pair
AAVE_USDT
Interval
15m
Score
310713
Daily Profit
0.269504
Profit Factor
1.309897
Profitability
70.270270
Streak
3.410524
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 17:36
Expiration Time
2025-12-14 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70184.277 38986.8257 31197.4513 59331.1012 41680.7223 17650.3789
Total P&L (%) 70.1843 38.9868 31.1975 59.3311 41.6807 17.6504
Avg Daily Profit (%) 0.2695 0.1497 0.1198 0.179 0.1339 0.0624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40500 -30851 -49811 -78884 -57529 -99047
Profit Factor 1.3099 1.3285 1.2894 1.1451 1.2016 1.0873
Total Trades 111 56 55 111 56 55
Winning Trades 78 38 40 78 38 40
Losing Trades 33 18 15 33 18 15
Profitability (%) 70.2703 67.8571 72.7273 70.2703 67.8571 72.7273
Ratio Avg Win / Avg Loss 0.5542 0.6293 0.4835 0.4844 0.5692 0.4077
Largest Winning Trade 18928 13502 18928 27812 22272 27812
Largest Losing Trade -22113 -18566 -22113 -41340 -30118 -41340
Avg Bars in Trades 218 218 218 218 218 218
Avg Bars in Winners 106 93 118 106 93 118
Avg Bars in Losers 484 483 484 484 483 484
Bars Traded 24254 12263 11991 24254 12263 11991
Profit Streak 3.4105 3.4105 16.0459 3.4105 3.4105 16.0459
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310713 -176362 -214695 -53960 -198006 -421194
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736955000000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759242969311,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            70184.2769838528,
            38986.8256542741,
            31197.4513295787,
            59331.1011996795,
            41680.7223168118,
            17650.3788828678
        ],
        [
            70.184277,
            38.986826,
            31.197451,
            59.331101,
            41.680722,
            17.650379
        ],
        [
            0.269504,
            0.149707,
            0.119797,
            0.17903,
            0.133876,
            0.062437
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40500,
            -30851,
            -49811,
            -78884,
            -57529,
            -99047
        ],
        [
            1.309897,
            1.328473,
            1.289441,
            1.145059,
            1.201625,
            1.087253
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            70.27027,
            67.857143,
            72.727273,
            70.27027,
            67.857143,
            72.727273
        ],
        [
            0.554187,
            0.629277,
            0.48354,
            0.484448,
            0.569191,
            0.40772
        ],
        [
            18928,
            13502,
            18928,
            27812,
            22272,
            27812
        ],
        [
            -22113,
            -18566,
            -22113,
            -41340,
            -30118,
            -41340
        ],
        [
            218,
            218,
            218,
            218,
            218,
            218
        ],
        [
            106,
            93,
            118,
            106,
            93,
            118
        ],
        [
            484,
            483,
            484,
            484,
            483,
            484
        ],
        [
            24254,
            12263,
            11991,
            24254,
            12263,
            11991
        ],
        [
            3.410524,
            3.410524,
            16.045941,
            3.410524,
            3.410524,
            16.045941
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310713,
            -176362,
            -214695,
            -53960,
            -198006,
            -421194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736743500000,
    "first_datapoint_time": 1736955000000,
    "last_datapoint_time": 1759242600000,
    "evaluation_time": 1759242969311,
    "expiration_time": 1765722600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 110,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 236,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)