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Trade: AAVE/USDT/15/KCL/KCL/3471

Strategy
AAVE/USDT/15/KCL/KCL/3471
Pair
AAVE_USDT
Interval
15m
Score
490360
Daily Profit
0.503732
Profit Factor
1.631733
Profitability
79.577465
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 10:44
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 131181.9293 72574.7779 58607.1513 195129.3884 178505.7008 16623.6876
Total P&L (%) 131.1819 72.5748 58.6072 195.1294 178.5057 16.6237
Avg Daily Profit (%) 0.5037 0.2787 0.225 0.4164 0.3941 0.0591
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72613 -13452 -86573 -302223 -48167 -347216
Profit Factor 1.6317 1.997 1.4346 1.271 1.829 1.0329
Total Trades 142 71 71 142 71 71
Winning Trades 113 55 58 113 55 58
Losing Trades 29 16 13 29 16 13
Profitability (%) 79.5775 77.4648 81.6901 79.5775 77.4648 81.6901
Ratio Avg Win / Avg Loss 0.4188 0.5809 0.3215 0.3262 0.5321 0.2315
Largest Winning Trade 14660 14660 11596 31550 28331 31550
Largest Losing Trade -25067 -13452 -25067 -113932 -48167 -113932
Avg Bars in Trades 173 74 272 173 74 272
Avg Bars in Winners 91 43 138 91 43 138
Avg Bars in Losers 490 182 868 490 182 868
Bars Traded 24611 5294 19317 24611 5294 19317
Profit Streak 0 0 10.7079 0 0 10.7079
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490360 -75205 -76091 388914 -74543 -391558

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": 1736450100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758786262764,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            131181.9292605317,
            72574.7779181131,
            58607.1513424186,
            195129.3883907716,
            178505.7007859941,
            16623.6876047776
        ],
        [
            131.181929,
            72.574778,
            58.607151,
            195.129388,
            178.505701,
            16.623688
        ],
        [
            0.503732,
            0.278684,
            0.225049,
            0.416441,
            0.394089,
            0.059069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72613,
            -13452,
            -86573,
            -302223,
            -48167,
            -347216
        ],
        [
            1.631733,
            1.996996,
            1.434576,
            1.27099,
            1.828977,
            1.032936
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            79.577465,
            77.464789,
            81.690141,
            79.577465,
            77.464789,
            81.690141
        ],
        [
            0.418763,
            0.580944,
            0.321543,
            0.326183,
            0.532066,
            0.23152
        ],
        [
            14660,
            14660,
            11596,
            31550,
            28331,
            31550
        ],
        [
            -25067,
            -13452,
            -25067,
            -113932,
            -48167,
            -113932
        ],
        [
            173,
            74,
            272,
            173,
            74,
            272
        ],
        [
            91,
            43,
            138,
            91,
            43,
            138
        ],
        [
            490,
            182,
            868,
            490,
            182,
            868
        ],
        [
            24611,
            5294,
            19317,
            24611,
            5294,
            19317
        ],
        [
            0,
            0,
            10.707902,
            0,
            0,
            10.707902
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490360,
            -75205,
            -76091,
            388914,
            -74543,
            -391558
        ]
    ]
}
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": 1736450100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758786262764,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 37,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 248,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)