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Trade: AAVE/USDT/15/KCL/KCL/4497

Strategy
AAVE/USDT/15/KCL/KCL/4497
Pair
AAVE_USDT
Interval
15m
Score
328138
Daily Profit
0.297375
Profit Factor
1.318707
Profitability
71.052632
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 18:03
Expiration Time
2025-12-13 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77442.4171 45044.9947 32397.4223 71575.4011 107996.9432 -36421.5421
Total P&L (%) 77.4424 45.045 32.3974 71.5754 107.9969 -36.4215
Avg Daily Profit (%) 0.2974 0.173 0.1244 0.2075 0.2816 -0.1738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91467 -17710 -96187 -250563 -35385 -275759
Profit Factor 1.3187 1.5388 1.2033 1.1269 1.694 0.9108
Total Trades 152 76 76 152 76 76
Winning Trades 108 54 54 108 54 54
Losing Trades 44 22 22 44 22 22
Profitability (%) 71.0526 71.0526 71.0526 71.0526 71.0526 71.0526
Ratio Avg Win / Avg Loss 0.5373 0.6269 0.4902 0.4591 0.6901 0.3711
Largest Winning Trade 15321 15321 9791 30077 23882 30077
Largest Losing Trade -21296 -12890 -21296 -74218 -23823 -74218
Avg Bars in Trades 161 72 250 161 72 250
Avg Bars in Winners 75 41 109 75 41 109
Avg Bars in Losers 373 148 597 373 148 597
Bars Traded 24536 5491 19045 24536 5491 19045
Profit Streak 0 0 15.0861 0 0 15.0861
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328138 -42354 -78199 -72741 -39096 -626972
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736658000000,
    "first_datapoint_time": 1736772300000,
    "last_datapoint_time": 1759157100000,
    "evaluation_time": 1759158236404,
    "expiration_time": 1765637100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            77442.4170647716,
            45044.994728904,
            32397.4223358675,
            71575.4010716343,
            107996.9431630081,
            -36421.5420913738
        ],
        [
            77.442417,
            45.044995,
            32.397422,
            71.575401,
            107.996943,
            -36.421542
        ],
        [
            0.297375,
            0.172971,
            0.124405,
            0.207516,
            0.281616,
            -0.173759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91467,
            -17710,
            -96187,
            -250563,
            -35385,
            -275759
        ],
        [
            1.318707,
            1.538793,
            1.203264,
            1.126943,
            1.693975,
            0.91078
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            71.052632,
            71.052632,
            71.052632,
            71.052632,
            71.052632,
            71.052632
        ],
        [
            0.537251,
            0.626916,
            0.490219,
            0.459125,
            0.690138,
            0.371058
        ],
        [
            15321,
            15321,
            9791,
            30077,
            23882,
            30077
        ],
        [
            -21296,
            -12890,
            -21296,
            -74218,
            -23823,
            -74218
        ],
        [
            161,
            72,
            250,
            161,
            72,
            250
        ],
        [
            75,
            41,
            109,
            75,
            41,
            109
        ],
        [
            373,
            148,
            597,
            373,
            148,
            597
        ],
        [
            24536,
            5491,
            19045,
            24536,
            5491,
            19045
        ],
        [
            0,
            0,
            15.086069,
            0,
            0,
            15.086069
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328138,
            -42354,
            -78199,
            -72741,
            -39096,
            -626972
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736658000000,
    "first_datapoint_time": 1736772300000,
    "last_datapoint_time": 1759157100000,
    "evaluation_time": 1759158236404,
    "expiration_time": 1765637100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)